相关论文: Optimality of the Subgradient Algorithm in the Sto…

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

This paper studies an online optimization problem with a finite prediction window of cost functions and additional switching costs on decisions. We propose two gradient-based online algorithms: Receding Horizon Gradient Descent (RHGD), and…

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of…

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…

We consider a natural model of online preference aggregation, where sets of preferred items $R_1, R_2, \ldots, R_t$ along with a demand for $k_t$ items in each $R_t$, appear online. Without prior knowledge of $(R_t, k_t)$, the learner…

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…

In this paper we propose a framework for solving constrained online convex optimization problem. Our motivation stems from the observation that most algorithms proposed for online convex optimization require a projection onto the convex set…

We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…