Related papers: Online Convex Optimization with Switching Cost and…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose a unified framework named Online Compressed Gradient Tracking (OCGT),…
A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with…
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…
Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based…
This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on…
The dynamic competition between radar and jammer systems presents a significant challenge for modern Electronic Warfare (EW), as current active learning approaches still lack sample efficiency and fail to exploit jammer's characteristics.…
We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…
To deal with complicated constraints via locally light computations in distributed online learning, a recent study has presented a projection-free algorithm called distributed online conditional gradient (D-OCG), and achieved an…
In this paper, we present an improved analysis for dynamic regret of strongly convex and smooth functions. Specifically, we investigate the Online Multiple Gradient Descent (OMGD) algorithm proposed by Zhang et al. (2017). The original…
We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request…
We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any…
We consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…
We consider the setting of online convex optimization (OCO) with \textit{exp-concave} losses. The best regret bound known for this setting is $O(n\log{}T)$, where $n$ is the dimension and $T$ is the number of prediction rounds (treating all…
Orthogonality constraints are ubiquitous in robust and probabilistic machine learning. Unfortunately, current optimizers are computationally expensive and do not scale to problems with hundreds or thousands of constraints. One notable…
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
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…
In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…