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Online Non-convex Learning in Dynamic Environments

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Parameter-free non-stationary online learning

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Extends follow-the-perturbed-leader (FTPL) non-convex online learning to dynamic environments, proposing FTPL-D (restarted FTPL), FTPL-D+ (meta-tracked restarts with randomized sampling), and FTPL-A (geometric covering intervals with AdaNormalHedge) for dynamic and strongly adaptive regret.

Problem

Online learning with non-convex losses in dynamic environments, where static regret is inadequate because the comparator shifts over time; the paper targets dynamic regret and strongly adaptive regret with guarantees.

Approach

Restart FTPL periodically (FTPL-D) to get O(T^{2/3}(V_T+1)^{1/3}) dynamic regret; track restart parameters with Hedge using randomized expert sampling since non-convex outputs cannot be averaged (FTPL-D+); and build geometric covering intervals with FTPL experts combined by AdaNormalHedge with randomized sampling to get O(sqrt(tau) log T) strongly adaptive regret (FTPL-A), which also yields near-o

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
restart FTPL periodically using the known functional variation to set the restart intervalFTPL-D · Dynamic regretdynamic regret bound: O(T^{2/3}(V_T + 1)^{1/3})Helped
run multiple restarted FTPL instances with different restart intervals and track them with randomized HedgeFTPL-D · Dynamic regretdynamic regret bound: O(T^{2/3}(V_T + 1)^{1/3})Helped
use geometric-covering intervals and AdaNormalHedge to combine FTPL expertsFTPL-A · Strongly adaptive regretstrongly adaptive regret bound: O(√τ log T)Helped
use FTPL-A to minimize adaptive regret while also bounding dynamic regretFTPL-A · Dynamic regretdynamic regret bound: ˜O(T^{2/3}(V_T + 1)^{1/3})Helped
use FTPL-D+ or FTPL-A instead of FTPL in abruptly changing and gradually evolving environmentsOnline constrained meta-learning with imitation learning · Meta-imitation learningcumulative lossHelped
use FTPL-D+ or FTPL-A instead of FTPL in abruptly changing task environmentsRobust few-shot image classification · CUB-200-2011, 5-way 5-shotclean accuracyHelped
use FTPL-D+ or FTPL-A instead of FTPL in abruptly changing task environmentsRobust few-shot image classification · CUB-200-2011, 5-way 5-shotPGD accuracyHelped
use FTPL-D+ or FTPL-A instead of FTPL in abruptly changing task environmentsRobust few-shot image classification · CUB-200-2011, 5-way 5-shotB-scoreHelped

Limitations

Experimental setup

Datasets: LASA-style letter demonstrations from Huang et al. 2019 CUB-200-2011

Benchmarks: Meta-imitation learning (letter writing, abruptly changing and gradually evolving environments) CUB-200-2011 robust 5-way 5-shot classification

Metrics: instantaneous loss cumulative loss clean accuracy PGD accuracy B-score constraint violation dynamic regret bound strongly adaptive regret bound

Baselines: FTPL Restarted OGD (convex, theoretical comparison) CBCE (theoretical comparison)

Builds on: Follow the perturbed leader (Suggala and Netrapalli 2020) Restarted OGD (Besbes et al. 2015) Strongly adaptive online learning (Daniely et al. 2015) AdaNormalHedge (Luo and Schapire 2015) Sleeping coin betting (Jun et al. 2017)

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