Related papers: Online and Bandit Algorithms Beyond $\ell_p$ Norms
Optimization problems often involve vector norms, which has led to extensive research on developing algorithms that can handle objectives beyond the $\ell_p$ norms. Our work introduces the concept of submodular norms, which are a versatile…
We introduce online learning with vector costs (\OLVCp) where in each time step $t \in \{1,\ldots, T\}$, we need to play an action $i \in \{1,\ldots,n\}$ that incurs an unknown vector cost in $[0,1]^{d}$. The goal of the online algorithm is…
Many classical problems in theoretical computer science involve norm, even if implicitly; for example, both XOS functions and downward-closed sets are equivalent to some norms. The last decade has seen a lot of interest in designing…
Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…
We give a polynomial time reduction from vector scheduling problem (VS) to generalized load balancing problem (GLB). This reduction gives the first non-trivial online algorithm for VS where vectors come in an online fashion. The online…
We provide a new understanding of the stochastic gradient bandit algorithm by showing that it converges to a globally optimal policy almost surely using \emph{any} constant learning rate. This result demonstrates that the stochastic…
We show that the \emph{stochastic gradient} bandit algorithm converges to a \emph{globally optimal} policy at an $O(1/t)$ rate, even with a \emph{constant} step size. Remarkably, global convergence of the stochastic gradient bandit…
In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…
Online and stochastic gradient methods have emerged as potent tools in large scale optimization with both smooth convex and nonsmooth convex problems from the classes $C^{1,1}(\reals^p)$ and $C^{1,0}(\reals^p)$ respectively. However to our…
We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…
We establish a link between a class of discrete choice models and the theory of online learning and multi-armed bandits. Our contributions are: (i) sublinear regret bounds for a broad algorithmic family, encompassing Exp3 as a special case;…
Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…
Bandit based optimisation has a remarkable advantage over gradient based approaches due to their global perspective, which eliminates the danger of getting stuck at local optima. However, for continuous optimisation problems or problems…
Most known algorithms in the streaming model of computation aim to approximate a single function such as an $\ell_p$-norm. In 2009, Nelson [\url{https://sublinear.info}, Open Problem 30] asked if it possible to design \emph{universal…
The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are…
We present a new perspective on online learning that we refer to as gradient equilibrium: a sequence of iterates achieves gradient equilibrium if the average of gradients of losses along the sequence converges to zero. In general, this…
Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…
Online algorithms that allow a small amount of migration or recourse have been intensively studied in the last years. They are essential in the design of competitive algorithms for dynamic problems, where objects can also depart from the…