Related papers: Online Optimization with Feedback Delay and Nonlin…
We study the problem of non-stationary Lipschitz bandits, where the number of actions is infinite and the reward function, satisfying a Lipschitz assumption, can change arbitrarily over time. We design an algorithm that adaptively tracks…
We study the problem of predicting the results of computations that are too expensive to run, via the observation of the results of smaller computations. We model this as an online learning problem with delayed feedback, where the length of…
We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…
In today's online advertising markets, a crucial requirement for an advertiser is to control her total expenditure within a time horizon under some budget. Among various budget control methods, throttling has emerged as a popular choice,…
This study investigates the integration of forecasting and optimization in energy management systems, with a focus on the role of switching costs -- penalties incurred from frequent operational adjustments. We develop a theoretical and…
In Iterative Learning Control (ILC), a sequence of feedforward control actions is generated at each iteration on the basis of partial model knowledge and past measurements with the goal of steering the system toward a desired reference…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
In content moderation for social media platforms, the cost of delaying the review of a content is proportional to its view trajectory, which fluctuates and is apriori unknown. Motivated by such uncertain holding costs, we consider a…
We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…
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…
We consider the problem of online Min-cost Perfect Matching with Delays (MPMD) introduced by Emek et al. (STOC 2016). In this problem, an even number of requests appear in a metric space at different times and the goal of an online…
The online bisection problem is a natural dynamic variant of the classic optimization problem, where one has to dynamically maintain a partition of $n$ elements into two clusters of cardinality $n/2$. During runtime, an online algorithm is…
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
We study the online robust control problem for linear dynamical systems with disturbances and uncertainties in the cost functions, with limited preview of the future disturbances and the cost functions, $N$. Our goal is to find an online…
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…
This work addresses the fundamental problem of unbounded metric movement costs in bandit online convex optimization, by considering high-dimensional dynamic quadratic hitting costs and $\ell_2$-norm switching costs in a noisy bandit…
We study the minimum-cost metric perfect matching problem under online i.i.d arrivals. We are given a fixed metric with a server at each of the points, and then requests arrive online, each drawn independently from a known probability…
In a wide variety of applications including online advertising, contractual hiring, and wireless scheduling, the controller is constrained by a stringent budget constraint on the available resources, which are consumed in a random amount by…
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…