Related papers: Online Optimization with Predictions and Non-conve…
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,…
We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
We introduce and study online conversion with switching costs, a family of online problems that capture emerging problems at the intersection of energy and sustainability. In this problem, an online player attempts to purchase…
Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…
We consider non-clairvoyant scheduling with online precedence constraints, where an algorithm is oblivious to any job dependencies and learns about a job only if all of its predecessors have been completed. Given strong impossibility…
We study a variant of online optimization in which the learner receives $k$-round $\textit{delayed feedback}$ about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a…
Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…
Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…
We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…
We introduce the problem of $k$-chasing of convex functions, a simultaneous generalization of both the famous k-server problem in $R^d$, and of the problem of chasing convex bodies and functions. Aside from fundamental interest in this…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
This paper presents new projection-free algorithms for Online Convex Optimization (OCO) over a convex domain $\mathcal{K} \subset \mathbb{R}^d$. Classical OCO algorithms (such as Online Gradient Descent) typically need to perform Euclidean…
We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…
Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…
We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach leverages chaining trees to compete against H{\"o}lder…
Applications involving dictionary learning, non-negative matrix factorization, subspace clustering, and parallel factor tensor decomposition tasks motivate well algorithms for per-block-convex and non-smooth optimization problems. By…
One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…
This paper proposes a set of novel optimization algorithms for solving a class of convex optimization problems with time-varying streaming cost function. We develop an approach to track the optimal solution with a bounded error. Unlike the…