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We study a general online convex optimization problem. We have a convex set <i>S</i> and an unknown sequence of cost functions <i>c</i><inf>1</inf>, <i>c</i><inf>2</inf>,..., and in each period, we choose a feasible point <i>x<inf>t</inf></i> in <i>S</i>, and learn the cost <i>c<inf>t</inf></i>(<i>x<inf>t</inf></i>). If the function <i>c<inf>t</inf></i> is… (More)

MDPs are an attractive formalization for planning, but realistic problems often have intractably large state spaces. When we only need a partial policy to get from a fixed start state to a goal, restricting computation to states relevant to this task can make much larger problems tractable. We introduce a new algorithm, Bounded RTDP, which can produce… (More)

In many applications, one has to actively select among a set of expensive observations before making an informed decision. For example, in environmental monitoring, we want to select locations to measure in order to most effectively predict spatial phenomena. Often, we want to select observations which are robust against a number of possible objective… (More)

We give an algorithm for the bandit version of a very general online optimization problem considered by Kalai and Vempala [1], for the case of an adaptive adversary. In this problem we are given a bounded set S ¢ ¤ £ n of feasible points. At each time step t, the online algorithm must select a point x t ¥ S while simultaneously an adversary selects a cost… (More)

We investigate methods for planning in a Markov Decision Process where the cost function is chosen by an adversary after we fix our policy. As a running example, we consider a robot path planning problem where costs are influenced by sensors that an adversary places in the environment. We formulate the problem as a zero-sum matrix game where rows correspond… (More)

We prove that many mirror descent algorithms for online convex optimization (such as online gradient descent) have an equivalent interpretation as follow-the-regularized-leader (FTRL) algorithms. This observation makes the relationships between many commonly used algorithms explicit, and provides theoretical insight on previous experimental observations. In… (More)

Convex games are a natural generalization of matrix (normal-form) games that can compactly model many strategic interactions with interesting structure. We present a new anytime algorithm for such games that leverages fast best-response oracles for both players to build a model of the overall game. This model is used to identify search directions; the… (More)

We consider the problem of selecting actions in order to maximize rewards chosen by an adversary, where the set of actions available on any given round is selected stochas-tically. We present the first polynomial-time no-regret algorithm for this setting. In the full-observation (experts) version of the problem , we present an exponential-weights algorithm… (More)

Real-world planning problems often feature multiple sources of uncertainty , including randomness in outcomes, the presence of adversarial agents, and lack of complete knowledge of the world state. This thesis describes algorithms for four related formal models that can address multiple types of uncertainty: Markov decision processes, MDPs with adversarial… (More)

- H. Brendan McMahan, Gary Holt, D. Sculley, Michael Young, Dietmar Ebner, Julian Grady +10 others
- KDD
- 2013

Predicting ad click-through rates (CTR) is a massive-scale learning problem that is central to the multi-billion dollar online advertising industry. We present a selection of case studies and topics drawn from recent experiments in the setting of a deployed CTR prediction system. These include improvements in the context of traditional supervised learning… (More)