Related papers: Smoothed Online Optimization with Unreliable Predi…
We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…
We introduce and study online conversion with switching costs, a family of online problems that capture emerging problems at the intersection of energy and sustainability. In this problem, an online player attempts to purchase…
We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…
We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…
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 numerous online selection problems, decision-makers (DMs) must allocate on the fly limited resources to customers with uncertain values. The DM faces the tension between allocating resources to currently observed values and saving them…
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…
We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint. The problem data arrives online, and the algorithm needs to…
We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length…
We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function using only their local…
The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…
Motivated by the use of high speed circuit switches in large scale data centers, we consider the problem of circuit switch scheduling. In this problem we are given demands between pairs of servers and the goal is to schedule at every time…
In the online metric matching problem, $n$ servers and $n$ requests lie in a metric space. Servers are available upfront, and requests arrive sequentially. An arriving request must be matched immediately and irrevocably to an available…
In a balancing network each processor has an initial collection of unit-size jobs (tokens) and in each round, pairs of processors connected by balancers split their load as evenly as possible. An excess token (if any) is placed according to…
We study online linear optimization with matrix variables constrained by the operator norm, a setting where the geometry renders designing data-dependent and efficient adaptive algorithms challenging. The best-known adaptive regret bounds…
This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…