Related papers: Unbiased Online Recurrent Optimization

This paper proposes a novel Distributed Unknown Input Observer (DUIO) framework for state estimation in large-scale systems subject to local unknown inputs. We consider systems where outputs are measured by a network of spatially…

Recurrent neural networks (RNNs) have shown promising performance for language modeling. However, traditional training of RNNs using back-propagation through time often suffers from overfitting. One reason for this is that stochastic…

Recurrent neural networks (RNN) have been successfully applied to various sequential decision-making tasks, natural language processing applications, and time-series predictions. Such networks are usually trained through back-propagation…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…

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…

Structured pruning is a commonly used technique in deploying deep neural networks (DNNs) onto resource-constrained devices. However, the existing pruning methods are usually heuristic, task-specified, and require an extra fine-tuning…

AUC is an important performance measure and many algorithms have been devoted to AUC optimization, mostly by minimizing a surrogate convex loss on a training data set. In this work, we focus on one-pass AUC optimization that requires only…

Offline reinforcement learning struggles with distributional shift and constrained performance due to static dataset limitations, while online RL demands prohibitive environment interactions. The recent advent of hybrid offline-to-online…

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

We consider a decentralized optimization problem for networks affected by communication delays. Examples of such networks include collaborative machine learning, sensor networks, and multi-agent systems. To mimic communication delays, we…

Algorithm unrolling has emerged as a learning-based optimization paradigm that unfolds truncated iterative algorithms in trainable neural-network optimizers. We introduce Stochastic UnRolled Federated learning (SURF), a method that expands…

Subgraph query is a critical task in graph analysis with a wide range of applications across various domains. Most existing methods rely on heuristic vertex matching orderings, which may significantly degrade enumeration performance for…

We propose a framework for online meta-optimization of parameters that govern optimization, called Amortized Proximal Optimization (APO). We first interpret various existing neural network optimizers as approximate stochastic proximal point…

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…

Multi-party collaborative training, such as distributed learning and federated learning, is used to address the big data challenges. However, traditional multi-party collaborative training algorithms were mainly designed for balanced data…

Uniform Discrete Diffusion Model (UDM) has recently emerged as a promising paradigm for discrete generative modeling; however, its integration with reinforcement learning remains largely unexplored. We observe that naively applying GRPO to…

The design of recurrent neural networks (RNNs) to accurately process sequential inputs with long-time dependencies is very challenging on account of the exploding and vanishing gradient problem. To overcome this, we propose a novel RNN…