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Optimal and Efficient Online Inverse Optimization

Paper recorded by Signals 4 on 2026-10-06 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-10-06 on arXiv · recorded by Signals 4 on 2026-10-07

Category: cs.LG · 机器学习 · first seen 2026-10-07

Abstract

In online inverse linear optimization, a learner recommends an action and then observes the choice of an expert who maximizes a fixed, unknown linear objective on $\mathbb{R}^{d}$; the goal is to learn to optimize this objective without observing it. Sakaue recently obtained the optimal regret $O(\sqrt d)$ with a randomized algorithm making $(dT)^{O(d)}$ linear optimizations per round, and asked w

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#364 most recent of 762 cs.LG papers we have recorded · ↑ newer: Denoising Hierarchical Representations: Joint Continuous Diffusion for · ↓ older: When Forgetting is not Catastrophic: On the Mechanics of Spurious Forg
Cite this page: Optimal and Efficient Online Inverse Optimization: the #364 most recent of 762 cs.LG papers we have recorded (as of 2026-10-06). Source: Signals 4 (Signals API) — https://data.jiangzhang.ca/signals4/t/papers/optimal-and-efficient-online-inverse-optimization.html
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