相关论文: Reduced Network Cumulative Constraint Violation fo…

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound of $\Omega \left(…

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…

We investigate the online nonsubmodular optimization with delayed feedback in the bandit setting, where the loss function is $\alpha$-weakly DR-submodular and $\beta$-weakly DR-supermodular. Previous work has established an…

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…

We study Constrained Online Convex Optimization (COCO), where a learner chooses actions iteratively, observes both unanticipated convex loss and convex constraint, and accumulates loss while incurring penalties for constraint violations. We…

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in online advertising. However, controllers are used in a…

Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically…

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

This paper considers the problem of minimizing the time average of a stochastic process subject to time average constraints on other processes. A canonical example is minimizing average power in a data network subject to multi-user…

We study the problem of safe online convex optimization, where the action at each time step must satisfy a set of linear safety constraints. The goal is to select a sequence of actions to minimize the regret without violating the safety…

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

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…

Gradient-variation online learning has drawn increasing attention due to its deep connections to game theory, optimization, etc. It has been studied extensively in the full-information setting, but is underexplored with bandit feedback. In…

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…