no code implementations • 26 Mar 2024 • Rahul Vaze, Jayakrishnan Nair
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of active servers over time.
no code implementations • 29 Oct 2023 • Abhishek Sinha, Rahul Vaze
This is achieved via a black box reduction of the constrained problem to the standard OCO problem for a recursively constructed sequence of surrogate cost functions.
no code implementations • 18 Oct 2023 • Spandan Senapati, Rahul Vaze
In addition, we show that the competitive ratio of any online algorithm is $\max\{\Omega(L), \Omega(\frac{L}{\sqrt{\mu}})\}$ in the limited information setting when the switching cost is quadratic.
no code implementations • 24 Jan 2023 • Rahul Vaze
Subsequently the loss function and the constraint violation penalty evaluated at the chosen action point is revealed.
no code implementations • 12 Jul 2021 • Rahul Vaze, Manjesh K. Hanawal
CTMAB is fundamentally different than the usual multi-arm bandit problem (MAB), e. g., even the single-arm case is non-trivial in CTMAB, since the optimal sampling frequency depends on the mean of the arm, which needs to be estimated.