相关论文: Accommodating Picky Customers: Regret Bound and Ex…

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent…

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…

Multi-objective reinforcement learning (MORL) is a structured approach for optimizing tasks with multiple objectives. However, it often relies on pre-defined reward functions, which can be hard to design for balancing conflicting goals and…

We study a two-sided market, wherein, price-sensitive heterogeneous customers and servers arrive and join their respective queues. A compatible customer-server pair can then be matched by the platform, at which point, they leave the system.…

Multi-objective preference alignment in language models often encounters a challenging trade-off: optimizing for one human preference (e.g., helpfulness) frequently compromises others (e.g., harmlessness) due to the inherent conflicts…

We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…

Two-sided matching markets have been widely studied in the literature due to their rich applications. Since participants are usually uncertain about their preferences, online algorithms have recently been adopted to learn them through…

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Deploying reinforcement learning (RL) in robotics, industry, and health care is blocked by two obstacles: the difficulty of specifying accurate rewards and the risk of unsafe, data-hungry exploration. We address this by proposing a…

We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…