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We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…

Machine Learning · Computer Science 2025-06-10 Hao Qiu , Emmanuel Esposito , Mengxiao Zhang

We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered…

Machine Learning · Computer Science 2019-09-12 Daniel Khashabi , Kent Quanrud , Amirhossein Taghvaei

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

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

Machine Learning · Computer Science 2025-11-10 Yuanyu Wan , Chang Yao , Yitao Ma , Mingli Song , Lijun Zhang

The regret bound of dynamic online learning algorithms is often expressed in terms of the variation in the function sequence ($V_T$) and/or the path-length of the minimizer sequence after $T$ rounds. For strongly convex and smooth…

Machine Learning · Computer Science 2020-08-17 Ting-Jui Chang , Shahin Shahrampour

We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…

Machine Learning · Computer Science 2026-02-05 Lingchan Bao , Tong Wei , Yuanyu Wan

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…

Machine Learning · Computer Science 2024-06-25 Yuanyu Wan , Chang Yao , Mingli Song , Lijun Zhang

We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any…

Optimization and Control · Mathematics 2022-01-21 Antoine Lesage-Landry , Joshua A. Taylor , Duncan S. Callaway

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

We investigate the online nonsubmodular optimization with delayed feedback in the bandit setting, where the loss function is $\alpha$-weakly DR-submodular and $\beta$-weakly DR-supermodular. Previous work has established an…

Machine Learning · Computer Science 2025-08-04 Sifan Yang , Yuanyu Wan , Lijun Zhang

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

Machine Learning · Computer Science 2012-10-01 Mehrdad Mahdavi , Rong Jin , Tianbao Yang

This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

Optimization and Control · Mathematics 2023-03-24 Ruijie Hou , Xiuxian Li , Yang Shi

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Machine Learning · Statistics 2018-02-19 Lin Chen , Hamed Hassani , Amin Karbasi

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…

Machine Learning · Computer Science 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

We study non-convex delayed-noise online optimization problems by evaluating dynamic regret in the non-stationary setting when the loss functions are quasar-convex. In particular, we consider scenarios involving quasar-convex functions…

Optimization and Control · Mathematics 2026-01-08 Felipe Lara , Cristian Vega
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