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Related papers: No-Regret Caching via Online Mirror Descent

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We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

Optimization and Control · Mathematics 2021-12-08 Nima Eshraghi , Ben Liang

We study the problem of full-information online learning in the "bounded recall" setting popular in the study of repeated games. An online learning algorithm $\mathcal{A}$ is $M$-$\textit{bounded-recall}$ if its output at time $t$ can be…

Machine Learning · Computer Science 2024-06-04 Jon Schneider , Kiran Vodrahalli

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

We introduce and analyze MT-OMD, a multitask generalization of Online Mirror Descent (OMD) which operates by sharing updates between tasks. We prove that the regret of MT-OMD is of order $\sqrt{1 + \sigma^2(N-1)}\sqrt{T}$, where $\sigma^2$…

Machine Learning · Computer Science 2022-11-02 Nicolò Cesa-Bianchi , Pierre Laforgue , Andrea Paudice , Massimiliano Pontil

In this paper we study the mincut problem in the online setting. We consider two distinct models: A) competitive analysis and B) regret analysis. In the competitive setting we consider the vertex arrival model; whenever a new vertex arrives…

Data Structures and Algorithms · Computer Science 2020-08-17 Avah Banerjee , Guoli Ding

This paper studies a problem of jointly optimizing two important operations in mobile edge computing without knowing future requests, namely service caching, which determines which services to be hosted at the edge, and service routing,…

Networking and Internet Architecture · Computer Science 2022-02-01 Siqi Fan , I-Hong Hou , Van Sy Mai , Lotfi Benmohamed

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…

Machine Learning · Computer Science 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

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…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

Online caching is among the most fundamental and well-studied problems in the area of online algorithms. Innovative algorithmic ideas and analysis -- including potential functions and primal-dual techniques -- give insight into this…

Data Structures and Algorithms · Computer Science 2023-05-05 Sharat Ibrahimpur , Manish Purohit , Zoya Svitkina , Erik Vee , Joshua R. Wang

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

Optimal caching of files in a content distribution network (CDN) is a problem of fundamental and growing commercial interest. Although many different caching algorithms are in use today, the fundamental performance limits of network caching…

Information Theory · Computer Science 2020-04-01 Rajarshi Bhattacharjee , Subhankar Banerjee , Abhishek Sinha

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…

Computer Science and Game Theory · Computer Science 2018-06-07 Ehsan Asadi Kangarshahi , Ya-Ping Hsieh , Mehmet Fatih Sahin , Volkan Cevher

In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs. Specifically, we generalize the standard setting by allowing the movement cost coefficients $\lambda_t$ to vary arbitrarily over…

Machine Learning · Computer Science 2026-02-09 Emmanuel Esposito , Andrew Jacobsen , Hao Qiu , Mengxiao Zhang

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…

Machine Learning · Computer Science 2020-02-11 Shiyin Lu , Lijun Zhang

Existing algorithms for online conformal prediction -- guaranteeing marginal coverage in adversarial settings -- are variants of online gradient descent (OGD), but their analyses of worst-case coverage do not follow from the regret…

Machine Learning · Computer Science 2025-02-18 Ramya Ramalingam , Shayan Kiyani , Aaron Roth

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…

Optimization and Control · Mathematics 2024-04-26 Yankai Lin , Iman Shames , Dragan Nešić

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

This paper introduces a dual-based algorithm framework for solving the regularized online resource allocation problems, which have potentially non-concave cumulative rewards, hard resource constraints, and a non-separable regularizer. Under…

Machine Learning · Computer Science 2023-07-18 Wanteng Ma , Ying Cao , Danny H. K. Tsang , Dong Xia