Related papers: Online $\mathrm{L}^{\natural}$-Convex Minimization
We consider the problem of Online Convex Optimization (OCO) with two-point bandit feedback. In this setting, a player attempts to minimize a sequence of adversarially generated convex loss functions, while only observing the value of each…
In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…
In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…
Submodularity is one of the most well-studied properties of problem classes in combinatorial optimization and many applications of machine learning and data mining, with strong implications for guaranteed optimization. In this thesis, we…
Bandit algorithms have been predominantly analyzed in the convex setting with function-value based stationary regret as the performance measure. In this paper, motivated by online reinforcement learning problems, we propose and analyze…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…
In recent years, maximization of DR-submodular continuous functions became an important research field, with many real-worlds applications in the domains of machine learning, communication systems, operation research and economics. Most of…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
We study a generalization of the Online Convex Optimization (OCO) framework with time-varying adversarial constraints. In this setting, at each round, the learner selects an action from a convex decision set $X$, after which both a convex…
We consider online fractional covering problems with a convex objective, where the covering constraints arrive over time. Formally, we want to solve $\min\,\{f(x) \mid Ax\ge \mathbf{1},\, x\ge 0\},$ where the objective function…
We study the framework of universal dynamic regret minimization with strongly convex losses. We answer an open problem in Baby and Wang 2021 by showing that in a proper learning setup, Strongly Adaptive algorithms can achieve the near…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
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…
We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time.…
We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…
In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…