Related papers: Optimal and Efficient Algorithms for Decentralized…
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…
Online eXp-concave Optimization (OXO) is a fundamental problem in online learning, where the goal is to minimize regret when loss functions are exponentially concave. The standard algorithm, Online Newton Step (ONS), guarantees an optimal…
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…
This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…
This paper presents new projection-free algorithms for Online Convex Optimization (OCO) over a convex domain $\mathcal{K} \subset \mathbb{R}^d$. Classical OCO algorithms (such as Online Gradient Descent) typically need to perform Euclidean…
We introduce the problem of $k$-chasing of convex functions, a simultaneous generalization of both the famous k-server problem in $R^d$, and of the problem of chasing convex bodies and functions. Aside from fundamental interest in this…
Some of the most compelling applications of online convex optimization, including online prediction and classification, are unconstrained: the natural feasible set is R^n. Existing algorithms fail to achieve sub-linear regret in this…
We introduce a novel online convex optimization (OCO) framework to estimate the user's signal-to-interference-plus-noise ratio (SINR) from ACK/NACK feedback, channel quality indicator (CQI) reports, and previously selected modulation and…
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…
In this work, we study nonconvex-strongly convex online bilevel optimization (OBO) using only first-order oracle. Existing OBO algorithms are mainly based on hypergradient descent, which requires access to a Hessian-vector product (HVP)…
Motivated by the challenge of nonstationarity in sequential decision making, we study Online Convex Optimization (OCO) under the coupling of two problem structures: the domain is unbounded, and the comparator sequence $u_1,\ldots,u_T$ is…
This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex…
In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…
We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…
The dynamic competition against intelligent jammer systems presents a significant challenge to modern radar. Traditional active anti-jamming strategy learning methods often suffer from low sample efficiency and fail to fully exploit the…
We propose an online convex optimization algorithm (RescaledExp) that achieves optimal regret in the unconstrained setting without prior knowledge of any bounds on the loss functions. We prove a lower bound showing an exponential separation…
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…
This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…
We consider a decentralized optimization problem for networks affected by communication delays. Examples of such networks include collaborative machine learning, sensor networks, and multi-agent systems. To mimic communication delays, we…
Unlike classical control theory, such as Linear Quadratic Control (LQC), real-world control problems are highly complex. These problems often involve adversarial perturbations, bandit feedback models, and non-quadratic, adversarially chosen…