arXiv Machine Learning

Optimal and Efficient Online Inverse Optimization

arXiv:2610. 08735v1 Announce Type: new Abstract: In online inverse linear optimization, a learner recommends an action and then observes the choice of an expert who maximizes a fixed, unknown linear objective on $\mathbb{R}^{d}$; the goal is to learn to optimize this objective without observing it.

arXiv Machine Learning
Sep 15

Efficient Online Inverse Optimization with $O(d)$ Regret

arXiv:2609.13440v1 Announce Type: new Abstract: We give a deterministic algorithm for online inverse linear optimization with regret $O(d)$, uniform in the horizon and $O(d^{2})$ time per round. A bo...

By Yang Cai, Anupam Gupta, Vineet Gupta, Guru Guruganesh, Yanchen Jiang, Christopher Liaw, Aranyak Mehta, Renato Paes Leme, Grigoris Velegkas, Di Wang
arXiv Machine Learning
Aug 12

High-Dimensional Calibration from Swap Regret

arXiv:2505. 21460v2 Announce Type: replace Abstract: We study online calibration of multi-dimensional forecasts over an arbitrary convex set $P \subset \mathbb{R}^d$ relative to an arbitrary norm $|\cdot|$.

By Maxwell Fishelson, Noah Golowich, Mehryar Mohri, Jon Schneider
arXiv Machine Learning
Oct 15

Dimension-Optimal Dynamic Regret in Exp-Concave Online Learning

arXiv:2610.20187v1 Announce Type: new Abstract: Tracking changing comparators is a central problem in online learning. For exp-concave losses, previous work established the $T^{1/3}P_T^{2/3}$ depende...

By Yanyi Li, Wendao Wu, Haihan Zhang, Qinshi Wang, Chenheng Zhang, Chunyuan Zheng, Cong Fang, Haoxuan Li, Zhouchen Lin
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
Aug 18

Online Convex Optimization with Dueling Feedback

arXiv:2608. 15050v1 Announce Type: new Abstract: We study online convex optimization with dueling (pairwise comparison) feedback, where the learner observes only a binary preference between two queried points.

By Yiyang Lu, Hareshkumar Jadav, Mohammad Pedramfar, Ranveer Singh, Vaneet Aggarwal