相关论文: Mirror Descent Meets Fixed Share (and feels no reg…
In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…
The most prominent feedback models for the best expert problem are the full information and bandit models. In this work we consider a simple feedback model that generalizes both, where on every round, in addition to a bandit feedback, the…
We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to…
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and…
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…
Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based…
A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative…
We consider online convex optimization with stochastic constraints where the objective functions are arbitrarily time-varying and the constraint functions are independent and identically distributed (i.i.d.) over time. Both the objective…
Mirror Descent is a popular algorithm, that extends Gradients Descent (GD) beyond the Euclidean geometry. One of its benefits is to enable strong convergence guarantees through smooth-like analyses, even for objectives with exploding or…
We study reinforcement learning in continuous state and action spaces endowed with a metric. We provide a refined analysis of a variant of the algorithm of Sinclair, Banerjee, and Yu (2019) and show that its regret scales with the…
We provide theoretical guarantees for convergence of discrete-time policy mirror descent with inexact advantage functions updated using temporal difference (TD) learning for entropy regularised MDPs in Polish state and action spaces. We…
In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…
Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…
Recent work by Woodworth et al. (2020) shows that the optimization dynamics of gradient descent for overparameterized problems can be viewed as low-dimensional dual dynamics induced by a mirror map, explaining the implicit regularization…
We study sequential decision-making under distribution drift. We propose entropy-regularized trust-decay, which injects stress-aware exponential tilting into both belief updates and mirror-descent decisions. On the simplex, a Fenchel-dual…
We describe a primal-dual framework for the design and analysis of online convex optimization algorithms for {\em drifting regret}. Existing literature shows (nearly) optimal drifting regret bounds only for the $\ell_2$ and the…
We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our…
Do object part localization methods produce bilaterally symmetric results on mirror images? Surprisingly not, even though state of the art methods augment the training set with mirrored images. In this paper we take a closer look into this…
To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…