相关论文: One-Point Sampling for Distributed Bandit Convex O…

This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex…

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

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…

This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…

We investigate the distributed DC-Optimal Power Flow (DC-OPF) problem for a dynamic and uncertain environment. The unpredictable supply of renewable resources and varying prices of the electricity market are a few factors responsible for…

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any…

We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

We investigate constrained online convex optimization, in which decisions must belong to a fixed and typically complicated domain, and are required to approximately satisfy additional time-varying constraints over the long term. In this…

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form $\sum\limits_{t=1}^T\big([g(x_t)]_+\big)^2=O(T^{1-\beta})$, where $\beta\in(0,1)$. Previous literature has focused…

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…