相关论文: Efficient tracking of a growing number of experts

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

We consider a lifelong learning scenario in which a learner faces a neverending and arbitrary stream of facts and has to decide which ones to retain in its limited memory. We introduce a mathematical model based on the online learning…

Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, who wish to trade a good. We study this problem from the perspective of a profit-maximizing broker within an online learning framework,…

We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…

The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

We investigate the problem of online collaborative filtering under no-repetition constraints, whereby users need to be served content in an online fashion and a given user cannot be recommended the same content item more than once. We start…

We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given $K$ arms (or treatments) and $T$ time steps. The forecaster attempts to find the arm with the…

We study the problem of online clustering where a clustering algorithm has to assign a new point that arrives to one of $k$ clusters. The specific formulation we use is the $k$-means objective: At each time step the algorithm has to…

We consider a repeated newsvendor problem where the inventory manager has no prior information about the demand, and can access only censored/sales data. In analogy to multi-armed bandit problems, the manager needs to simultaneously…

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…

In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a…

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

We consider a scheduling problem where a cloud service provider has multiple units of a resource available over time. Selfish clients submit jobs, each with an arrival time, deadline, length, and value. The service provider's goal is to…

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…

Mixability has been shown to be a powerful tool to obtain algorithms with optimal regret. However, the resulting methods often suffer from high computational complexity which has reduced their practical applicability. For example, in the…

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…