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This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

Machine Learning · Computer Science 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

In this paper the minimum spanning tree problem with uncertain edge costs is discussed. In order to model the uncertainty a discrete scenario set is specified and a robust framework is adopted to choose a solution. The min-max, min-max…

Computational Complexity · Computer Science 2010-04-19 Adam Kasperski , Pawel Zielinski

With the continuous increase of users and items, conventional recommender systems trained on static datasets can hardly adapt to changing environments. The high-throughput data requires the model to be updated in a timely manner for…

Information Retrieval · Computer Science 2023-08-16 Bowei He , Xu He , Renrui Zhang , Yingxue Zhang , Ruiming Tang , Chen Ma

The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

Artificial Intelligence · Computer Science 2023-02-14 Marc Rigter , Bruno Lacerda , Nick Hawes

Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…

Optimization and Control · Mathematics 2022-02-08 Ting-Jui Chang , Shahin Shahrampour

Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterizes the effect of forgetting factors for a class of online…

Machine Learning · Computer Science 2019-11-22 Jianjun Yuan , Andrew Lamperski

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

Optimization and Control · Mathematics 2024-06-17 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan

We extend the well known bottleneck paths problem in two directions for directed unweighted (unit edge cost) graphs with positive real edge capacities. Firstly we narrow the problem domain and compute the bottleneck of the entire network in…

Data Structures and Algorithms · Computer Science 2013-06-26 Tong-Wook Shinn , Tadao Takaoka

We study the online saddle point problem, an online learning problem where at each iteration a pair of actions need to be chosen without knowledge of the current and future (convex-concave) payoff functions. The objective is to minimize the…

Machine Learning · Statistics 2020-04-07 Adrian Rivera , He Wang , Huan Xu

This paper presents a distributed O(1)-approximation algorithm, with expected-$O(\log \log n)$ running time, in the $\mathcal{CONGEST}$ model for the metric facility location problem on a size-$n$ clique network. Though metric facility…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-08-13 Andrew Berns , James Hegeman , Sriram V. Pemmaraju

This article focuses on a biobjective extension of the maximum flow network interdiction problem, where each arc in the network is associated with two capacity values. Two maximum flows from a source to a sink are to be computed…

Combinatorics · Mathematics 2020-10-09 Luca E. Schäfer , Stefan Ruzika , Sven O. Krumke , Carlos M. Fonseca

Flows over time are used to model many real-world logistic and routing problems. The networks underlying such problems -- streets, tracks, etc. -- are inherently undirected and directions are only imposed on them to reduce the danger of…

Data Structures and Algorithms · Computer Science 2014-10-03 Ashwin Arulselvan , Martin Groß , Martin Skutella

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…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Designing optimal structure favorable to diffusion and effectively controlling the trapping process are crucial in the study of trapping problem---random walks with a single trap. In this paper, we study the trapping problem occurring on…

Statistical Mechanics · Physics 2015-08-12 Yihang Yang , Zhongzhi Zhang

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

Machine Learning · Computer Science 2021-11-24 Dheeraj Baby , Hilaf Hasson , Yuyang Wang

We introduce two new no-regret algorithms for the stochastic shortest path (SSP) problem with a linear MDP that significantly improve over the only existing results of (Vial et al., 2021). Our first algorithm is computationally efficient…

Machine Learning · Computer Science 2021-12-21 Liyu Chen , Rahul Jain , Haipeng Luo

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

In this paper, we consider the sequential decision problem where the goal is to minimize the general dynamic regret on a complete Riemannian manifold. The task of offline optimization on such a domain, also known as a geodesic metric space,…

Machine Learning · Computer Science 2023-07-06 Zihao Hu , Guanghui Wang , Jacob Abernethy

In this paper we present an O(n log n) algorithm for finding a maximum flow in a directed planar graph, where the vertices are subject to capacity constraints, in addition to the arcs. If the source and the sink are on the same face, then…

Discrete Mathematics · Computer Science 2009-05-05 Haim Kaplan , Yahav Nussbaum
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