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Title: Online Optimization with Feedback Delay and Nonlinear Switching Cost
We study a variant of online optimization in which the learner receives k-rounddelayed feedback about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a nonlinear manner. Our main result shows that a novel Iterative Regularized Online Balanced Descent (iROBD) algorithm has a constant, dimension-free competitive ratio that is $O(L^2k )$, where L is the Lipschitz constant of the switching cost. Additionally, we provide lower bounds that illustrate the Lipschitz condition is required and the dependencies on k and L are tight. Finally, via reductions, we show that this setting is closely related to online control problems with delay, nonlinear dynamics, and adversarial disturbances, where iROBD directly offers constant-competitive online policies.  more » « less
Award ID(s):
2105648 2146814 2106403
PAR ID:
10602486
Author(s) / Creator(s):
 ;  ;  ;  
Publisher / Repository:
Association for Computing Machinery (ACM)
Date Published:
Journal Name:
Proceedings of the ACM on Measurement and Analysis of Computing Systems
Volume:
6
Issue:
1
ISSN:
2476-1249
Format(s):
Medium: X Size: p. 1-34
Size(s):
p. 1-34
Sponsoring Org:
National Science Foundation
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