Related papers: No-Regret Algorithms for Unconstrained Online Conv…
In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…
We study online convex optimization under stochastic sub-gradient observation faults, where we introduce adaptive algorithms with minimax optimal regret guarantees. We specifically study scenarios where our sub-gradient observations can be…
Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…
Convex Optimization with Nested Evolving Feasible Sets (CONES)} is considered where the objective function $f$ remains fixed but the feasible region evolves over time as a nested sequence $S_1 \supseteq S_2 \supseteq \cdots \supseteq S_T$.…
The online meta-learning framework is designed for the continual lifelong learning setting. It bridges two fields: meta-learning which tries to extract prior knowledge from past tasks for fast learning of future tasks, and online-learning…
In this paper we focus on the problem of Online Principal Component Analysis in the regret minimization framework. For this problem, all existing regret minimization algorithms for the fully-adversarial setting are based on a positive…
This paper introduces a new problem-dependent regret measure for online convex optimization with smooth losses. The notion, which we call the $G^\star$ regret, depends on the cumulative squared gradient norm evaluated at the decision in…
We present a polynomial time algorithm for online maximization of $k$-submodular maximization. For online (nonmonotone) $k$-submodular maximization, our algorithm achieves a tight approximate factor in an approximate regret. For online…
A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…
We consider online forecasting problems for non-convex machine learning models. Forecasting introduces several challenges such as (i) frequent updates are necessary to deal with concept drift issues since the dynamics of the environment…
This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…
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 gradients and the comparator. We first develop parameter-free…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…