Related papers: Online linear optimization with the log-determinan…
Offline reinforcement learning (RL), which seeks to learn an optimal policy using offline data, has garnered significant interest due to its potential in critical applications where online data collection is infeasible or expensive. This…
We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only prior information. At every round, the agent suffers an environment-determined loss…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…
The paper considers the problem of a leader that seeks to optimally influence the opinions of agents in a directed network through connecting with a limited number of the agents ("direct followers"), possibly in the presence of a fixed…
Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…
Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…
We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks with respect to their inputs. To this end, we provide a simple technique for computing an upper bound to the Lipschitz constant---for multiple…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
Adversarial regularization has been shown to improve the generalization performance of deep learning models in various natural language processing tasks. Existing works usually formulate the method as a zero-sum game, which is solved by…
Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…
Federated learning (FL) has gain growing interests for its capability of learning from distributed data sources collectively without the need of accessing the raw data samples across different sources. So far FL research has mostly focused…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
This paper revisits the online learning approach to inverse linear optimization studied by B\"armann et al. (2017), where the goal is to infer an unknown linear objective function of an agent from sequential observations of the agent's…
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…
Sample efficiency is critical in solving real-world reinforcement learning problems, where agent-environment interactions can be costly. Imitation learning from expert advice has proved to be an effective strategy for reducing the number of…
We demonstrate that the choice of optimizer, neural network architecture, and regularizer significantly affect the adversarial robustness of linear neural networks, providing guarantees without the need for adversarial training. To this…
Many techniques for online optimization problems involve making decisions based solely on presently available information: fewer works take advantage of potential predictions. In this paper, we discuss the problem of online convex…
In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…