5 citations · 8 across the 4 of their papers we have counts for
7 papers
Online Convex Optimization with Long Term Constraints for Predictable Sequences
Deepan Muthirayan, Jianjun Yuan, Pramod P. Khargonekar
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In…
Adaptive Gradient Online Control
Deepan Muthirayan, Jianjun Yuan, Pramod P. Khargonekar
In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize…
Online Convex Optimization in Changing Environments and its Application to Resource Allocation
Jianjun Yuan
In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are…
Trading-Off Static and Dynamic Regret in Online Least-Squares and Beyond
Jianjun Yuan, Andrew Lamperski
Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterize…
Online Adaptive Principal Component Analysis and Its extensions
Jianjun Yuan, Andrew Lamperski
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static ad…
Online convex optimization for cumulative constraints
Jianjun Yuan, Andrew Lamperski
We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form ,…