Learning fast and slow for online time series forecasting

Q Pham, C Liu, D Sahoo, SCH Hoi - arXiv preprint arXiv:2202.11672, 2022 - arxiv.org
The fast adaptation capability of deep neural networks in non-stationary environments is
critical for online time series forecasting. Successful solutions require handling changes to …

DAdam: A Consensus-Based Distributed Adaptive Gradient Method for Online Optimization

P Nazari, DA Tarzanagh… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Adaptive optimization methods, such as AdaGrad, RMSProp, and Adam, are widely used in
solving large-scale machine learning problems. A number of schemes have been proposed …

Online nonconvex optimization with limited instantaneous oracle feedback

Z Guan, Y Zhou, Y Liang - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
We investigate online nonconvex optimization from a local regret minimization perspective.
Previous studies along this line implicitly required the access to sufficient gradient oracles at …

Single loop gaussian homotopy method for non-convex optimization

H Iwakiri, Y Wang, S Ito… - Advances in Neural …, 2022 - proceedings.neurips.cc
The Gaussian homotopy (GH) method is a popular approach to finding better stationary
points for non-convex optimization problems by gradually reducing a parameter value $ t …

Online bilevel optimization: Regret analysis of online alternating gradient methods

DA Tarzanagh, P Nazari, B Hou… - International …, 2024 - proceedings.mlr.press
This paper introduces\textit {online bilevel optimization} in which a sequence of time-varying
bilevel problems is revealed one after the other. We extend the known regret bounds for …

Non-convex bilevel optimization with time-varying objective functions

S Lin, D Sow, K Ji, Y Liang… - Advances in Neural …, 2024 - proceedings.neurips.cc
Bilevel optimization has become a powerful tool in a wide variety of machine learning
problems. However, the current nonconvex bilevel optimization considers an offline dataset …

Act Now: A Novel Online Forecasting Framework for Large-Scale Streaming Data

D Liang, H Zhang, J Wang, D Yuan… - arXiv preprint arXiv …, 2024 - arxiv.org
In this paper, we find that existing online forecasting methods have the following issues: 1)
They do not consider the update frequency of streaming data and directly use labels (future …

On the Hardness of Online Nonconvex Optimization with Single Oracle Feedback

Z Guan, Y Zhou, Y Liang - The Twelfth International Conference on …, 2024 - openreview.net
Online nonconvex optimization has been an active area of research recently. Previous
studies either considered the global regret with full information about the objective functions …

[PDF][PDF] On Tractable Φ-Equilibria in Non-Concave Games

Y Cai, C Daskalakis, H Luo, CY Wei… - arXiv preprint arXiv …, 2024 - weiqiang-zheng.com
Abstract While Online Gradient Descent and other no-regret learning procedures are known
to efficiently converge to a coarse correlated equilibrium in games where each agent's utility …

Transformer-based probabilistic demand forecasting with adaptive online learning

J Wang, D Xu, Y Li, M Shahidehpour, T Yang - Electric Power Systems …, 2025 - Elsevier
Demand forecasting is crucial for the operation and planning of the energy and power
industry. Accurate demand forecasting can assist decision-makers in reducing operational …