arXiv Machine Learning

Geometry-Dependent Online and Offline Approximation for Non-Monotone DR-Submodular Maximization

arXiv AI
Sep 3

Online Non-Monotone DR-Submodular Maximization Matching the Offline $0.401$ Factor

The paper presents an online algorithm that achieves the same $0.401$ approximation factor for maximizing nonnegative, non-monotone DR-submodular functions over compact convex down-closed subsets of the $d$-dimensional unit cube as the best known offline construction. In the full-information value-oracle model, the algorithm attains this factor with sublinear regret, using $O(dT^{1/4})$ oracle calls per round and $O(T^{3/4})$ regret, and offers flexible batching trade-offs. Under a positive-anchor condition, a randomized blocking strategy preserves the $0.401$ factor while achieving $O(T^{5/6})$ one-point bandit regret.

By Vaneet Aggarwal, Yiyang Lu
Hugging Face Trending Papers
Sep 17

Stable Movement for Nondual Lipschitz Convex Optimization: Efficiency and Nearly Optimal Oracle Rates

We study efficient algorithms for realizing the first-order oracle complexity of optimization of $G$-Lipschitz convex functions with respect to the $\ell_{q}$-norm over an $\ell_{p}$-ball of radius $R$, where $1\leq p,q\leq \infty$. For $p<q$, we obtain error $\widetilde{O}_{p,q}(GR/T^{1/p-(1/q-1/2)_{+}})$ after $T$ oracle queries, efficiently realizing the nearly optimal rates of (MBG+26), thereby resolving the nonsmooth end of the COLT 2015 open problem (Guz15b).

arXiv Machine Learning
Jun 15

Online Convex Optimization with Sublinear Noisy Probes

arXiv:2606. 14640v1 Announce Type: new Abstract: We study Online Convex Optimization (OCO) over a convex set $K\subseteq \mathbb R^d$, where in each round $t$ the learner selects $x_t\in K$ and then observes a convex loss $f_t:K\to[0,1]$, with the goal of minimizing regret to the best fixed decision in hindsight.

By Simone Di Gregorio, Anupam Gupta, Stefano Leonardi, Matteo Russo
arXiv Machine Learning
Oct 3

Sharp Oracle-Regret Tradeoffs for Projection-Free Online Convex Optimization

The paper studies online convex optimization when the learner can only query an exact linear optimization oracle. It establishes a dimension‑free minimax expected regret bound of θ(GD max{√T, T/(1+min{Q,BT})^{1/4}}) for convex G‑Lipschitz losses, where Q is the total oracle budget and B the per‑round limit. The authors provide matching lower and upper bounds, showing how strict per‑round or total‑budget constraints affect the achievable regret, and extend the analysis to smooth losses with curvature‑dependent bounds.

By Vaneet Aggarwal
arXiv Machine Learning
Sep 18

The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings

arXiv:2609. 20687v1 Announce Type: cross Abstract: We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p < q$) can improve convergence rates in convex optimization, and matching prior lower bounds up to logarithmic factors.

By David Mart\'inez-Rubio, Brian Bullins, Crist\'obal Guzm\'an, Mathieu Molina