Related papers: The Power of Online Learning in Stochastic Network…
We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…
In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…
We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…
In this paper we propose a general framework to characterize and solve the stochastic optimization problems with multiple objectives underlying many real world learning applications. We first propose a projection based algorithm which…
A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…
This paper introduces for the first time a framework to obtain provable worst-case guarantees for neural network performance, using learning for optimal power flow (OPF) problems as a guiding example. Neural networks have the potential to…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…
Data-driven functions for operation and management often require measurements collected through monitoring for model training and prediction. The number of data sources can be very large, which requires a significant communication and…
Deep neural networks are commonly trained using stochastic non-convex optimization procedures, which are driven by gradient information estimated on fractions (batches) of the dataset. While it is commonly accepted that batch size is an…
In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…
Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error…
Control schemes that learn using measurement data collected online are increasingly promising for the control of complex and uncertain systems. However, in most approaches of this kind, learning is viewed as a side effect that passively…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Water-filling is the term for the classic solution to the problem of allocating constrained power to a set of parallel channels to maximize the total data-rate. It is used widely in practice, for example, for power allocation to…
In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…