Related papers: Efficient online algorithms for fast-rate regret b…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…
We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…
In this paper, we consider an online optimization problem over $T$ rounds where at each step $t\in[T]$, the algorithm chooses an action $x_t$ from the fixed convex and compact domain set $\mathcal{K}$. A utility function $f_t(\cdot)$ is…
We consider online learning algorithms that guarantee worst-case regret rates in adversarial environments (so they can be deployed safely and will perform robustly), yet adapt optimally to favorable stochastic environments (so they will…
We propose a general method called truncated gradient to induce sparsity in the weights of online learning algorithms with convex loss functions. This method has several essential properties: The degree of sparsity is continuous -- a…
The performance of trained neural networks is robust to harsh levels of pruning. Coupled with the ever-growing size of deep learning models, this observation has motivated extensive research on learning sparse models. In this work, we focus…
To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…
In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…
This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…
A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…
We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints…
To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…
We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…
In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…
We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…
A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…
Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…
Much of the work in online learning focuses on the study of sublinear upper bounds on the regret. In this work, we initiate the study of best-case lower bounds in online convex optimization, wherein we bound the largest improvement an…