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Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , J. Andrew Bagnell

Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…

Machine Learning · Statistics 2025-01-07 Wenzhi Gao , Dongdong Ge , Chenyu Xue , Chunlin Sun , Yinyu Ye

An efficient caching can be achieved by predicting the popularity of the files accurately. It is well known that the popularity of a file can be nudged by using recommendation, and hence it can be estimated accurately leading to an…

Information Theory · Computer Science 2023-07-21 S. Krishnendu , B. N. Bharath , Vimal Bhatia

We study the problem of wireless edge caching when file popularity is unknown and possibly non-stationary. A bank of $J$ caches receives file requests and a utility is accrued for each request depending on the serving cache. The network…

Networking and Internet Architecture · Computer Science 2020-01-20 Georgios Paschos , Apostolos Destounis , George Iosifidis

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We study an online caching problem in which requests can be served by a local cache to avoid retrieval costs from a remote server. The cache can update its state after a batch of requests and store an arbitrarily small fraction of each…

Machine Learning · Computer Science 2023-06-07 T. Si Salem , G. Neglia , S. Ioannidis

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

Some of the most compelling applications of online convex optimization, including online prediction and classification, are unconstrained: the natural feasible set is R^n. Existing algorithms fail to achieve sub-linear regret in this…

Machine Learning · Computer Science 2012-11-13 Matthew Streeter , H. Brendan McMahan

We consider an online model for recommendation systems, with each user being recommended an item at each time-step and providing 'like' or 'dislike' feedback. Each user may be recommended a given item at most once. A latent variable model…

Machine Learning · Statistics 2019-05-08 Guy Bresler , Mina Karzand

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

We revisit the Follow the Regularized Leader (FTRL) framework for Online Convex Optimization (OCO) over compact sets, focusing on achieving dynamic regret guarantees. Prior work has highlighted the framework's limitations in dynamic…

Machine Learning · Computer Science 2026-03-19 Naram Mhaisen , George Iosifidis

A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this…

Machine Learning · Computer Science 2019-07-05 Chelsea Finn , Aravind Rajeswaran , Sham Kakade , Sergey Levine

Much of the work in online learning focuses on the study of sublinear upper bounds on the regret. In this work, we initiate the study of best-case lower bounds in online convex optimization, wherein we bound the largest improvement an…

Machine Learning · Computer Science 2021-06-25 Cristóbal Guzmán , Nishant A. Mehta , Ali Mortazavi

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a…

Machine Learning · Computer Science 2018-04-18 E. Veronica Belmega , Panayotis Mertikopoulos , Romain Negrel , Luca Sanguinetti

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

Commonly used caching policies, such as LRU (Least Recently Used) or LFU (Least Frequently Used), exhibit optimal performance only under specific traffic patterns. Even advanced machine learning-based methods, which detect patterns in…

Machine Learning · Computer Science 2024-06-18 Damiano Carra , Giovanni Neglia