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In Online Convex Optimization (OCO), when the stochastic gradient has a finite variance, many algorithms provably work and guarantee a sublinear regret. However, limited results are known if the gradient estimate has a heavy tail, i.e., the…

Machine Learning · Computer Science 2026-03-20 Zijian Liu

Conventional anti-jamming method mostly rely on frequency hopping to hide or escape from jammer. These approaches are not efficient in terms of bandwidth usage and can also result in a high probability of jamming. Different from existing…

Machine Learning · Computer Science 2021-03-29 Ali Pourranjbar , Georges Kaddoum , Aidin Ferdowsi , Walid Saad

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

Optimization and Control · Mathematics 2019-06-04 Víctor Valls , George Iosifidis , Douglas J. Leith , Leandros Tassiulas

Disturbance rejection in high-precision control applications can be significantly improved upon via online convex optimization (OCO). This includes classical techniques such as recursive least squares (RLS) and more recent, regret-based…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Joyce Lai , Peter Seiler

In many dynamic systems, decisions on system operation are updated over time, and the decision maker requires an online learning approach to optimize its strategy in response to the changing environment. When the loss and constraint…

Information Theory · Computer Science 2021-07-13 Juncheng Wang , Min Dong , Ben Liang , Gary Boudreau

This paper introduces a novel unsupervised jamming detection framework designed specifically for monostatic multiple-input multiple-output (MIMO)-orthogonal frequency-division multiplexing (OFDM) radar systems. The framework leverages echo…

Signal Processing · Electrical Eng. & Systems 2024-10-03 Luca Arcangeloni , Enrico Testi , Andrea Giorgetti

We investigate decentralized online convex optimization (D-OCO), in which a set of local learners are required to minimize a sequence of global loss functions using only local computations and communications. Previous studies have…

Machine Learning · Computer Science 2024-12-12 Yuanyu Wan , Tong Wei , Bo Xue , Mingli Song , Lijun Zhang

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

We extend the regret analysis of the online distributed weighted dual averaging (DWDA) algorithm [1] to the dynamic setting and provide the tightest dynamic regret bound known to date with respect to the time horizon for a distributed…

Optimization and Control · Mathematics 2020-12-11 Antoine Lesage-Landry , Duncan S. Callaway

This paper considers adaptive radar electronic counter-counter measures (ECCM) to mitigate ECM by an adversarial jammer. Our ECCM approach models the jammer-radar interaction as a Principal Agent Problem (PAP), a popular economics framework…

Signal Processing · Electrical Eng. & Systems 2022-12-06 Kunal Pattanayak , Shashwat Jain , Vikram Krishnamurthy , Chris Berry

We consider online convex optimization (OCO) over a heterogeneous network with communication delay, where multiple workers together with a master execute a sequence of decisions to minimize the accumulation of time-varying global costs. The…

Information Theory · Computer Science 2021-07-15 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

We provide an online convex optimization algorithm with regret that interpolates between the regret of an algorithm using an optimal preconditioning matrix and one using a diagonal preconditioning matrix. Our regret bound is never worse…

Machine Learning · Computer Science 2019-05-31 Ashok Cutkosky , Tamas Sarlos

Centered around solving the Online Saddle Point problem, this paper introduces the Online Convex-Concave Optimization (OCCO) framework, which involves a sequence of two-player time-varying convex-concave games. We propose the generalized…

Machine Learning · Computer Science 2023-12-18 Qing-xin Meng , Jian-wei Liu

The Hybrid Online Learning Problem, where features are drawn i.i.d. from an unknown distribution but labels are generated adversarially, is a well-motivated setting positioned between statistical and fully-adversarial online learning. Prior…

Machine Learning · Computer Science 2026-03-06 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

The constrained version of the standard online convex optimization (OCO) framework, called COCO is considered, where on every round, a convex cost function and a convex constraint function are revealed to the learner after it chooses the…

Machine Learning · Computer Science 2025-02-11 Rahul Vaze , Abhishek Sinha

Online convex optimization (OCO) with time-varying constraints is a critical framework for sequential decision-making in dynamic networked systems, where learners must minimize cumulative loss while satisfying regions of feasibility that…

Machine Learning · Computer Science 2026-03-17 Xiufeng Liu , Qian Chen , Zhijin Wang , Ruyu Liu

To expand the applicability of decentralized online learning, previous studies have proposed several algorithms for decentralized online continuous submodular maximization (D-OCSM) -- a non-convex/non-concave setting with continuous…

Machine Learning · Computer Science 2026-02-11 Yuanyu Wan , Yu Shen , Dingzhi Yu , Bo Xue , Mingli Song

We consider the online convex optimization (OCO) problem with quadratic and linear switching cost in the limited information setting, where an online algorithm can choose its action using only gradient information about the previous…

Machine Learning · Computer Science 2023-10-19 Spandan Senapati , Rahul Vaze