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We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…
The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…
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…
Online learning with limited information feedback (bandit) tries to solve the problem where an online learner receives partial feedback information from the environment in the course of learning. Under this setting, Flaxman et al.[8]…
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…
This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…
We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…
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…
In this paper, we study the Min-cost Perfect $k$-way Matching with Delays ($k$-MPMD), recently introduced by Melnyk et al. In the problem, $m$ requests arrive one-by-one over time in a metric space. At any time, we can irrevocably make a…
In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…
This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We study decentralized online Riemannian optimization over manifolds with possibly positive curvature, going beyond the Hadamard manifold setting. Decentralized optimization techniques rely on a consensus step that is well understood in…
We provide a simple proof of convergence covering both the Adam and Adagrad adaptive optimization algorithms when applied to smooth (possibly non-convex) objective functions with bounded gradients. We show that in expectation, the squared…
This paper studies online convex optimization with stochastic constraints. We propose a variant of the drift-plus-penalty algorithm that guarantees $O(\sqrt{T})$ expected regret and zero constraint violation, after a fixed number of…
We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…
We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
Motivated by alternating learning dynamics in two-player games, a recent work by Cevher et al.(2024) shows that $o(\sqrt{T})$ alternating regret is possible for any $T$-round adversarial Online Linear Optimization (OLO) problem, and left as…
Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen…
We study online competitive algorithms for the \emph{line chasing problem} in Euclidean spaces $\reals^d$, where the input consists of an initial point $P_0$ and a sequence of lines $X_1,X_2,...,X_m$, revealed one at a time. At each step…