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In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

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

A reciprocal recommendation problem is one where the goal of learning is not just to predict a user's preference towards a passive item (e.g., a book), but to recommend the targeted user on one side another user from the other side such…

Machine Learning · Computer Science 2018-06-05 Fabio Vitale , Nikos Parotsidis , Claudio Gentile

Emerging networked systems become increasingly flexible and reconfigurable. This introduces an opportunity to adjust networked systems in a demand-aware manner, leveraging spatial and temporal locality in the workload for online…

Data Structures and Algorithms · Computer Science 2019-05-08 Chen Avin , Ingo van Duijn , Stefan Schmid

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

Optimization and Control · Mathematics 2025-09-09 Erwan Meunier , Julien M. Hendrickx

Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…

Machine Learning · Statistics 2020-10-16 Haoyu Chen , Wenbin Lu , Rui Song

The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…

Signal Processing · Electrical Eng. & Systems 2018-07-18 Shaofeng Zou , Venugopal V. Veeravalli , Jian Li , Don Towsley

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

We initiate the study of online routing problems with predictions, inspired by recent exciting results in the area of learning-augmented algorithms. A learning-augmented online algorithm which incorporates predictions in a black-box manner…

Data Structures and Algorithms · Computer Science 2022-07-01 Hsiao-Yu Hu , Hao-Ting Wei , Meng-Hsi Li , Kai-Min Chung , Chung-Shou Liao

We initiate the systematic study of decision-theoretic metrics in the design and analysis of algorithms with machine-learned predictions. We introduce approaches based on both deterministic measures such as distance-based evaluation, that…

Data Structures and Algorithms · Computer Science 2025-09-16 Spyros Angelopoulos , Christoph Dürr , Georgii Melidi

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

Prediction with experts' advice is one of the most fundamental problems in online learning and captures many of its technical challenges. A recent line of work has looked at online learning through the lens of differential equations and…

Machine Learning · Computer Science 2022-10-04 Victor Sanches Portella , Christopher Liaw , Nicholas J. A. Harvey

Autonomous mobile robots require accurate human motion predictions to safely and efficiently navigate among pedestrians, whose behavior may adapt to environmental changes. This paper introduces a self-supervised continual learning framework…

Robotics · Computer Science 2022-02-16 Luzia Knoedler , Chadi Salmi , Hai Zhu , Bruno Brito , Javier Alonso-Mora

We consider the problem of online dynamic power management that provides hard real-time guarantees. In this problem, each of the given jobs is associated with an arrival time, a deadline, and an execution time, and the objective is to…

Data Structures and Algorithms · Computer Science 2013-04-09 Jian-Jia Chen , Mong-Jen Kao , D. T. Lee , Ignaz Rutter , Dorothea Wagner

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

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…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Motivated by a variety of online matching platforms, we consider demand and supply units which are located i.i.d. in [0,1]^d, and each demand unit needs to be matched with a supply unit. The goal is to minimize the expected average distance…

Probability · Mathematics 2023-10-10 Yash Kanoria