Related papers: Robust Learning for Smoothed Online Convex Optimiz…
Online optimization with memory costs has many real-world applications, where sequential actions are made without knowing the future input. Nonetheless, the memory cost couples the actions over time, adding substantial challenges.…
Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…
In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…
We introduce the Smoothed Online Optimization for Target Tracking (SOOTT) problem, a new framework that integrates three key objectives in online decision-making under uncertainty: (1) tracking cost for following a dynamically moving…
We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…
We introduce \textsc{$k$-lazyGD}, an online learning algorithm that bridges the gap between greedy Online Gradient Descent (OGD, for $k{=}1$) and lazy GD/dual-averaging (for $k{=}T$), creating a spectrum between reactive and stable updates.…
To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…
A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…
We study online convex optimization with switching costs, a practically important but also extremely challenging problem due to the lack of complete offline information. By tapping into the power of machine learning (ML) based optimizers,…
We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…
Meta-learning for offline reinforcement learning (OMRL) is an understudied problem with tremendous potential impact by enabling RL algorithms in many real-world applications. A popular solution to the problem is to infer task identity as…
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…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…
Self-supervised learning (SSL) is able to build latent representations that generalize well to unseen data. However, only a few SSL techniques exist for the online CL setting, where data arrives in small minibatches, the model must comply…
Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…
Scaling reinforcement learning (RL) has shown strong promise for enhancing the reasoning abilities of large language models (LLMs), particularly in tasks requiring long chain-of-thought generation. However, RL training efficiency is often…
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…
Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…
Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…