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We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption matrix based on a given context vector and then solves a…

Machine Learning · Computer Science 2022-06-16 Heyuan Liu , Paul Grigas

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…

Machine Learning · Computer Science 2018-07-23 Mahdi Azarafrooz

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

We propose and study an online version of min-max optimization based on cumulative saddle points under a variety of performance measures beyond convex-concave settings. After first observing the incompatibility of (static) Nash equilibrium…

Machine Learning · Computer Science 2026-02-12 Abhijeet Vyas , Brian Bullins

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

This work focuses on the downlink of a single-cell multi-user system in which a base station (BS) equipped with $M$ antennas communicates with $K$ single-antenna users through a reconfigurable intelligent surface (RIS) installed in the…

Information Theory · Computer Science 2019-12-09 Qurrat-Ul-Ain Nadeem , Abla Kammoun , Anas Chaaban , Merouane Debbah , Mohamed-Slim Alouini

Kernel online convex optimization (KOCO) is a framework combining the expressiveness of non-parametric kernel models with the regret guarantees of online learning. First-order KOCO methods such as functional gradient descent require only…

Machine Learning · Statistics 2017-06-16 Daniele Calandriello , Alessandro Lazaric , Michal Valko

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

Signal-to-interference plus noise ratio (SINR) and rate fairness in a system are substantial quality-of-service (QoS) metrics. The acclaimed SINR maximization (max-SINR) algorithm does not achieve fairness between user's streams, i.e.,…

Information Theory · Computer Science 2016-11-17 Cenk M. Yetis , Yong Zeng , Kushal Anand , Yong Liang Guan , Erry Gunawan

Bandit convex optimization (BCO) is a fundamental online learning framework with partial feedback, where the learner observes only the loss incurred at the chosen decision point in each round. In this work, we investigate whether optimistic…

Machine Learning · Computer Science 2026-05-22 Shuche Wang , Adarsh Barik , Vincent Y. F. Tan

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

Online Feedback Optimization (OFO) controllers steer a system to its optimal operating point by treating optimization algorithms as auxiliary dynamic systems. Implementation of OFO controllers requires setting the parameters of the…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Marta Zagorowska , Lukas Ortmann , Alisa Rupenyan , Mehmet Mercangoez , Lars Imsland

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

In several applications of online optimization to networked systems such as power grids and robotic networks, information about the system model and its disturbances is not generally available. Within the optimization community, increasing…

Optimization and Control · Mathematics 2025-09-01 Caio Kalil Lauand , Andrey Bernstein

In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…

Machine Learning · Computer Science 2021-01-01 Yihan Zhou , Victor S. Portella , Mark Schmidt , Nicholas J. A. Harvey

Multichannel speech enhancement is widely used as a front-end in microphone array processing systems. While most existing approaches produce a single enhanced signal, direction-preserving multiple-input multiple-output (MIMO) methods…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-14 Thomas Deppisch

Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…

Machine Learning · Computer Science 2020-07-07 Xiaowei Hu , Prashanth L. A. , András György , Csaba Szepesvári

Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…

Machine Learning · Computer Science 2024-07-17 Spencer Hutchinson , Mahnoosh Alizadeh

In this work, we characterize the outage probability (OP) of an intelligent reflecting surface (IRS) assisted multi-user multiple-input-single-output (MU-MISO) communication system. Using a two-step approximation method, we approximate the…

Information Theory · Computer Science 2022-08-09 Lakshmi Jayalal , Shashank Shekhar , Athira Subhash , Sheetal Kalyani
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