Online optimization in dynamic environments: Improved regret rates for strongly convex problems

A Mokhtari, S Shahrampour… - 2016 IEEE 55th …, 2016 - ieeexplore.ieee.org
In this paper, we address tracking of a time-varying parameter with unknown dynamics. We
formalize the problem as an instance of online optimization in a dynamic setting. Using …

Online optimal control with linear dynamics and predictions: Algorithms and regret analysis

Y Li, X Chen, N Li - Advances in Neural Information …, 2019 - proceedings.neurips.cc
This paper studies the online optimal control problem with time-varying convex stage costs
for a time-invariant linear dynamical system, where a finite lookahead window of accurate …

Adaptive regret for control of time-varying dynamics

P Gradu, E Hazan, E Minasyan - Learning for Dynamics …, 2023 - proceedings.mlr.press
We consider the problem of online control of systems with time-varying linear dynamics. To
state meaningful guarantees over changing environments, we introduce the metric of {\it …

Online optimization with predictions and switching costs: Fast algorithms and the fundamental limit

Y Li, G Qu, N Li - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article considers online optimization with a finite prediction window of cost functions
and additional switching costs on the decisions. We study the fundamental limits of dynamic …

Adaptivity and non-stationarity: Problem-dependent dynamic regret for online convex optimization

P Zhao, YJ Zhang, L Zhang, ZH Zhou - Journal of Machine Learning …, 2024 - jmlr.org
We investigate online convex optimization in non-stationary environments and choose
dynamic regret as the performance measure, defined as the difference between cumulative …

Online convex optimization with time-varying constraints and bandit feedback

X Cao, KJR Liu - IEEE Transactions on automatic control, 2018 - ieeexplore.ieee.org
In this paper, online convex optimization problem with time-varying constraints is studied
from the perspective of an agent taking sequential actions. Both the objective function and …

Tracking slowly moving clairvoyant: Optimal dynamic regret of online learning with true and noisy gradient

T Yang, L Zhang, R Jin, J Yi - International Conference on …, 2016 - proceedings.mlr.press
This work focuses on dynamic regret of online convex optimization that compares the
performance of online learning to a clairvoyant who knows the sequence of loss functions in …

Dynamic regret of convex and smooth functions

P Zhao, YJ Zhang, L Zhang… - Advances in Neural …, 2020 - proceedings.neurips.cc
We investigate online convex optimization in non-stationary environments and choose the
dynamic regret as the performance measure, defined as the difference between cumulative …

Adaptive online learning in dynamic environments

L Zhang, S Lu, ZH Zhou - Advances in neural information …, 2018 - proceedings.neurips.cc
In this paper, we study online convex optimization in dynamic environments, and aim to
bound the dynamic regret with respect to any sequence of comparators. Existing work have …

Logarithmic regret for online control

N Agarwal, E Hazan, K Singh - Advances in Neural …, 2019 - proceedings.neurips.cc
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 …