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We study Online Convex Optimization in the unbounded setting where neither predictions nor gradient are constrained. The goal is to simultaneously adapt to both the sequence of gradients and the comparator. We first develop parameter-free…

Machine Learning · Computer Science 2020-08-11 Zakaria Mhammedi , Wouter M. Koolen

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

In this paper we develop the first algorithms for online submodular minimization that preserve differential privacy under full information feedback and bandit feedback. A sequence of $T$ submodular functions over a collection of $n$…

Data Structures and Algorithms · Computer Science 2018-07-09 Adrian Rivera Cardoso , Rachel Cummings

This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

Optimization and Control · Mathematics 2023-03-24 Ruijie Hou , Xiuxian Li , Yang Shi

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…

Machine Learning · Statistics 2023-09-22 Chung-En Tsai , Hao-Chung Cheng , Yen-Huan Li

Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…

Data Structures and Algorithms · Computer Science 2025-11-18 Guokai Li , Zizhuo Wang , Jingwei Zhang

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…

Optimization and Control · Mathematics 2023-06-21 Khashayar Gatmiry , Zakaria Mhammedi

This paper studies online convex optimization with unknown linear budget constraints, where only the gradient information of the objective and the bandit feedback of constraint functions are observed. We propose a safe and efficient…

Optimization and Control · Mathematics 2025-03-10 Shanqi Liu , Xin Liu

The rise of connected personal devices together with privacy concerns call for machine learning algorithms capable of leveraging the data of a large number of agents to learn personalized models under strong privacy requirements. In this…

Machine Learning · Computer Science 2018-02-20 Aurélien Bellet , Rachid Guerraoui , Mahsa Taziki , Marc Tommasi

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

We present new differentially private algorithms for learning a large-margin halfspace. In contrast to previous algorithms, which are based on either differentially private simulations of the statistical query model or on private convex…

Machine Learning · Computer Science 2020-02-25 Huy L. Nguyen , Jonathan Ullman , Lydia Zakynthinou

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…

Machine Learning · Computer Science 2026-04-07 Haishan Ye

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.…

Signal Processing · Electrical Eng. & Systems 2024-07-12 Liangqi Liu , Wenqiang Pu , Yingru Li , Bo Jiu , Zhi-Quan Luo

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

This work addresses the problem of revenue maximization in a repeated, unlimited supply item-pricing auction while preserving buyer privacy. We present a novel algorithm that provides differential privacy with respect to the buyer's input…

Computer Science and Game Theory · Computer Science 2023-10-31 Joon Suk Huh

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

Machine Learning · Statistics 2024-04-16 Jiachun Li , David Simchi-Levi , Yining Wang

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

We deal with a general distributed constrained online learning problem with privacy over time-varying networks, where a class of nondecomposable objectives are considered. Under this setting, each node only controls a part of the global…

Optimization and Control · Mathematics 2024-05-28 Huqiang Cheng , Xiaofeng Liao , Huaqing Li

The offline reinforcement learning (RL) problem aims to learn an optimal policy from historical data collected by one or more behavioural policies (experts) by interacting with an environment. However, the individual experts may be…

Cryptography and Security · Computer Science 2025-11-25 Navodita Sharma , Vishnu Vinod , Abhradeep Thakurta , Alekh Agarwal , Borja Balle , Christoph Dann , Aravindan Raghuveer
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