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
Alon, Noga; Gravin, Nick; Pollner, Tristan; Rubinstein, Aviad; Wang, Hongao; Weinberg, S Matthew; Zhang, Qianfan
(, Schloss Dagstuhl – Leibniz-Zentrum für Informatik)
Meka, Raghu
(Ed.)
{"Abstract":["We investigate prophet inequalities with competitive ratios approaching 1, seeking to generalize k-uniform matroids. We first show that large girth does not suffice: for all k, there exists a matroid of girth ≥ k and a prophet inequality instance on that matroid whose optimal competitive ratio is 1/2. Next, we show k-fold matroid unions do suffice: we provide a prophet inequality with competitive ratio 1-O(√{(log k)/k}) for any k-fold matroid union. Our prophet inequality follows from an online contention resolution scheme.\r\nThe key technical ingredient in our online contention resolution scheme is a novel bicriterion concentration inequality for arbitrary monotone 1-Lipschitz functions over independent items which may be of independent interest. Applied to our particular setting, our bicriterion concentration inequality yields "Chernoff-strength" concentration for a 1-Lipschitz function that is not (approximately) self-bounding."]}
Gupta, Anupam; Kumar, Amit; Panigrahi, Debmalya
(, Schloss Dagstuhl – Leibniz-Zentrum für Informatik)
Megow, Nicole; Smith, Adam
(Ed.)
In this paper, we study the weighted k-server problem on the uniform metric in both the offline and online settings. We start with the offline setting. In contrast to the (unweighted) k-server problem which has a polynomial-time solution using min-cost flows, there are strong computational lower bounds for the weighted k-server problem, even on the uniform metric. Specifically, we show that assuming the unique games conjecture, there are no polynomial-time algorithms with a sub-polynomial approximation factor, even if we use c-resource augmentation for c < 2. Furthermore, if we consider the natural LP relaxation of the problem, then obtaining a bounded integrality gap requires us to use at least 𝓁 resource augmentation, where 𝓁 is the number of distinct server weights. We complement these results by obtaining a constant-approximation algorithm via LP rounding, with a resource augmentation of (2+ε)𝓁 for any constant ε > 0. In the online setting, an exp(k) lower bound is known for the competitive ratio of any randomized algorithm for the weighted k-server problem on the uniform metric. In contrast, we show that 2𝓁-resource augmentation can bring the competitive ratio down by an exponential factor to only O(𝓁² log 𝓁). Our online algorithm uses the two-stage approach of first obtaining a fractional solution using the online primal-dual framework, and then rounding it online.
Bhore, Sujoy; Filtser, Arnold; Khodabandeh, Hadi; Toth, Csaba D.
(, 30th Annual European Symposium on Algorithms (ESA 2022))
Given a metric space ℳ = (X,δ), a weighted graph G over X is a metric t-spanner of ℳ if for every u,v ∈ X, δ(u,v) ≤ δ_G(u,v) ≤ t⋅ δ(u,v), where δ_G is the shortest path metric in G. In this paper, we construct spanners for finite sets in metric spaces in the online setting. Here, we are given a sequence of points (s₁, …, s_n), where the points are presented one at a time (i.e., after i steps, we have seen S_i = {s₁, … , s_i}). The algorithm is allowed to add edges to the spanner when a new point arrives, however, it is not allowed to remove any edge from the spanner. The goal is to maintain a t-spanner G_i for S_i for all i, while minimizing the number of edges, and their total weight. Under the L₂-norm in ℝ^d for arbitrary constant d ∈ ℕ, we present an online (1+ε)-spanner algorithm with competitive ratio O_d(ε^{-d} log n), improving the previous bound of O_d(ε^{-(d+1)}log n). Moreover, the spanner maintained by the algorithm has O_d(ε^{1-d}log ε^{-1})⋅ n edges, almost matching the (offline) optimal bound of O_d(ε^{1-d})⋅ n. In the plane, a tighter analysis of the same algorithm provides an almost quadratic improvement of the competitive ratio to O(ε^{-3/2}logε^{-1}log n), by comparing the online spanner with an instance-optimal spanner directly, bypassing the comparison to an MST (i.e., lightness). As a counterpart, we design a sequence of points that yields a Ω_d(ε^{-d}) lower bound for the competitive ratio for online (1+ε)-spanner algorithms in ℝ^d under the L₁-norm. Then we turn our attention to online spanners in general metrics. Note that, it is not possible to obtain a spanner with stretch less than 3 with a subquadratic number of edges, even in the offline setting, for general metrics. We analyze an online version of the celebrated greedy spanner algorithm, dubbed ordered greedy. With stretch factor t = (2k-1)(1+ε) for k ≥ 2 and ε ∈ (0,1), we show that it maintains a spanner with O(ε^{-1}logε^{-1})⋅ n^{1+1/k} edges and O(ε^{-1}n^{1/k}log² n) lightness for a sequence of n points in a metric space. We show that these bounds cannot be significantly improved, by introducing an instance that achieves an Ω(1/k⋅ n^{1/k}) competitive ratio on both sparsity and lightness. Furthermore, we establish the trade-off among stretch, number of edges and lightness for points in ultrametrics, showing that one can maintain a (2+ε)-spanner for ultrametrics with O(ε^{-1}logε^{-1})⋅ n edges and O(ε^{-2}) lightness.
Bhore, Sujoy; Filtser, Arnold; Khodabandeh, Hadi; Toth, Csaba D.
(, Proc. 30th Annual European Symposium on Algorithms (ESA))
Given a metric space ℳ = (X,δ), a weighted graph G over X is a metric t-spanner of ℳ if for every u,v ∈ X, δ(u,v) ≤ δ_G(u,v) ≤ t⋅ δ(u,v), where δ_G is the shortest path metric in G. In this paper, we construct spanners for finite sets in metric spaces in the online setting. Here, we are given a sequence of points (s₁, …, s_n), where the points are presented one at a time (i.e., after i steps, we have seen S_i = {s₁, … , s_i}). The algorithm is allowed to add edges to the spanner when a new point arrives, however, it is not allowed to remove any edge from the spanner. The goal is to maintain a t-spanner G_i for S_i for all i, while minimizing the number of edges, and their total weight. Under the L₂-norm in ℝ^d for arbitrary constant d ∈ ℕ, we present an online (1+ε)-spanner algorithm with competitive ratio O_d(ε^{-d} log n), improving the previous bound of O_d(ε^{-(d+1)}log n). Moreover, the spanner maintained by the algorithm has O_d(ε^{1-d}log ε^{-1})⋅ n edges, almost matching the (offline) optimal bound of O_d(ε^{1-d})⋅ n. In the plane, a tighter analysis of the same algorithm provides an almost quadratic improvement of the competitive ratio to O(ε^{-3/2}logε^{-1}log n), by comparing the online spanner with an instance-optimal spanner directly, bypassing the comparison to an MST (i.e., lightness). As a counterpart, we design a sequence of points that yields a Ω_d(ε^{-d}) lower bound for the competitive ratio for online (1+ε)-spanner algorithms in ℝ^d under the L₁-norm. Then we turn our attention to online spanners in general metrics. Note that, it is not possible to obtain a spanner with stretch less than 3 with a subquadratic number of edges, even in the offline setting, for general metrics. We analyze an online version of the celebrated greedy spanner algorithm, dubbed ordered greedy. With stretch factor t = (2k-1)(1+ε) for k ≥ 2 and ε ∈ (0,1), we show that it maintains a spanner with O(ε^{-1}logε^{-1})⋅ n^{1+1/k} edges and O(ε^{-1}n^{1/k}log² n) lightness for a sequence of n points in a metric space. We show that these bounds cannot be significantly improved, by introducing an instance that achieves an Ω(1/k⋅ n^{1/k}) competitive ratio on both sparsity and lightness. Furthermore, we establish the trade-off among stretch, number of edges and lightness for points in ultrametrics, showing that one can maintain a (2+ε)-spanner for ultrametrics with O(ε^{-1}logε^{-1})⋅ n edges and O(ε^{-2}) lightness.
Shi, Ming; Lin, Xiaojun; Jiao, Lei
(, IEEE INFOCOM 2021)
null
(Ed.)
There has been significant interest in leveraging limited look-ahead to achieve low competitive ratios for online convex optimization (OCO). However, existing online algorithms (such as Averaging Fixed Horizon Control (AFHC)) that can leverage look-ahead to reduce the competitive ratios still produce competitive ratios that grow unbounded as the coefficient ratio (i.e., the maximum ratio of the switching-cost coefficient and the service-cost coefficient) increases. On the other hand, the regularization method can attain a competitive ratio that remains bounded when the coefficient ratio is large, but it does not benefit from look-ahead. In this paper, we propose a new algorithm, called Regularization with Look-Ahead (RLA), that can get the best of both AFHC and the regularization method, i.e., its competitive ratio decreases with the look-ahead window size when the coefficient ratio is small, and remains bounded when the coefficient ratio is large. We also provide a matching lower bound for the competitive ratios of all online algorithms with look-ahead, which differs from the achievable competitive ratio of RLA by a factor that only depends on the problem size. The competitive analysis of RLA involves a non-trivial generalization of online primal-dual analysis to the case with look-ahead.
Pan, Weici, Shi, Guanya, Lin, Yiheng, and Wierman, Adam. Online Optimization with Feedback Delay and Nonlinear Switching Cost. Proceedings of the ACM on Measurement and Analysis of Computing Systems 6.1 Web. doi:10.1145/3508037.
Pan, Weici, Shi, Guanya, Lin, Yiheng, & Wierman, Adam. Online Optimization with Feedback Delay and Nonlinear Switching Cost. Proceedings of the ACM on Measurement and Analysis of Computing Systems, 6 (1). https://doi.org/10.1145/3508037
Pan, Weici, Shi, Guanya, Lin, Yiheng, and Wierman, Adam.
"Online Optimization with Feedback Delay and Nonlinear Switching Cost". Proceedings of the ACM on Measurement and Analysis of Computing Systems 6 (1). Country unknown/Code not available: Association for Computing Machinery (ACM). https://doi.org/10.1145/3508037.https://par.nsf.gov/biblio/10602486.
@article{osti_10602486,
place = {Country unknown/Code not available},
title = {Online Optimization with Feedback Delay and Nonlinear Switching Cost},
url = {https://par.nsf.gov/biblio/10602486},
DOI = {10.1145/3508037},
abstractNote = {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.},
journal = {Proceedings of the ACM on Measurement and Analysis of Computing Systems},
volume = {6},
number = {1},
publisher = {Association for Computing Machinery (ACM)},
author = {Pan, Weici and Shi, Guanya and Lin, Yiheng and Wierman, Adam},
}
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