Poster
Online Non-convex Learning in Dynamic Environments
Zhipan Xu · Lijun Zhang
West Ballroom A-D #5804
Abstract:
This paper considers the problem of online learning with non-convex loss functions in dynamic environments. Recently, Suggala and Netrapalli [2020] demonstrated that follow the perturbed leader (FTPL) can achieve optimal regret for non-convex losses, but their results are limited to static environments. In this research, we examine dynamic environments and choose \emph{dynamic regret} and \emph{adaptive regret} to measure the performance. First, we propose an algorithm named FTPL-D by restarting FTPL periodically and establish dynamic regret with the prior knowledge of , which is the variation of loss functions. In the case that is unknown, we run multiple FTPL-D with different restarting parameters as experts and use a meta-algorithm to track the best one on the fly. To address the challenge of non-convexity, we utilize randomized sampling in the process of tracking experts. Next, we present a novel algorithm called FTPL-A that dynamically maintains a group of FTPL experts and combines them with an advanced meta-algorithm to obtain adaptive regret for any interval of length . Moreover, we demonstrate that FTPL-A also attains an dynamic regret bound. Finally, we discuss the application to online constrained meta-learning and conduct experiments to verify the effectiveness of our methods.
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