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We study the problem of online learning with dynamics, where a learner interacts with a stateful environment over multiple rounds. In each round of the interaction, the learner selects a policy to deploy and incurs a cost that depends on…

Machine Learning · Computer Science 2020-12-04 Kush Bhatia , Karthik Sridharan

This paper studies an online service caching problem, where an edge server, equipped with a prediction window of future service request arrivals, needs to decide which services to host locally subject to limited storage capacity. The edge…

Networking and Internet Architecture · Computer Science 2023-01-11 Siqi Fan , I-Hong Hou , Van Sy Mai

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The…

Machine Learning · Computer Science 2019-09-04 Yawei Zhao , Shuang Qiu , Ji Liu

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Travis E. Gibson , Sawal Acharya

This paper introduces a novel caching analysis that, contrary to prior work, makes no modeling assumptions for the file request sequence. We cast the caching problem in the framework of Online Linear Optimization (OLO), and introduce a…

Networking and Internet Architecture · Computer Science 2019-04-23 Georgios S. Paschos , Apostolos Destounis , Luigi Vigneri , George Iosifidis

We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We study the problem of dynamic regret minimization in online convex optimization, in which the objective is to minimize the difference between the cumulative loss of an algorithm and that of an arbitrary sequence of comparators. While the…

Machine Learning · Computer Science 2024-11-05 Andrew Jacobsen , Francesco Orabona

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Machine Learning · Statistics 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

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

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…

Machine Learning · Computer Science 2024-04-02 Raunak Kumar , Sarah Dean , Robert Kleinberg

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…

Machine Learning · Computer Science 2026-03-20 Mingyang Liu , Yongshan Chen , Zhiyuan Fan , Gabriele Farina , Asuman Ozdaglar , Kaiqing Zhang

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…

Optimization and Control · Mathematics 2014-02-28 Joon Kwon , Panayotis Mertikopoulos