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Research map / Bandits and online learning / Online convex optimization and games

Online Optimization with Memory and Competitive Control

NeurIPS 2020 · Bandits and online learning › Online convex optimization and games · approach: Constrained and unconstrained OCO algorithms · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Extend ROBD to structured switching costs with multi-step memoryROBD · OCO with structured memory, exact predictioncompetitive ratioHelped
Add accurate-sequence tracking and optimistic selection over the estimation setROBD · OCO with structured memory, inexact predictioncompetitive costHelped
Reduce Input-Disturbed Squared Regulators to OCO with structured memoryOptimistic ROBD · Input-Disturbed Squared Regulatorscompetitive costHelped
Use the estimation-set diameter to tune the bound when disturbance estimates are goodAlgorithm using Optimistic ROBD · Input-Disturbed Squared Regulators with bounded estimation-set diametercompetitive costHelped
Use a bound independent of the disturbance estimation-set sizeAlgorithm using Optimistic ROBD · Input-Disturbed Squared Regulators with unbounded estimation-set diametercompetitive ratioHelped
Replace the true offline-optimal benchmark with the best offline linear controllerOnline control evaluation · Input-Disturbed Squared RegulatorscostHurt

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