Related papers: Online DR-Submodular Maximization with Stochastic …
Motivated by applications in emergency response and experimental design, we consider smooth stochastic optimization problems over probability measures supported on compact subsets of the Euclidean space. With the influence function as the…
Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…
We consider stochastic influence maximization problems arising in social networks. In contrast to existing studies that involve greedy approximation algorithms with a 63% performance guarantee, our work focuses on solving the problem…
Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…
In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…
We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…
In this paper, we propose scalable methods for maximizing a regularized submodular function $f = g - \ell$ expressed as the difference between a monotone submodular function $g$ and a modular function $\ell$. Indeed, submodularity is…
Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…
The evaluation of final-iteration tracking performance is a formidable obstacle in distributed online optimization algorithms. To address this issue, this paper proposes a novel evaluation metric named distributed forgetting-factor regret…
We provide a distributed online algorithm for multi-agent submodular maximization under communication delays. We are motivated by the future distributed information-gathering tasks in unknown and dynamic environments, where utility…
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…
In this paper, we consider approximate Frank-Wolfe (FW) algorithms to solve convex optimization problems over graph-structured support sets where the linear minimization oracle (LMO) cannot be efficiently obtained in general. We first…
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…
Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…
This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…
This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
We consider the problem of maximizing a nonnegative submodular set function $f:2^{\mathcal{N}} \rightarrow \mathbb{R}^+$ subject to a $p$-matchoid constraint in the single-pass streaming setting. Previous work in this context has considered…
We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…
Metarounding is an approach to convert an approximation algorithm for linear optimization over some combinatorial classes to an online linear optimization algorithm for the same class. We propose a new metarounding algorithm under a natural…