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• W2956151243 abstract "In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property. Specifically, a sequence of monotone DR-submodular objective functions ${f_t(x)}_{t=1}^T$ and monotone linear budget functions ${langle p_t,x rangle }_{t=1}^T$ arrive over time and assuming a total targeted budget $B_T$, the goal is to choose points $x_t$ at each time $tin{1,dots,T}$, without knowing $f_t$ and $p_t$ on that step, to achieve sub-linear regret bound while the total budget violation $sum_{t=1}^T langle p_t,x_t rangle -B_T$ is sub-linear as well. Prior work has shown that achieving sub-linear regret is impossible if the budget functions are chosen adversarially. Therefore, we modify the notion of regret by comparing the agent against a $(1-frac{1}{e})$-approximation to the best fixed decision in hindsight which satisfies the budget constraint proportionally over any window of length $W$. We propose the Online Saddle Point Hybrid Gradient (OSPHG) algorithm to solve this class of online problems. For $W=T$, we recover the aforementioned impossibility result. However, when $W=o(T)$, we show that it is possible to obtain sub-linear bounds for both the $(1-frac{1}{e})$-regret and the total budget violation." @default.
• W2956151243 created "2019-07-12" @default.
• W2956151243 creator A5028806064 @default.
• W2956151243 creator A5082237467 @default.
• W2956151243 date "2019-06-30" @default.
• W2956151243 modified "2023-09-27" @default.
• W2956151243 title "Online Continuous DR-Submodular Maximization with Long-Term Budget Constraints" @default.
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