40 accepted papers
We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively reduces Bandit Linear Optimization (BLO) to a standard Online L…
We study last-iterate convergence for stochastic smooth and monotone variational inequalities (VIs), a framework that captures convex-concave saddle points and Nash equilibrium computation in monotone games with noisy payoff feedback. In contrast to the well-understood average-iterate guarantees, an…
We consider submodular function minimization using a \textit{dueling oracle}, a noisy pairwise comparison oracle that provides relative feedback on function values between two queried sets. The oracle's responses are governed by a \textit{transfer function}, which characterizes the relationship betw…
We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging \textit{aggregate bandit feedback} model, where the learner observes only the cumulative loss incurred in each episode, rather than individual losses at each state-action pair. While prior work…
We investigate the \emph{linear contextual bandit problem} with independent and identically distributed (i.i.d.) contexts. In this problem, we aim to develop a \emph{Best-of-Both-Worlds} (BoBW) algorithm with regret upper bounds in both stochastic and adversarial regimes. We develop an algorithm bas…
Transformers have demonstrated exceptional performance across a wide range of domains. While their ability to perform reinforcement learning in-context has been established both theoretically and empirically, their behavior in non-stationary environments remains less understood. In this study, we ad…
As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under $\epsilon$-global Differential Privacy (DP) has been widely studied. The pr…
Follow-the-Regularized-Leader (FTRL) policies have achieved Best-of-Both-Worlds (BOBW) results in various settings through hybrid regularizers, whereas analogous results for Follow-the-Perturbed-Leader (FTPL) remain limited due to inherent analytical challenges. To advance the analytical founda…
Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of an underlying environment. However, most existing adaptive…
Partial monitoring is a generic framework of online decision-making problems with limited feedback. To make decisions from such limited feedback, it is necessary to find an appropriate distribution for exploration. Recently, a powerful approach for this purpose, exploration by optimization (ExO), wa…
In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average gradient of loss functions exceeds a certain threshold, the curva…
This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline and retail industries. In particular, the time-varying demand…
We consider the sparse contextual bandit problem where arm feature affects reward through the inner product of sparse parameters. Recent studies have developed sparsity-agnostic algorithms based on the greedy arm selection policy. However, the analysis of these algorithms requires strong assumptions…
This paper examines two extensions of multi-armed bandit problems: multi-armed bandits with expert advice and contextual linear bandits. For the former problem, multi-armed bandits with expert advice, the previously known best upper and lower bounds have been $O(\sqrt{KT \log \frac{N}{K} })$ and $…
In this paper, we consider how to construct best-of-both-worlds linear bandit algorithms that achieve nearly optimal performance for both stochastic and adversarial environments. For this purpose, we show that a natural approach referred to as exploration by optimization [Lattimore and Szepesvári,…
This study considers a novel problem setting, referred to as \textit{bandit task assignment}, that incorporates the processing time of each task in the bandit setting. In this problem setting, a player sequentially chooses a set of tasks to start so that the set of processing tasks satisfies a given…
We consider the combinatorial semi-bandit problem and present a new algorithm with a best-of-both-worlds regret guarantee; the regrets are bounded near-optimally in the stochastic and adversarial regimes. In the stochastic regime, we prove a variance-dependent regret bound depending on the tight sub…
Adaptivity to the difficulties of a problem is a key property in sequential decision-making problems to broaden the applicability of algorithms. Follow-the-regularized-leader (FTRL) has recently emerged as one of the most promising approaches for obtaining various types of adaptivity in bandit probl…
Given a set of $n$ points in $\mathbb{R}^d$, the goal of Euclidean $(k,\ell)$-clustering is to find $k$ centers that minimize the sum of the $\ell$-th powers of the Euclidean distance of each point to the closest center. In practical situations, the clustering result must be stable against points mi…
This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret bounds for stochastic environments. As Alon et al. [2015] ha…
We study online task assignment problem with reusable resources, motivated by practical applications such as ridesharing, crowdsourcing and job hiring. In the problem, we are given a set of offline vertices (agents), and, at each time, an online vertex (task) arrives randomly according to a known ti…
In this paper, we consider online decision problems with submodular loss functions. For such problems, existing studies have only dealt with worst-case analysis. This study goes beyond worst-case analysis to show instance-dependent regret bounds. More precisely, for each of the full-information and…
The Gaussian homotopy (GH) method is a popular approach to finding better stationary points for non-convex optimization problems by gradually reducing a parameter value $t$, which changes the problem to be solved from an almost convex one to the original target one. Existing GH-based methods repeate…
We investigate the misspecified linear contextual bandit (MLCB) problem, which is a generalization of the linear contextual bandit (LCB) problem. The MLCB problem is a decision-making problem in which a learner observes $d$-dimensional feature vectors, called arms, chooses an arm from $K$ arms, and…
This study aims to develop bandit algorithms that automatically exploit tendencies of certain environments to improve performance, without any prior knowledge regarding the environments. We first propose an algorithm for combinatorial semi-bandits with a hybrid regret bound that includes two main fe…
The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of rewards of arms. Several existing algorithms have regret bou…
This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we investigate what level of robustness can be achieved against adv…
In this paper, we propose algorithms for online submodular optimization with tracking regret bounds. Online submodular optimization is a generic framework for sequential decision making used to select subsets. Existing algorithms for online submodular optimization have been shown to achieve small (s…
Swap regret, a generic performance measure of online decision-making algorithms, plays an important role in the theory of repeated games, along with a close connection to correlated equilibria in strategic games. This paper shows an $\Omega( \sqrt{T N\log{N}} )$-lower bound for swap regret, where $T…
We consider non-stochastic bandit convex optimization with strongly-convex and smooth loss functions. For this problem, Hazan and Levy have proposed an algorithm with a regret bound of $\tilde{O}(d^{3/2} \sqrt{T})$ given access to an $O(d)$-self-concordant barrier over the feasible region, where $d$…
This paper offers a nearly optimal algorithm for online linear optimization with delayed bandit feedback. Online linear optimization with bandit feedback, or nonstochastic linear bandits, provides a generic framework for sequential decision-making problems with limited information. This framework, h…
We propose novel algorithms with first- and second-order regret bounds for adversarial linear bandits. These regret bounds imply that our algorithms perform well when there is an action achieving a small cumulative loss or the loss has a small variance. In addition, we need only assumptions weaker t…
We propose computationally efficient algorithms for \textit{online linear optimization with bandit feedback}, in which a player chooses an \textit{action vector} from a given (possibly infinite) set $\mathcal{A} \subseteq \mathbb{R}^d$, and then suffers a loss that can be expressed as a linear funct…
This paper considers submodular function minimization with \textit{noisy evaluation oracles} that return the function value of a submodular objective with zero-mean additive noise. For this problem, we provide an algorithm that returns an $O(n^{3/2}/\sqrt{T})$-additive approximate solution in expect…
Bandit is a framework for designing sequential experiments, where a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$ in each experiment. Theoretically, the tight regret lower-bound for the general bandit is polynomial with respect to the number of arms $|\ma…
We investigate an online regression problem in which the learner makes predictions sequentially while only the limited information on features is observable. In this paper, we propose a general setting for the limitation of the available information, where the observed information is determined by a…
Online portfolio selection is a sequential decision-making problem in which a learner repetitively selects a portfolio over a set of assets, aiming to maximize long-term return. In this paper, we study the problem with the cardinality constraint that the number of assets in a portfolio is restricted…
For data-driven decision-making, one promising approach, called predictive optimization, is to solve maximization problems i n which the objective function to be maximized is estimated from data. Predictive optimization, however, suffers from the problem of a calculated optimal solution’s being eval…
Online sparse linear regression is the task of applying linear regression analysis to examples arriving sequentially subject to a resource constraint that a limited number of features of examples can be observed. Despite its importance in many practical applications, it has been recently shown that…
This paper deals with price optimization, which is to find the best pricing strategy that maximizes revenue or profit, on the basis of demand forecasting models. Though recent advances in regression technologies have made it possible to reveal price-demand relationship of a number of multiple produc…