activity
20172026
most citedA Simple Approach for Non-stationary Linear Bandits

30 citations · 133 across the 29 of their papers we have counts for

collaborators

29 papers

cs.DB2026

AeroSketch: Near-Optimal Time Matrix Sketch Framework for Persistent, Sliding Window, and Distributed Streams

Hanyan Yin, Dongxie Wen, Jiajun Li +4

Many real-world matrix datasets arrive as high-throughput vector streams, making it impractical to store or process them in their entirety. To enable real-time analytics under limi…

cs.LG2026

Revisiting Weighted Strategy for Non-stationary Parametric Bandits and MDPs

Jing Wang, Peng Zhao, Zhi-Hua Zhou

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and res…

cs.LG2025

TreeLoRA: Efficient Continual Learning via Layer-Wise LoRAs Guided by a Hierarchical Gradient-Similarity Tree

Yu-Yang Qian, Yuan-Ze Xu, Zhen-Yu Zhang +2

Many real-world applications collect data in a streaming environment, where learning tasks are encountered sequentially. This necessitates continual learning (CL) to update models…

cs.LG2025

Provably Efficient Online RLHF with One-Pass Reward Modeling

Long-Fei Li, Yu-Yang Qian, Peng Zhao +1

Reinforcement Learning from Human Feedback (RLHF) has shown remarkable success in aligning Large Language Models (LLMs) with human preferences. Traditional RLHF methods rely on a f…

cs.LG2024

Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs

Long-Fei Li, Peng Zhao, Zhi-Hua Zhou

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We s…

cs.LG2024

Gradient-Variation Online Learning under Generalized Smoothness

Yan-Feng Xie, Peng Zhao, Zhi-Hua Zhou

Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaini…

cs.LG2024

Provably Efficient Reinforcement Learning with Multinomial Logit Function Approximation

Long-Fei Li, Yu-Jie Zhang, Peng Zhao +1

We study a new class of MDPs that employs multinomial logit (MNL) function approximation to ensure valid probability distributions over the state space. Despite its significant ben…

cs.LG2024

Improved Algorithm for Adversarial Linear Mixture MDPs with Bandit Feedback and Unknown Transition

Long-Fei Li, Peng Zhao, Zhi-Hua Zhou

We study reinforcement learning with linear function approximation, unknown transition, and adversarial losses in the bandit feedback setting. Specifically, we focus on linear mixt…

cs.LG2023★ 3 cited

Efficient Methods for Non-stationary Online Learning

Peng Zhao, Yan-Feng Xie, Lijun Zhang +1

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for o…

cs.LG2023

Universal Online Learning with Gradient Variations: A Multi-layer Online Ensemble Approach

Yu-Hu Yan, Peng Zhao, Zhi-Hua Zhou

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curva…

cs.LG2023★ 1 cited

Revisiting Weighted Strategy for Non-stationary Parametric Bandits

Jing Wang, Peng Zhao, Zhi-Hua Zhou

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and res…

cs.LG2023★ 2 cited

Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimization

Sijia Chen, Yu-Jie Zhang, Wei-Wei Tu +2

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the sm…

cs.LG2023★ 2 cited

Adapting to Continuous Covariate Shift via Online Density Ratio Estimation

Yu-Jie Zhang, Zhen-Yu Zhang, Peng Zhao +1

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of da…

cs.LG2022

Dynamic Regret of Online Markov Decision Processes

Peng Zhao, Long-Fei Li, Zhi-Hua Zhou

We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose dynamic regret as the performance measure, define…

cs.LG2022

Adapting to Online Label Shift with Provable Guarantees

Yong Bai, Yu-Jie Zhang, Peng Zhao +2

The standard supervised learning paradigm works effectively when training data shares the same distribution as the upcoming testing samples. However, this stationary assumption is…

cs.LG2022

Corralling a Larger Band of Bandits: A Case Study on Switching Regret for Linear Bandits

Haipeng Luo, Mengxiao Zhang, Peng Zhao +1

We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of…

cs.LG2022★ 2 cited

No-Regret Learning in Time-Varying Zero-Sum Games

Mengxiao Zhang, Peng Zhao, Haipeng Luo +1

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff…

cs.LG2021★ 12 cited

Adaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization

Peng Zhao, Yu-Jie Zhang, Lijun Zhang +1

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss inc…

cs.LG2021★ 6 cited

Optimal Rates of (Locally) Differentially Private Heavy-tailed Multi-Armed Bandits

Youming Tao, Yulian Wu, Peng Zhao +1

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub…

cs.LG2021★ 30 cited

A Simple Approach for Non-stationary Linear Bandits

Peng Zhao, Lijun Zhang, Yuan Jiang +1

This paper investigates the problem of non-stationary linear bandits, where the unknown regression parameter is evolving over time. Existing studies develop various algorithms and…

cs.LG2021★ 13 cited

Non-stationary Online Learning with Memory and Non-stochastic Control

Peng Zhao, Yu-Hu Yan, Yu-Xiang Wang +1

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problem…

cs.LG2020★ 3 cited

Storage Fit Learning with Feature Evolvable Streams

Bo-Jian Hou, Yu-Hu Yan, Peng Zhao +1

Feature evolvable learning has been widely studied in recent years where old features will vanish and new features will emerge when learning with streams. Conventional methods usua…

cs.LG2020★ 12 cited

Dynamic Regret of Convex and Smooth Functions

Peng Zhao, Yu-Jie Zhang, Lijun Zhang +1

We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss…

cs.LG2020★ 12 cited

Improved Analysis for Dynamic Regret of Strongly Convex and Smooth Functions

Peng Zhao, Lijun Zhang

In this paper, we present an improved analysis for dynamic regret of strongly convex and smooth functions. Specifically, we investigate the Online Multiple Gradient Descent (OMGD)…