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Online Optimization with Predictions and Non-convex Losses

Authors: Lin, Yiheng; Goel, Gautam; Wierman, Adam;

Online Optimization with Predictions and Non-convex Losses

Abstract

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask:under what general conditions is it possible for an online learner to leverage predictions of future cost functions in order to achieve near-optimal costs? Prior work has provided near-optimal online algorithms for specific combinations of assumptions about hitting and switching costs, but no general results are known. In this work, we give two general sufficient conditions that specify a relationship between the hitting and movement costs which guarantees that a new algorithm, Synchronized Fixed Horizon Control (SFHC), achieves a 1+O(1/w) competitive ratio, where w is the number of predictions available to the learner. Our conditions do not require the cost functions to be convex, and we also derive competitive ratio results for non-convex hitting and movement costs. Our results provide the first constant, dimension-free competitive ratio for online non-convex optimization with movement costs. We also give an example of a natural problem, Convex Body Chasing (CBC), where the sufficient conditions are not satisfied and prove that no online algorithm can have a competitive ratio that converges to 1.

Country
United States
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Keywords

FOS: Computer and information sciences, non-convex optimization, Computer Science - Machine Learning, Statistics - Machine Learning, Online non-convex optimization, competitive analysis, Machine Learning (stat.ML), online convex optimization (OCO), Online non-convex optimization, online convex optimization (OCO), non-convex optimization, competitive analysis, 004, Machine Learning (cs.LG)

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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
20
Top 10%
Top 10%
Top 10%
Green
bronze