arXiv Machine Learning By Vaneet Aggarwal

Sharp Minimax Regret for Infinite-Memory Logistic Prediction

Read the original on arXiv Machine Learning →

arXiv:2608. 26515v1 Announce Type: cross Abstract: We study online prediction for a specific finite-alphabet, exogenously driven source with infinite input memory.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Sep 11

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret without a Variance Bound

The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.

By Hangyi Zhao