相关论文: Regret-Oracle Complexity Tradeoffs in Agnostic Onl…
Some of the most compelling applications of online convex optimization, including online prediction and classification, are unconstrained: the natural feasible set is R^n. Existing algorithms fail to achieve sub-linear regret in this…
In online marketing, the advertisers aim to balance achieving high volumes and high profitability. The companies' business units address this tradeoff by maximizing the volumes while guaranteeing a minimum Return On Investment (ROI) level.…
In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…
Adversarial online linear optimization (OLO) is essentially about making performance tradeoffs with respect to the unknown difficulty of the adversary. In the setting of one-dimensional fixed-time OLO on a bounded domain, it has been…
Abernethy et al. (2011) showed that Blackwell approachability and no-regret learning are equivalent, in the sense that any algorithm that solves a specific Blackwell approachability instance can be converted to a sublinear regret algorithm…
We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
The fairness-aware online learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for the learner is to sequentially learn new tasks where they come one after another over time and the learner…
This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…
We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…
We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…
We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…
We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…
The optimized certainty equivalent (OCE) is a family of risk measures that cover important examples such as entropic risk, conditional value-at-risk and mean-variance models. In this paper, we propose a new episodic risk-sensitive…
We study Online Convex Optimization with adversarial constraints (COCO). At each round a learner selects an action from a convex decision set and then an adversary reveals a convex cost and a convex constraint function. The goal of the…
Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…
We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…
The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…
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…
In this paper, we improve the kernel alignment regret bound for online kernel learning in the regime of the Hinge loss function. Previous algorithm achieves a regret of $O((\mathcal{A}_TT\ln{T})^{\frac{1}{4}})$ at a computational complexity…