Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints

Authors: Nikolaos Liakopoulos, Apostolos Destounis, Georgios Paschos, Thrasyvoulos Spyropoulos, Panayotis Mertikopoulos

ICML 2019 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Our theoretical findings are also validated by a series of numerical experiments which suggest that increasing K that is, enlarging the window over which the budget must be balanced makes the K-benchmark guarantee tighter. and 5. Numerical results
Researcher Affiliation Collaboration 1Paris Research Center, Huawei Technologies, Paris, France 2EURECOM, Sophia-Antipolis, France 3Univ. Grenoble Alpes, CNRS, Inria, Grenoble INP, LIG, Grenoble, France.
Pseudocode Yes Cautious Online Lagrangian Descent (COLD) For t = 1, . . . , T: xt 1 V f t 1(xt 1) + Q(t)g t 1(xt 1) 2 Q(t + 1) = [Q(t) + ̂gt(xt)]+.
Open Source Code No The paper does not provide an explicit statement about open-sourcing the code for the described methodology, nor does it include any links to a code repository.
Open Datasets No We simulate a scenario with one website, where xt [0, ), ft(xt) = wtxt, and gt(xt) = ptxt b T /T, where wt, pt are generated by exponential distributions wt Exp(11) and pt Exp(10). This is a simulated environment, not a named public dataset with access info.
Dataset Splits No The paper describes a simulated scenario where data is generated. It does not mention explicit train/validation/test dataset splits.
Hardware Specification No The paper does not specify any particular hardware (e.g., CPU, GPU models) used for running the experiments or simulations.
Software Dependencies No The paper does not specify any software dependencies with version numbers used for the experiments.
Experiment Setup Yes We run the experiment for different horizons T = {2000, 4000, . . . , 10000}, budget b T = 300T, and parameters set to = max{T, V } and V = T 0.99 for each of the experiments. and we choose K = T 3/4 and V = {T 1/2, T 3/4, T 0.99, T 5/4}