Related papers: Competing with wild prediction rules
In this work, we propose a computationally efficient algorithm for the problem of global optimization in univariate loss functions. For the performance evaluation, we study the cumulative regret of the algorithm instead of the simple regret…
We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
We address the problem of sequential prediction with expert advice in a non-stationary environment with long-term memory guarantees in the sense of Bousquet and Warmuth [4]. We give a linear-time algorithm that improves on the best known…
Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…
We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…
Consider a sequence of bits where we are trying to predict the next bit from the previous bits. Assume we are allowed to say 'predict 0' or 'predict 1', and our payoff is +1 if the prediction is correct and -1 otherwise. We will say that at…
We study the problem of online unweighted bipartite matching with $n$ offline vertices and $n$ online vertices where one wishes to be competitive against the optimal offline algorithm. While the classic RANKING algorithm of Karp et al.…
We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…
We study dynamic regret in online convex optimization, where the objective is to achieve low cumulative loss relative to an arbitrary benchmark sequence. By observing that competing with an arbitrary sequence of comparators…
In this study, I investigate the dynamic decision problem with a finite parameter space when the functional form of conditional expected rewards is misspecified. Traditional algorithms, such as Thompson Sampling, guarantee neither an…
Iterative alignment methods based on purely greedy updates are remarkably effective in practice, yet existing theoretical guarantees of \(O(\log T)\) KL-regularized regret can seem pessimistic relative to their empirical performance. In…
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…
We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…
In this paper, we consider unregularized online learning algorithms in a Reproducing Kernel Hilbert Spaces (RKHS). Firstly, we derive explicit convergence rates of the unregularized online learning algorithms for classification associated…
We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…