Online Optimization with Predictions and Non-convex Losses

@article{Lin2020OnlineOW,
  title={Online Optimization with Predictions and Non-convex Losses},
  author={Yiheng Lin and Gautam Goel and Adam Wierman},
  journal={Proceedings of the ACM on Measurement and Analysis of Computing Systems},
  year={2020},
  volume={4},
  pages={1 - 32}
}
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… Expand
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