Related papers: Optimal Rates for Random Order Online Optimization
We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…
Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…
In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed…
We consider online learning in an adversarial, non-convex setting under the assumption that the learner has an access to an offline optimization oracle. In the general setting of prediction with expert advice, Hazan et al. (2016)…
In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…
We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…
Online and stochastic gradient methods have emerged as potent tools in large scale optimization with both smooth convex and nonsmooth convex problems from the classes $C^{1,1}(\reals^p)$ and $C^{1,0}(\reals^p)$ respectively. However to our…
Constrained Online Convex Optimization (COCO) can be seen as a generalization of the standard Online Convex Optimization (OCO) framework. At each round, a cost function and constraint function are revealed after a learner chooses an action.…
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…
Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…
The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…
This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex…
We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…
We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…
This chapter introduces the \emph{random-order model} in online algorithms. In this model, the input is chosen by an adversary, then randomly permuted before being presented to the algorithm. This reshuffling often weakens the power of the…
This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…
Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen…
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of…
In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…
Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…