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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

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…

Optimization and Control · Mathematics 2023-05-05 Nicola Bastianello , Ruggero Carli , Andrea Simonetto

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

Optimization and Control · Mathematics 2020-09-29 Chao Sun , Guoqiang Hu

We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…

Statistics Theory · Mathematics 2007-06-13 Anatoli Juditsky , Alexander Nazin , Alexandre Tsybakov , Nicolas Vayatis

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

In the Orthogonal Vectors problem (OV), we are given two families $A, B$ of subsets of $\{1,\ldots,d\}$, each of size $n$, and the task is to decide whether there exists a pair $a \in A$ and $b \in B$ such that $a \cap b = \emptyset$.…

Data Structures and Algorithms · Computer Science 2025-07-16 Anita Dürr , Evangelos Kipouridis , Karol Węgrzycki

In this paper, we reduce the complexity of approximating the correlation clustering problem from $O(m\times\left( 2+ \alpha (G) \right)+n)$ to $O(m+n)$ for any given value of $\varepsilon$ for a complete signed graph with $n$ vertices and…

Data Structures and Algorithms · Computer Science 2025-06-03 Ali Shakiba

In the online sorting problem, a sequence of $n$ numbers in $[0, 1]$ (including $\{0,1\}$) have to be inserted in an array of size $m \ge n$ so as to minimize the sum of absolute differences between pairs of numbers occupying consecutive…

Data Structures and Algorithms · Computer Science 2025-08-21 Yossi Azar , Debmalya Panigrahi , Or Vardi

Given a graph $G = (V, E)$ and an integer $k$, we study $k$-Vertex Seperator (resp. $k$-Edge Separator), where the goal is to remove the minimum number of vertices (resp. edges) such that each connected component in the resulting graph has…

Data Structures and Algorithms · Computer Science 2016-07-19 Euiwoong Lee

We study the average-case version of the Orthogonal Vectors problem, in which one is given as input $n$ vectors from $\{0,1\}^d$ which are chosen randomly so that each coordinate is $1$ independently with probability $p$. Kane and Williams…

Data Structures and Algorithms · Computer Science 2024-10-31 Josh Alman , Alexandr Andoni , Hengjie Zhang

Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based…

Machine Learning · Statistics 2023-09-22 Chung-En Tsai , Hao-Chung Cheng , Yen-Huan Li

Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…

Optimization and Control · Mathematics 2019-08-09 Jose Yunier Bello Cruz , Gemayqzel Bouza Allende

VC-dimension and $\varepsilon$-nets are key concepts in Statistical Learning Theory. Intuitively, VC-dimension is a measure of the size of a class of sets. The famous $\varepsilon$-net theorem, a fundamental result in Discrete Geometry,…

Machine Learning · Computer Science 2024-10-10 Sujoy Bhore , Devdan Dey , Satyam Singh

The online dominating set problem is an online variant of the minimum dominating set problem, which is one of the most important NP-hard problems on graphs. This problem is defined as follows: Given an undirected graph $G = (V, E)$, in…

Data Structures and Algorithms · Computer Science 2017-11-01 Koji M. Kobayashi

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

Optimization and Control · Mathematics 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

We study the online maximum matching problem in a model in which the edges are associated with a known recourse parameter $k$. An online algorithm for this problem has to maintain a valid matching while edges of the underlying graph are…

Data Structures and Algorithms · Computer Science 2021-01-06 Spyros Angelopoulos , Christoph Dürr , Shendan Jin

We study a variant of prediction with expert advice where the learner's action at round $t$ is only allowed to depend on losses on a specific subset of the rounds (where the structure of which rounds' losses are visible at time $t$ is…

Machine Learning · Computer Science 2024-07-02 Khashayar Gatmiry , Jon Schneider

Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and…

Signal Processing · Electrical Eng. & Systems 2020-03-20 Bakht Zaman , Luis Miguel Lopez Ramos , Baltasar Beferull-Lozano