Related papers: Setpoint Tracking with Partially Observed Loads
Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…
Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…
Bandit convex optimization (BCO) is a fundamental online learning framework with partial feedback, where the learner observes only the loss incurred at the chosen decision point in each round. In this work, we investigate whether optimistic…
In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…
Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…
We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…
This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…
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…
Online Feedback Optimization (OFO) controllers steer a system to its optimal operating point by treating optimization algorithms as auxiliary dynamic systems. Implementation of OFO controllers requires setting the parameters of the…
Online convex optimization (OCO) is a powerful tool for learning sequential data, making it ideal for high precision control applications where the disturbances are arbitrary and unknown in advance. However, the ability of OCO-based…
Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…
In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose Online Compressed Gradient Tracking with one-point Bandit Feedback…
We introduce a novel online convex optimization (OCO) framework to estimate the user's signal-to-interference-plus-noise ratio (SINR) from ACK/NACK feedback, channel quality indicator (CQI) reports, and previously selected modulation and…
Online feedback optimization (OFO) enables optimal steady-state operations of a physical system by employing an iterative optimization algorithm as a dynamic feedback controller. When the plant consists of several interconnected…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose a unified framework named Online Compressed Gradient Tracking (OCGT),…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…
This paper develops a persistently exciting input generating Online Feedback Optimization (OFO) controller that estimates the sensitivity of a process ensuring minimal deviations from the descent direction while converging. This eliminates…
We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…