arXiv Machine Learning
Oct 7

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.

By Anupam Gupta, Guru Guruganesh, Honghao Lin, Vahab Mirrokni, Renato Paes Leme, David P. Woodruff
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
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