Related papers: Constrained Online Convex Optimization with Memory…
This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…
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…
Factorization Machine (FM) is a supervised learning approach with a powerful capability of feature engineering. It yields state-of-the-art performance in various batch learning tasks where all the training data is made available prior to…
We consider the problem of the Zinkevich (2003)-style dynamic regret minimization in online learning with exp-concave losses. We show that whenever improper learning is allowed, a Strongly Adaptive online learner achieves the dynamic regret…
In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…
We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner…
We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…
We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…
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…
For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…
In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…
In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear…
We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…
We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us…
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…
We revisit the Follow the Regularized Leader (FTRL) framework for Online Convex Optimization (OCO) over compact sets, focusing on achieving dynamic regret guarantees. Prior work has highlighted the framework's limitations in dynamic…
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…
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…
We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…