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We consider online convex optimization with stochastic constraints where the objective functions are arbitrarily time-varying and the constraint functions are independent and identically distributed (i.i.d.) over time. Both the objective…

Optimization and Control · Mathematics 2019-08-02 Xiaohan Wei , Hao Yu , Michael J. Neely

A $t$-spanner of an undirected $n$-vertex graph $G$ is a sparse subgraph $H$ of $G$ that preserves all pairwise distances between its vertices to within multiplicative factor $t$, also called the \emph{stretch}. We investigate the problem…

Data Structures and Algorithms · Computer Science 2026-01-29 Julia Chuzhoy , Merav Parter

We examine directed spanners through flow-based linear programming relaxations. We design an $\~O(n^{2/3})$-approximation algorithm for the directed $k$-spanner problem that works for all $k\geq 1$, which is the first sublinear…

Data Structures and Algorithms · Computer Science 2010-11-23 Michael Dinitz , Robert Krauthgamer

We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…

Information Theory · Computer Science 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

An important theorem of Banaszczyk (Random Structures & Algorithms `98) states that for any sequence of vectors of $\ell_2$ norm at most $1/5$ and any convex body $K$ of Gaussian measure $1/2$ in $\mathbb{R}^n$, there exists a signed…

Data Structures and Algorithms · Computer Science 2016-12-14 Daniel Dadush , Shashwat Garg , Shachar Lovett , Aleksandar Nikolov

Motivated by alternating learning dynamics in two-player games, a recent work by Cevher et al.(2024) shows that $o(\sqrt{T})$ alternating regret is possible for any $T$-round adversarial Online Linear Optimization (OLO) problem, and left as…

Machine Learning · Computer Science 2025-06-19 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

In this paper, we broaden the horizon of online convex optimization (OCO), and consider multi-objective OCO, where there are $K$ distinct loss function sequences, and an algorithm has to choose its action at time $t$, before the $K$ loss…

Machine Learning · Computer Science 2026-02-11 Rahul Vaze , Sumiran Mishra

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…

Optimization and Control · Mathematics 2021-06-08 Joseph E. Gaudio , Anuradha M. Annaswamy , José M. Moreu , Michael A. Bolender , Travis E. Gibson

This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…

Machine Learning · Statistics 2013-01-08 Eric C. Hall , Rebecca M. Willett

Perceptron is a classic online algorithm for learning a classification function. In this paper, we provide a novel extension of the perceptron algorithm to the learning to rank problem in information retrieval. We consider popular listwise…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

In this paper we study graph problems in dynamic streaming model, where the input is defined by a sequence of edge insertions and deletions. As many natural problems require $\Omega(n)$ space, where $n$ is the number of vertices, existing…

Data Structures and Algorithms · Computer Science 2016-05-03 Zengfeng Huang , Pan Peng

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

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

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ding-Xuan Zhou

We present a family of fast pseudo-approximation algorithms for the minimum balanced vertex separator problem in a graph. Given a graph $G=(V,E)$ with $n$ vertices and $m$ edges, and a (constant) balance parameter $c\in(0,1/2)$, where $G$…

Data Structures and Algorithms · Computer Science 2026-03-18 Vladimir Kolmogorov , Jack Spalding-Jamieson

This paper studies the online node classification problem under a transductive learning setting. Current methods either invert a graph kernel matrix with $\mathcal{O}(n^3)$ runtime and $\mathcal{O}(n^2)$ space complexity or sample a large…

Machine Learning · Computer Science 2023-05-30 Baojian Zhou , Yifan Sun , Reza Babanezhad

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Several well-studied graph problems aim to select a largest (or smallest) induced subgraph with a given property of the input graph. Examples of such problems include maximum independent set, maximum planar graph, and many others. We…

Computational Complexity · Computer Science 2015-12-21 Dennis Komm , Rastislav Královič , Richard Královič , Christian Kudahl

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang
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