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We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…
We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…
Most learning algorithms with formal regret guarantees assume that all mistakes are recoverable and essentially rely on trying all possible behaviors. This approach is problematic when some mistakes are "catastrophic", i.e., irreparable. We…
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…
In this paper, we study the problem of online tracking in linear control systems, where the objective is to follow a moving target. Unlike classical tracking control, the target is unknown, non-stationary, and its state is revealed…
Some of the most compelling applications of online convex optimization, including online prediction and classification, are unconstrained: the natural feasible set is R^n. Existing algorithms fail to achieve sub-linear regret in this…
Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…
We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…
This paper studies an online service caching problem, where an edge server, equipped with a prediction window of future service request arrivals, needs to decide which services to host locally subject to limited storage capacity. The edge…
Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition…
Runtime analysis, as a branch of the theory of AI, studies how the number of iterations algorithms take before finding a solution (its runtime) depends on the design of the algorithm and the problem structure. Drift analysis is a…
We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…
In this paper, we use differential privacy as a lens to examine online learning in both full and partial information settings. The differential privacy framework is, at heart, less about privacy and more about algorithmic stability, and…
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 problems. In this paper, we introduce dynamic policy regret as the…
In this paper, we explore how a natural generalization of Shortest Remaining Processing Time (SRPT) can be a powerful \emph{meta-algorithm} for online scheduling. The meta-algorithm processes jobs to maximally reduce the objective of the…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of…