arXiv Machine Learning

Optimally Pacing Budget Spending and Learning

arXiv:2610. 11074v1 Announce Type: new Abstract: We establish near-optimal regret bounds for budget-constrained online learning against arbitrary classes of budget-pacing experts in the adversarial setting.

arXiv Machine Learning
Oct 22

Learning to Allocate Resources with Censored Feedback

The paper addresses an online resource allocation problem where a budget must be distributed among multiple arms under censored feedback. Each arm yields a reward only if it is activated by an unknown Bernoulli process and the allocated budget exceeds a random threshold from an unknown parametric distribution. The authors establish a worst‑case regret lower bound of Σ(√T), propose the RA‑UCB algorithm achieving near‑optimal regret when the budget is known, and introduce MG‑UCB for unknown, round‑dependent budgets, validating both approaches experimentally.

By Giovanni Montanari, C\^ome Fiegel, Corentin Pla, Aadirupa Saha, Vianney Perchet
arXiv AI
Jul 14

Efficient Online Proportional Sampling with Applications to Smoothed Online Learning

arXiv:2607. 10963v1 Announce Type: cross Abstract: We study the problem of efficient online proportional sampling from a high-dimensional domain under a $\sigma$-smoothed adversary, where the sampling distribution is induced by a dynamically evolving weight function defined over a sequence of piecewise-structured partitions.

By Amirmahdi Mirfakhar, Maria-Florina Balcan, Hedyeh Beyhaghi