Related papers: Online Dynamic Programming
High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of…
Increasing interest in integrating advanced robotics within manufacturing has spurred a renewed concentration in developing real-time scheduling solutions to coordinate human-robot collaboration in this environment. Traditionally, the…
Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In…
We describe computationally efficient methods for learning mixtures in which each component is a directed acyclic graphical model (mixtures of DAGs or MDAGs). We argue that simple search-and-score algorithms are infeasible for a variety of…
The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…
In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…
Conventional hyperparameter optimization methods are computationally intensive and hard to generalize to scenarios that require dynamically adapting hyperparameters, such as life-long learning. Here, we propose an online hyperparameter…
Recently, deep neural network (DNN) has been widely adopted in the design of intelligent communication systems thanks to its strong learning ability and low testing complexity. However, most current offline DNN-based methods still suffer…
We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…
Finding the origin of short phrases propagating through the web has been formalized by Leskovec et al. [ACM SIGKDD 2009] as DAG Partitioning: given an arc-weighted directed acyclic graph on $n$ vertices and $m$ arcs, delete arcs with total…
Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…
Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…
This paper addresses the abstract dynamic programming (DP) in the online scenario, where the abstract DP mapping is time-varying, instead of static. In this case, optimal costs and policies at different time instants are not the same in…
It has been shown that the parallel Lattice Linear Predicate (LLP) algorithm solves many combinatorial optimization problems such as the shortest path problem, the stable marriage problem and the market clearing price problem. In this…
Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing…
In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…