相关论文: Replicable Online Learning

The notion of replicable algorithms was introduced in Impagliazzo et al. [STOC '22] to describe randomized algorithms that are stable under the resampling of their inputs. More precisely, a replicable algorithm gives the same output with…

In the online learning with experts problem, an algorithm must make a prediction about an outcome on each of $T$ days (or times), given a set of $n$ experts who make predictions on each day (or time). The algorithm is given feedback on the…

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

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…

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…

The design of effective online caching policies is an increasingly important problem for content distribution networks, online social networks and edge computing services, among other areas. This paper proposes a new algorithmic toolbox for…

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an…

We study the problem of online learning with primary and secondary losses. For example, a recruiter making decisions of which job applicants to hire might weigh false positives and false negatives equally (the primary loss) but the…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

We study a new class of online learning problems where each of the online algorithm's actions is assigned an adversarial value, and the loss of the algorithm at each step is a known and deterministic function of the values assigned to its…

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

The replicability crisis is a major issue across nearly all areas of empirical science, calling for the formal study of replicability in statistics. Motivated in this context, [Impagliazzo, Lei, Pitassi, and Sorrell STOC 2022] introduced…

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

We study online active learning for classifying streaming instances within the framework of statistical learning theory. At each time, the learner either queries the label of the current instance or predicts the label based on past seen…

This paper studies distributed online learning under Byzantine attacks. The performance of an online learning algorithm is often characterized by (adversarial) regret, which evaluates the quality of one-step-ahead decision-making when an…

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…