论文标题

懒惰的Lagrangians有预测在线学习的

Lazy Lagrangians with Predictions for Online Learning

论文作者

Anderson, Daron, Iosifidis, George, Leith, Douglas J.

论文摘要

我们考虑在线凸出优化的一般问题,并在对下一个成本和约束功能的预测存在下以及随时间变化的添加剂约束。一种新型的原始偶二算法是通过将跟随的规范领导者迭代与预测自适应动态步骤相结合来设计的。该算法达到$ \ MATHCAL O(t^{\ frac {3-β} {4}})$遗憾和$ \ Mathcal O(t^{\ frac {1+β} {2} {2}} {2}} {2}}} {2}}} {2}}} {2}})$约束违规限制,可以通过参数$β\!预测质量,最终达到$ \ Mathcal O(1)$后悔的完美预测。我们的工作扩展了该约束OCO设置的FTRL框架,并胜过各自的基于贪婪的解决方案,而没有对预测质量,成本函数或约束的几何形状施加条件,超出了凸度。

We consider the general problem of online convex optimization with time-varying additive constraints in the presence of predictions for the next cost and constraint functions. A novel primal-dual algorithm is designed by combining a Follow-The-Regularized-Leader iteration with prediction-adaptive dynamic steps. The algorithm achieves $\mathcal O(T^{\frac{3-β}{4}})$ regret and $\mathcal O(T^{\frac{1+β}{2}})$ constraint violation bounds that are tunable via parameter $β\!\in\![1/2,1)$ and have constant factors that shrink with the predictions quality, achieving eventually $\mathcal O(1)$ regret for perfect predictions. Our work extends the FTRL framework for this constrained OCO setting and outperforms the respective state-of-the-art greedy-based solutions, without imposing conditions on the quality of predictions, the cost functions or the geometry of constraints, beyond convexity.

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