arXiv research

New algorithm SELECT minimizes satisficing regret in bandits.

Study shows nonstationary bandits require T-dependent regret even with minimal nonstationarity.

New algorithm optimizes beam and rate allocation in mmWave systems for multiple users.

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of r…

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based decision-making performance above a given threshold. We show that these new pro…

New algorithm learns satisficing behaviors more efficiently in complex environments.

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward distributions beforehand. We capture this goal by defining a multidimensional for…

This paper analyzes statistical properties of the Robust Satisficing model.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

Semi-analytical approach for optimal wealth management contributions.

New algorithms optimize decision-making under uncertainty with graph information.

Formula derived for blow-up of quaternionic maps on Hyperkähler manifolds.

New insights into optimal portfolios and ecological equilibria reveal surprising complexity.

Paper proposes algorithms to minimize both dynamic and adaptive regret simultaneously.

The paper analyzes the sliding regret of stochastic bandit algorithms.

This paper analyzes regret bounds for Gaussian process Thompson sampling.

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the notion of policy regret and first show that there are online learning settings …

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the standard definition of regret becomes inadequate if the adversary is allowed to a…

Balances the regret of different algorithms in bandit and RL problems.

Data-driven model selection reduces regret in sequential decisions.

Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models even in offline settings. Hence, gradient based definition of regrets are common f…

Optimal switching regret for all segmentations in online convex optimisation.

New approach for distributed online optimization of non-convex losses with sublinear regret.

The paper tackles efficient online learning by achieving minimal regret with respect to the best expert.

Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall regret-minimization framework for extensive-form game strategy spaces. In this paper…

We study the Thompson sampling algorithm in an adversarial setting, specifically, for adversarial bit prediction. We characterize the bit sequences with the smallest and largest expected regret. Among sequences of length $T$ with $k < \frac{T}{2}$ zeros, the sequences of largest regret consist of alternating zeros and …

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning algorithm is if it is allowed a one-step look-ahead into the future. We show that given…

Paper introduces a new $G^\star$ regret measure for online convex optimization with smooth losses.

Bandit algorithms struggle with consistent performance and robustness.

Paper improves worst-case regret bounds for RLSVI in reinforcement learning.

Paper solves no-swap regret minimization for combinatorial bandits with polylogarithmic dependence on N.

New algorithms reduce dynamic regret in non-stationary RL environments.

New algorithms minimize simple and cumulative regret in contextual bandits.

Paper explores rate-preserving reductions between Blackwell approachability and no-regret learning.

Algorithm minimizes regret and converges to equilibria in Markov games.

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are a sub-class of MABs where, at every time step, the learner has access to side in…

New algorithm achieves both static and dynamic regret optimally against an oblivious adversary for deterministic losses.

Algorithm reduces regret in partially observable systems by learning dynamics and using optimistic control.

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and generalizes offline guarantees for convergence to an approximate local optimum. W…

New algorithm reduces regret from sqrt(T) to polylog(T) in stochastic contextual linear bandits.

The paper explores dynamic regret with switching cost in online decision making.

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The dynamic regret metric is particularly interesting for applications such as online reco…

New algorithm reduces online learning regret in uninformed Markov games.

Study on individual regret in cooperative MAB with agents communicating over a graph.

Efficient algorithms for online learning with changing action sets, achieving no-approximate-regret guarantees.

No-regret learning with strategic experts, incentivized.

Improved single-pass streaming MAB regret bound to O(K^1/3T^2/3).