Related papers: Second-Order Kernel Online Convex Optimization wit…
In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concave. However, existing regret analyses, including those of…
Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…
In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…
In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
In this paper, we investigate an online prediction strategy named as Discounted-Normal-Predictor (Kapralov and Panigrahy, 2010) for smoothed online convex optimization (SOCO), in which the learner needs to minimize not only the hitting cost…
Hybrid opto-electronic neural networks combine optical front-ends with electronic back-ends to perform vision tasks, but joint end-to-end (E2E) optimization of optical and electronic components is computationally expensive due to large…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
The regret bound of dynamic online learning algorithms is often expressed in terms of the variation in the function sequence ($V_T$) and/or the path-length of the minimizer sequence after $T$ rounds. For strongly convex and smooth…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
We explore whether quantum advantages can be found for the zeroth-order feedback online exp-concave optimization problem, which is also known as bandit exp-concave optimization with multi-point feedback. We present quantum online…
Recently, several universal methods have been proposed for online convex optimization, and attain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surrogate loss for each…
We consider online convex optimization (OCO) over a heterogeneous network with communication delay, where multiple workers together with a master execute a sequence of decisions to minimize the accumulation of time-varying global costs. The…
In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…
We consider the problem of Online Convex Optimization (OCO) with two-point bandit feedback. In this setting, a player attempts to minimize a sequence of adversarially generated convex loss functions, while only observing the value of each…
Motivated by applications in machine learning and operations research, we study regret minimization with stochastic first-order oracle feedback in online constrained, and possibly non-smooth, non-convex problems. In this setting, the…
Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…
We consider the adversarial convex bandit problem and we build the first $\mathrm{poly}(T)$-time algorithm with $\mathrm{poly}(n) \sqrt{T}$-regret for this problem. To do so we introduce three new ideas in the derivative-free optimization…
Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…