5 papers · 1 filter
Constrained Online Convex Optimization with Polyak Feasibility Steps
Spencer Hutchinson, Mahnoosh Alizadeh
In this work, we study online convex optimization with a fixed constraint function . Prior work on this problem has shown reg…
Safe Online Convex Optimization with Multi-Point Feedback
Spencer Hutchinson, Mahnoosh Alizadeh
Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simul…
Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints
Spencer Hutchinson, Tianyi Chen, Mahnoosh Alizadeh
We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an…
Directional Optimism for Safe Linear Bandits
Spencer Hutchinson, Berkay Turan, Mahnoosh Alizadeh
The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due it…
The Impact of the Geometric Properties of the Constraint Set in Safe Optimization with Bandit Feedback
Spencer Hutchinson, Berkay Turan, Mahnoosh Alizadeh
We consider a safe optimization problem with bandit feedback in which an agent sequentially chooses actions and observes responses from the environment, with the goal of maximizing…