相关论文: Regret Bounds for Episodic Risk-Sensitive Linear Q…

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

The analysis of online least squares estimation is at the heart of many stochastic sequential decision making problems. We employ tools from the self-normalized processes to provide a simple and self-contained proof of a tail bound of a…

This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

We study the Pandora's Box problem in an online learning setting with semi-bandit feedback. In each round, the learner sequentially pays to open up to $n$ boxes with unknown reward distributions, observes rewards upon opening, and decides…

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…

Motivated by practical considerations in machine learning for financial decision-making, such as risk aversion and large action space, we consider risk-aware bandits optimization with applications in smart order routing (SOR). Specifically,…

The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…

We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

We study how to make decisions that minimize Bayesian regret in offline linear bandits. Prior work suggests that one must take actions with maximum lower confidence bound (LCB) on their reward. We argue that the reliance on LCB is…

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

In this paper, we study the problem of regret minimization in reinforcement learning (RL) under differential privacy constraints. This work is motivated by the wide range of RL applications for providing personalized service, where privacy…

We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…