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相关论文: Prediction with Corrupted Expert Advice

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We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

机器学习 · 计算机科学 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step $t$. We propose…

机器学习 · 计算机科学 2020-01-07 Yang Liu , David P. Helmbold

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

机器学习 · 统计学 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

机器学习 · 计算机科学 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

机器学习 · 计算机科学 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

机器学习 · 计算机科学 2021-02-16 Nicolò Campolongo , Francesco Orabona

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

机器学习 · 计算机科学 2022-07-12 Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

In this paper, we study a variant of the framework of online learning using expert advice with limited/bandit feedback. We consider each expert as a learning entity, seeking to more accurately reflecting certain real-world applications. In…

机器学习 · 计算机科学 2017-02-21 Adish Singla , Hamed Hassani , Andreas Krause

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

机器学习 · 计算机科学 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

We study the dynamic regret of multi-armed bandit and experts problem in non-stationary stochastic environments. We introduce a new parameter $\Lambda$, which measures the total statistical variance of the loss distributions over $T$ rounds…

机器学习 · 计算机科学 2019-06-24 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

机器学习 · 计算机科学 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

机器学习 · 统计学 2019-07-10 Jaouad Mourtada , Stéphane Gaïffas

This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameterization of the prediction policy as a linear function of…

机器学习 · 计算机科学 2025-11-18 Jiachen Qian , Yang Zheng

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

机器学习 · 计算机科学 2021-10-26 Noah Golowich , Ankur Moitra

We propose an Online Learning with Local Permutations (OLLP) setting, in which the learner is allowed to slightly permute the \emph{order} of the loss functions generated by an adversary. On one hand, this models natural situations where…

机器学习 · 计算机科学 2017-03-14 Ohad Shamir , Liran Szlak

In this paper we extend the classical Follow-The-Regularized-Leader (FTRL) algorithm to encompass time-varying constraints, through adaptive penalization. We establish sufficient conditions for the proposed Penalized FTRL algorithm to…

机器学习 · 计算机科学 2022-04-07 Douglas J. Leith , George Iosifidis

Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…

机器学习 · 统计学 2024-03-20 Adam Block , Alexander Rakhlin , Max Simchowitz

We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…

机器学习 · 计算机科学 2017-08-08 Vishnu Raj , Sheetal Kalyani

This study tackles the challenges of adversarial corruption in model-based reinforcement learning (RL), where the transition dynamics can be corrupted by an adversary. Existing studies on corruption-robust RL mostly focus on the setting of…

机器学习 · 统计学 2024-07-23 Chenlu Ye , Jiafan He , Quanquan Gu , Tong Zhang

We consider a data corruption scenario in the classical $k$ Nearest Neighbors ($k$-NN) algorithm, that is, the testing data are randomly perturbed. Under such a scenario, the impact of corruption level on the asymptotic regret is carefully…

机器学习 · 统计学 2020-02-14 Yue Xing , Qifan Song , Guang Cheng