相关论文: Online Vector Balancing and Geometric Discrepancy
This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…
The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on $\mathbb{R}^d$ typically has order \(O(\sqrt{n})\) even in one dimension. We give a simple online algorithm that…
We present a new perspective on online learning that we refer to as gradient equilibrium: a sequence of iterates achieves gradient equilibrium if the average of gradients of losses along the sequence converges to zero. In general, this…
Sampling without replacement is a natural online rounding strategy for converting fractional bipartite matching into an integral one. In Online Bipartite Matching, we can use the Balance algorithm to fractionally match each online vertex,…
We study the Online Traveling Salesperson Problem (OLTSP) with predictions. In OLTSP, a sequence of initially unknown requests arrive over time at points (locations) of a metric space. The goal is, starting from a particular point of the…
This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…
We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…
In the online metric matching problem, $n$ servers and $n$ requests lie in a metric space. Servers are available upfront, and requests arrive sequentially. An arriving request must be matched immediately and irrevocably to an available…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…
Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…
Online classification is a central problem in optimization, statistical learning and data science. Classical algorithms such as the perceptron offer efficient updates and finite mistake guarantees on linearly separable data, but they do not…
In \emph{Online Sorting}, an array of $n$ initially empty cells is given. At each time step $t$, an element $x_t \in [0,1]$ arrives and must be placed irrevocably into an empty cell without any knowledge of future arrivals. We aim to…
In \emph{Online Sorting}, an array of $n$ initially empty cells is given. At each time step $t$, an element $x_t \in [0,1]$ arrives and must be placed irrevocably into an empty cell without any knowledge of future arrivals. We aim to…
We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…
We present a framework for analyzing the exact dynamics of a class of online learning algorithms in the high-dimensional scaling limit. Our results are applied to two concrete examples: online regularized linear regression and principal…
In the online disjoint set covers problem, the edges of a hypergraph are revealed online, and the goal is to partition them into a maximum number of disjoint set covers. That is, n nodes of a hypergraph are given at the beginning, and then…
Offline k-means clustering was studied extensively, and algorithms with a constant approximation are available. However, online clustering is still uncharted. New factors come into play: the ordering of the dataset and whether the number of…
Combinatorial discrepancy is a complexity measure of a collection of sets which quantifies how well the sets in the collection can be simultaneously balanced. More precisely, we are given an n-point set $P$, and a collection $\mathcal{F} =…
In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…