4 citations · 8 across the 7 of their papers we have counts for
5 papers
Learning the Linear Quadratic Regulator from Nonlinear Observations
Zakaria Mhammedi, Dylan J. Foster, Max Simchowitz +5
We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional cont…
PAC-Bayesian Bound for the Conditional Value at Risk
Zakaria Mhammedi, Benjamin Guedj, Robert C. Williamson
Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garne…
Lipschitz and Comparator-Norm Adaptivity in Online Learning
Zakaria Mhammedi, Wouter M. Koolen
We study Online Convex Optimization in the unbounded setting where neither predictions nor gradient are constrained. The goal is to simultaneously adapt to both the sequence of gra…
Lipschitz Adaptivity with Multiple Learning Rates in Online Learning
Zakaria Mhammedi, Wouter M. Koolen, Tim van Erven
We aim to design adaptive online learning algorithms that take advantage of any special structure that might be present in the learning task at hand, with as little manual tuning b…
Constant Regret, Generalized Mixability, and Mirror Descent
Zakaria Mhammedi, Robert C. Williamson
We consider the setting of prediction with expert advice; a learner makes predictions by aggregating those of a group of experts. Under this setting, and for the right choice of lo…