相关论文: Smoothed Online Optimization with Unreliable Predi…
Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…
In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…
We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…
We introduce the Smoothed Online Optimization for Target Tracking (SOOTT) problem, a new framework that integrates three key objectives in online decision-making under uncertainty: (1) tracking cost for following a dynamically moving…
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $\Omega(\sqrt{d})$ lower bound on the competitive ratio of any online…
In this paper, we investigate an online prediction strategy named as Discounted-Normal-Predictor (Kapralov and Panigrahy, 2010) for smoothed online convex optimization (SOCO), in which the learner needs to minimize not only the hitting cost…
We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…
Online algorithm selection (OAS) aims to adapt the optimization process to changes in the fitness landscape and is expected to outperform any single algorithm from a given portfolio. Although this expectation is supported by numerous…
Fairness and action smoothness are two crucial considerations in many online optimization problems, but they have yet to be addressed simultaneously. In this paper, we study a new and challenging setting of fairness-regularized smoothed…
We prove novel algorithmic guarantees for several online problems in the smoothed analysis model. In this model, at each time an adversary chooses an input distribution with density function bounded above by $\tfrac{1}{\sigma}$ times that…
We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…
In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…
In this paper, we study oracle-efficient algorithms for beyond worst-case analysis of online learning. We focus on two settings. First, the smoothed analysis setting of [RST11,HRS22] where an adversary is constrained to generating samples…
Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…
We introduce and study a class of online problems called online smoothed demand management $(\texttt{OSDM})$, motivated by paradigm shifts in grid integration and energy storage for large energy consumers such as data centers. In…
We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…
We study the smoothed online quadratic optimization (SOQO) problem where, at each round $t$, a player plays an action $x_t$ in response to a quadratic hitting cost and an additional squared $\ell_2$-norm cost for switching actions. This…
A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with…
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 study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the…