相关论文: Mirror Descent Meets Fixed Share (and feels no reg…

$L_p$-norm regularization schemes such as $L_0$, $L_1$, and $L_2$-norm regularization and $L_p$-norm-based regularization techniques such as weight decay, LASSO, and elastic net compute a quantity which depends on model weights considered…

Maintaining predictive accuracy in non-stationary environments requires online model selection to adapt autonomously to unknown distribution shifts. However, existing tuning-free algorithms face a fundamental trade-off between robustness…

In this paper, we consider the sequential decision problem where the goal is to minimize the general dynamic regret on a complete Riemannian manifold. The task of offline optimization on such a domain, also known as a geodesic metric space,…

OMD and its variants give a flexible framework for OCO where the performance depends crucially on the choice of the mirror map. While the geometries underlying OPGD and OEG, both special cases of OMD, are well understood, it remains a…

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

The Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

This paper proposes a joint alignment and denoising method for event-based vision sensors (EVSs). Existing signal processing methods for EVSs typically perform event alignment (EA) and event denoising (ED) as separate modules. However, this…

This work focuses on dynamic regret of online convex optimization that compares the performance of online learning to a clairvoyant who knows the sequence of loss functions in advance and hence selects the minimizer of the loss function at…

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

In this paper, we address the efficient implementation of moving horizon state estimation of constrained discrete-time linear systems. We propose a novel iteration scheme which employs a proximity-based formulation of the underlying…

As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

This work addresses a central topic in Magnetic Resonance Imaging (MRI) which is the motion-correction problem in a joint reconstruction and registration framework. From a set of multiple MR acquisitions corrupted by motion, we aim at -…