SYNTOLOGY HomeExplorerAtlasCodeMethodologyAboutDevelopersFeedPricing
Paper · 2002.05318 · NeurIPS · 2020

Online Optimization with Memory and Competitive Control

Guanya Shi, Yiheng Lin, Yisong Yue, Adam Wierman

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 2 functions out of this paper's own repositories and ran 2 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

FunctionStatusWhere it lives
best_linear Ran GuanyaShi/NeurIPS-2020-Online-Optimization-and-Competitive-Control/utils_1d.py
pointer only (licence: NONE) · get_code("def209e0a2934b07")
cost_linear Ran GuanyaShi/NeurIPS-2020-Online-Optimization-and-Competitive-Control/utils_1d.py
pointer only (licence: NONE) · get_code("2cc8e4ed678028d5")

Repositories linked to this paper

Some links come from the archived Papers with Code dataset (CC BY-SA 4.0): attribution and licence.

Abstract

This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous p decisions. This setting generalizes Smoothed Online Convex Optimization. The proposed approach, Optimistic Regularized Online Balanced Descent, achieves a constant, dimension-free competitive ratio. Further, we show a connection between online optimization with memory and online control with adversarial disturbances. This connection, in turn, leads to a new constant-competitive policy for a rich class of online control problems. 2 [23,30]. The goal of the online learner is to minimize its total cost over T rounds: cost(ALG) = T t=1 f t (y t ) + c(y t , y t-1 ).

For agents

The same record, over MCP at https://syntology.ai/mcp:

get_harvested_code_for_paper("2002.05318")
get_code_for_paper("2002.05318")
have("2002.05318")

Connect an agent — have() is free.