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04/25/2023
Towards Characterizing the First-order Query Complexity of Learning (Approximate) Nash Equilibria in Zero-sum Matrix Games
In the first-order query model for zero-sum K× K matrix games, playersob...
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03/09/2022
A composite generalization of Ville's martingale theorem
We provide a composite version of Ville's theorem that an event has zero...
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07/05/2021
Robust Online Convex Optimization in the Presence of Outliers
We consider online convex optimization when a number k of data points ar...
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02/12/2021
MetaGrad: Adaptation using Multiple Learning Rates in Online Learning
We provide a new adaptive method for online convex optimization, MetaGra...
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02/07/2021
Regret Minimization in Heavy-Tailed Bandits
We revisit the classic regret-minimization problem in the stochastic mul...
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08/17/2020
Optimal Best-Arm Identification Methods for Tail-Risk Measures
Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tai...
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07/02/2020
Structure Adaptive Algorithms for Stochastic Bandits
We study reward maximisation in a wide class of structured stochastic mu...
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02/27/2020
Lipschitz and Comparator-Norm Adaptivity in Online Learning
We study Online Convex Optimization in the unbounded setting where neith...
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06/25/2019
Non-Asymptotic Pure Exploration by Solving Games
Pure exploration (aka active testing) is the fundamental task of sequent...
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02/27/2019
Lipschitz Adaptivity with Multiple Learning Rates in Online Learning
We aim to design adaptive online learning algorithms that take advantage...
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02/09/2019
Pure Exploration with Multiple Correct Answers
We determine the sample complexity of pure exploration bandit problems w...
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03/14/2016
Online Isotonic Regression
We consider the online version of the isotonic regression problem. Given...
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02/27/2015
Second-order Quantile Methods for Experts and Combinatorial Games
We aim to design strategies for sequential decision making that adjust t...
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01/03/2013
Follow the Leader If You Can, Hedge If You Must
Follow-the-Leader (FTL) is an intuitive sequential prediction strategy t...
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10/28/2011