Research map / Bandits and online learning / Online convex optimization and games
Online Optimization with Memory and Competitive Control
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Extend ROBD to structured switching costs with multi-step memory | ROBD · OCO with structured memory, exact prediction | competitive ratio | Helped |
| Add accurate-sequence tracking and optimistic selection over the estimation set | ROBD · OCO with structured memory, inexact prediction | competitive cost | Helped |
| Reduce Input-Disturbed Squared Regulators to OCO with structured memory | Optimistic ROBD · Input-Disturbed Squared Regulators | competitive cost | Helped |
| Use the estimation-set diameter to tune the bound when disturbance estimates are good | Algorithm using Optimistic ROBD · Input-Disturbed Squared Regulators with bounded estimation-set diameter | competitive cost | Helped |
| Use a bound independent of the disturbance estimation-set size | Algorithm using Optimistic ROBD · Input-Disturbed Squared Regulators with unbounded estimation-set diameter | competitive ratio | Helped |
| Replace the true offline-optimal benchmark with the best offline linear controller | Online control evaluation · Input-Disturbed Squared Regulators | cost | Hurt |
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