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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…

Machine Learning · Statistics 2015-12-24 Rodolphe Jenatton , Jim Huang , Cédric Archambeau

We obtain better algorithms for computing more balanced orientations and degree splits in LOCAL. Important to our result is a connection to the hypergraph sinkless orientation problem [BMNSU, SODA'25] We design an algorithm of complexity…

Data Structures and Algorithms · Computer Science 2026-04-03 Yannic Maus , Alexandre Nolin , Florian Schager

We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…

Machine Learning · Computer Science 2017-08-24 Wojciech Kotłowski

We study an online linear optimization (OLO) problem in which the learner is provided access to $K$ "hint" vectors in each round prior to making a decision. In this setting, we devise an algorithm that obtains logarithmic regret whenever…

Machine Learning · Computer Science 2020-10-08 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…

Artificial Intelligence · Computer Science 2025-07-17 Edward Kim , Hanna Kurniawati

We present the first theoretical guarantees for zero constraint violation in Online Convex Optimization (OCO) across all rounds, addressing dynamic constraint changes. Unlike existing approaches in constrained OCO, which allow for…

Machine Learning · Computer Science 2025-05-02 Bassel Hamoud , Ilnura Usmanova , Kfir Y. Levy

We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…

Machine Learning · Computer Science 2013-02-12 H. Brendan McMahan

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…

Machine Learning · Computer Science 2011-10-28 Alina Beygelzimer , John Langford , Lihong Li , Lev Reyzin , Robert E. Schapire

We revisit the online bipartite matching problem on $d$-regular graphs, for which Cohen and Wajc (SODA 2018) proposed an algorithm with a competitive ratio of $1-2\sqrt{H_d/d} = 1-O(\sqrt{(\log d)/d})$ and showed that it is asymptotically…

Data Structures and Algorithms · Computer Science 2025-10-02 Yilong Feng , Haolong Li , Xiaowei Wu , Shengwei Zhou

In the online bipartite matching problem with replacements, all the vertices on one side of the bipartition are given, and the vertices on the other side arrive one by one with all their incident edges. The goal is to maintain a maximum…

Data Structures and Algorithms · Computer Science 2018-05-07 Aaron Bernstein , Jacob Holm , Eva Rotenberg

Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…

Machine Learning · Statistics 2018-06-07 Zalán Borsos , Andreas Krause , Kfir Y. Levy

We study the operator norm discrepancy of i.i.d. random matrices, initiating the matrix-valued analog of a long line of work on the $\ell^{\infty}$ norm discrepancy of i.i.d. random vectors. First, using repurposed results on vector…

Data Structures and Algorithms · Computer Science 2024-07-23 Dmitriy Kunisky , Peiyuan Zhang

We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…

Machine Learning · Computer Science 2013-01-30 Katy S. Azoury , Manfred K. Warmuth

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

Optimization and Control · Mathematics 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

This paper studies a distributed online convex optimization problem, where agents in an unbalanced network cooperatively minimize the sum of their time-varying local cost functions subject to a coupled inequality constraint. To solve this…

Optimization and Control · Mathematics 2023-09-06 Dandan Wang , Daokuan Zhu , Kin Cheong Sou , Jie Lu

Given a super-critical branching random walk on $\mathbb R$ started from the origin, let $M_n$ be the maximal position of individuals at the $n$-th generation. Under some mild conditions, it is known from \cite{A13} that as…

Probability · Mathematics 2018-07-24 Xinxin Chen , Hui He

Motivated by the problem of filtering candidate pairs in inner product similarity joins we study the following inner product estimation problem: Given parameters $d\in {\bf N}$, $\alpha>\beta\geq 0$ and unit vectors $x,y\in {\bf R}^{d}$…

Data Structures and Algorithms · Computer Science 2020-01-14 Rasmus Pagh , Johan Sivertsen

We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles.…

Machine Learning · Computer Science 2023-08-15 Orin Levy , Alon Cohen , Asaf Cassel , Yishay Mansour

We consider the problem of universal dynamic regret minimization under exp-concave and smooth losses. We show that appropriately designed Strongly Adaptive algorithms achieve a dynamic regret of $\tilde O(d^2 n^{1/5} C_n^{2/5} \vee d^2)$,…

Machine Learning · Computer Science 2023-02-28 Dheeraj Baby , Yu-Xiang Wang

This paper considers online optimal control with affine constraints on the states and actions under linear dynamics with bounded random disturbances. The system dynamics and constraints are assumed to be known and time-invariant but the…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Yingying Li , Subhro Das , Na Li
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