arXiv Machine Learning

Breaking the $T^{3/4}$ Barrier for Regret Minimization With Bi-Dimensional CDFs

arXiv:2607. 20258v1 Announce Type: new Abstract: We study regret minimization for learning CDF-related objectives of the form \[ g(x)\cdot\mathbb{P}_{X\sim\mathcal{D}}(X\le x), \] over $[0,1]^2$, where $g$ is a known Lipschitz function and $\mathcal{D}$ is an unknown distribution.

arXiv Machine Learning
Jul 14

Lower Bound on the Cumulative Constrained Violation for the OGD+Projection algorithm for Constrained Online Convex Optimization (COCO)

arXiv:2607. 10808v1 Announce Type: new Abstract: The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ are revealed.

By Haricharan Balasundaram, Karthick Krishna Mahendran, Rahul Vaze
arXiv Machine Learning
Jun 30

Improved Multi-Dimensional Forecasting for Swap Regret

arXiv:2606. 29533v1 Announce Type: cross Abstract: We study the problem of forecasting for an arbitrary number of downstream agents with unknown objectives, each of whom best responds to the forecaster's predictions.

By Joey Rivkin, Ramiro N. Deo-Campo Vuong, Robert Kleinberg, Chido Onyeze, Erald Sinanaj, Eva Tardos
arXiv Machine Learning
Jun 15

Online Convex Optimization with Sublinear Noisy Probes

arXiv:2606. 14640v1 Announce Type: new Abstract: We study Online Convex Optimization (OCO) over a convex set $K\subseteq \mathbb R^d$, where in each round $t$ the learner selects $x_t\in K$ and then observes a convex loss $f_t:K\to[0,1]$, with the goal of minimizing regret to the best fixed decision in hindsight.

By Simone Di Gregorio, Anupam Gupta, Stefano Leonardi, Matteo Russo