{"title":"具有预测和反馈延迟的切换约束在线凸优化","authors":"Weici Pan, Zhenhua Liu","doi":"10.1145/3626570.3626573","DOIUrl":null,"url":null,"abstract":"In various applications such as smart grids, the online player is allowed a limited number of switches among decisions. Additionally, real-world scenarios often involve feedback delays or access to near-future predictions. Motivated by this, we study Online Convex Optimization with a switching limit, incorporating feedback delays and predictions. In this extended abstract, we established a near-optimal regret of O(T/S) for delayed feedbacks and a bound of O(T/S - t ) for predictions of t rounds even though the player is only allowed to move at most S times, in expectation, across T rounds. We developed an algorithm which achieves the bounds in both cases and still works when there are both delays and predictions.","PeriodicalId":35745,"journal":{"name":"Performance Evaluation Review","volume":"71 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Switching Constrained Online Convex Optimization with Predictions and Feedback Delays\",\"authors\":\"Weici Pan, Zhenhua Liu\",\"doi\":\"10.1145/3626570.3626573\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In various applications such as smart grids, the online player is allowed a limited number of switches among decisions. Additionally, real-world scenarios often involve feedback delays or access to near-future predictions. Motivated by this, we study Online Convex Optimization with a switching limit, incorporating feedback delays and predictions. In this extended abstract, we established a near-optimal regret of O(T/S) for delayed feedbacks and a bound of O(T/S - t ) for predictions of t rounds even though the player is only allowed to move at most S times, in expectation, across T rounds. We developed an algorithm which achieves the bounds in both cases and still works when there are both delays and predictions.\",\"PeriodicalId\":35745,\"journal\":{\"name\":\"Performance Evaluation Review\",\"volume\":\"71 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-09-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Performance Evaluation Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/3626570.3626573\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Computer Science\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Performance Evaluation Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3626570.3626573","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Computer Science","Score":null,"Total":0}
Switching Constrained Online Convex Optimization with Predictions and Feedback Delays
In various applications such as smart grids, the online player is allowed a limited number of switches among decisions. Additionally, real-world scenarios often involve feedback delays or access to near-future predictions. Motivated by this, we study Online Convex Optimization with a switching limit, incorporating feedback delays and predictions. In this extended abstract, we established a near-optimal regret of O(T/S) for delayed feedbacks and a bound of O(T/S - t ) for predictions of t rounds even though the player is only allowed to move at most S times, in expectation, across T rounds. We developed an algorithm which achieves the bounds in both cases and still works when there are both delays and predictions.