Smoothed Online Optimization for Regression and Control
Not on the map. Why?
Abstract (arXiv)
We consider Online Convex Optimization (OCO) in the setting where the costs are m-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced Descent (OBD) algorithm is constant competitive in this setting, with competitive ratio 3 + O(1/m), irrespective of the ambient dimension. Additionally, we show that when the sequence of cost functions is ε-smooth, OBD has near-optimal dynamic regret and maintains strong per-round accuracy. We demonstrate the generality of our approach by showing that the OBD framework can be used to construct competitive algorithms for a variety of online problems across learning and control, including online variants of ridge regression, logistic regression, maximum likelihood estimation, and LQR control.
Key facts. Cited by 26 papers in the map (data through 14 Oct 2026). First posted on arXiv 23 Oct 2018.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 8; 2022: 10; 2023: 4; 2024: 1; 2025: 1; 2026: 2.
26 papers.
Sort:
- 2021Non-stationary Online Learning with Memory and Non-stochastic Controlcited by 33
- 2021Revisiting Smoothed Online Learningcited by 29
- 2022Optimal Dynamic Regret in Proper Online Learning with Strongly Convex Losses and Beyondcited by 28
- 2022Chasing Convex Bodies and Functions with Black-Box Advicecited by 19
- 2023Online Label Shift: Optimal Dynamic Regret meets Practical Algorithmscited by 11
- 2021Regret-optimal Estimation and Controlcited by 10
- 2022Smoothed Online Optimization with Unreliable Predictionscited by 10
- 2021Competitive Controlcited by 8
- 2022Second Order Path Variationals in Non-Stationary Online Learningcited by 7
- 2022Movement Penalized Bayesian Optimization with Application to Wind Energy Systemscited by 7
- 2021Online Convex Optimization with Continuous Switching Constraintcited by 6
- 2022Smoothed Online Convex Optimization Based on Discounted-Normal-Predictorcited by 6
14 more
- 2022Optimal Dynamic Regret in LQR Controlcited by 6
- 2022Best of Both Worlds in Online Control: Competitive Ratio and Policy Regretcited by 6
- 2021Online Optimization with Feedback Delay and Nonlinear Switching Costcited by 5
- 2022Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamicscited by 4
- 2023Near-Optimal Adversarial Reinforcement Learning with Switching Costscited by 4
- 2021Online Learning for Predictive Control with Provable Regret Guaranteescited by 3
- 2023Online Convex Optimization with Switching Cost and Delayed Gradientscited by 3
- 2022Optimal Competitive-Ratio Controlcited by 2
- 2023Best of Both Worlds Guarantees for Smoothed Online Quadratic Optimizationcited by 2
- 2026Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memorycited by 2
- 2025Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluationcited by 1
- 2021Online estimation and control with optimal pathlength regretcited by 0
- 2024Capacity Provisioning Motivated Online Non-Convex Optimization Problem with Memory and Switching Costcited by 0
- 2026SCaLE: Switching Cost aware Learning and Explorationcited by 0
- 2026Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memory6 Feb 2026
- 2026SCaLE: Switching Cost aware Learning and Exploration14 Jan 2026
- 2025Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation5 Jul 2025
- 2024Capacity Provisioning Motivated Online Non-Convex Optimization Problem with Memory and Switching Cost26 Mar 2024
- 2023Best of Both Worlds Guarantees for Smoothed Online Quadratic Optimization31 Oct 2023
- 2023Online Convex Optimization with Switching Cost and Delayed Gradients18 Oct 2023
- 2023Online Label Shift: Optimal Dynamic Regret meets Practical Algorithms31 May 2023
- 2023Near-Optimal Adversarial Reinforcement Learning with Switching Costs8 Feb 2023
- 2022Best of Both Worlds in Online Control: Competitive Ratio and Policy Regret21 Nov 2022
- 2022Movement Penalized Bayesian Optimization with Application to Wind Energy Systems14 Oct 2022
- 2022Chasing Convex Bodies and Functions with Black-Box Advice23 Jun 2022
- 2022Optimal Dynamic Regret in LQR Control18 Jun 2022
14 more
- 2022Optimal Competitive-Ratio Control3 Jun 2022
- 2022Second Order Path Variationals in Non-Stationary Online Learning4 May 2022
- 2022Smoothed Online Convex Optimization Based on Discounted-Normal-Predictor2 May 2022
- 2022Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamics2 Mar 2022
- 2022Smoothed Online Optimization with Unreliable Predictions7 Feb 2022
- 2022Optimal Dynamic Regret in Proper Online Learning with Strongly Convex Losses and Beyond21 Jan 2022
- 2021Online Learning for Predictive Control with Provable Regret Guarantees30 Nov 2021
- 2021Online Optimization with Feedback Delay and Nonlinear Switching Cost29 Oct 2021
- 2021Online estimation and control with optimal pathlength regret24 Oct 2021
- 2021Competitive Control28 Jul 2021
- 2021Regret-optimal Estimation and Control22 Jun 2021
- 2021Online Convex Optimization with Continuous Switching Constraint21 Mar 2021
- 2021Revisiting Smoothed Online Learning13 Feb 2021
- 2021Non-stationary Online Learning with Memory and Non-stochastic Control7 Feb 2021
- 2021Non-stationary Online Learning with Memory and Non-stochastic Controlcited by 33
- 2021Revisiting Smoothed Online Learningcited by 29
- 2022Optimal Dynamic Regret in Proper Online Learning with Strongly Convex Losses and Beyondcited by 28
- 2022Chasing Convex Bodies and Functions with Black-Box Advicecited by 19
- 2023Online Label Shift: Optimal Dynamic Regret meets Practical Algorithmscited by 11
- 2021Regret-optimal Estimation and Controlcited by 10
- 2022Smoothed Online Optimization with Unreliable Predictionscited by 10
- 2021Competitive Controlcited by 8
- 2022Second Order Path Variationals in Non-Stationary Online Learningcited by 7
- 2022Movement Penalized Bayesian Optimization with Application to Wind Energy Systemscited by 7
- 2021Online Convex Optimization with Continuous Switching Constraintcited by 6
- 2022Smoothed Online Convex Optimization Based on Discounted-Normal-Predictorcited by 6
12 most cited of 26 All 26 (JSON)
- 2026Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memory6 Feb 2026
- 2026SCaLE: Switching Cost aware Learning and Exploration14 Jan 2026
- 2025Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation5 Jul 2025
- 2024Capacity Provisioning Motivated Online Non-Convex Optimization Problem with Memory and Switching Cost26 Mar 2024
- 2023Best of Both Worlds Guarantees for Smoothed Online Quadratic Optimization31 Oct 2023
- 2023Online Convex Optimization with Switching Cost and Delayed Gradients18 Oct 2023
- 2023Online Label Shift: Optimal Dynamic Regret meets Practical Algorithms31 May 2023
- 2023Near-Optimal Adversarial Reinforcement Learning with Switching Costs8 Feb 2023
- 2022Best of Both Worlds in Online Control: Competitive Ratio and Policy Regret21 Nov 2022
- 2022Movement Penalized Bayesian Optimization with Application to Wind Energy Systems14 Oct 2022
- 2022Chasing Convex Bodies and Functions with Black-Box Advice23 Jun 2022
- 2022Optimal Dynamic Regret in LQR Control18 Jun 2022
12 newest of 26 All 26 (JSON)