Cautious R Regret M Minimization: Online O Optimization w with L - - PowerPoint PPT Presentation

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Cautious R Regret M Minimization: Online O Optimization w with L - - PowerPoint PPT Presentation

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Cautious R Regret M Minimization: Online O Optimization w with L Long-Term B Budg udget Co Constraints Nikolaos Liakopoulos 1,2,3 , Apostolos Destounis 1 , Georgios S. Paschos 1 , Thrasyvoulos Spyropoulos 2 , Panayotis Mertikopoulos 4 1

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Cautious R Regret M Minimization: Online O Optimization w with L Long-Term B Budg udget Co Constraints

Nikolaos Liakopoulos1,2,3, Apostolos Destounis1, Georgios S. Paschos1, Thrasyvoulos Spyropoulos2, Panayotis Mertikopoulos4

1 France Research Center, Huawei Technologies Co. Ltd. , 2 Eurecom, Mobile Communications Department 3UPMC, Sorbonne Universities, 4University of Grenoble Alpes, CNRS, Inria, LIG

ICML 2019, Long Beach, 13 June 2019

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Motivati ting E Example: le: On Online Ad e Adver erti tisem emen ent

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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SLIDE 3

Motivati ting E Example: le: On Online Ad e Adver erti tisem emen ent

  • Select over d websites to place bids for advertisements

, over slots up to a budget of

  • You select your bid and then pay the a priori unknown
  • Depends on: competitor fraud, website popularity change, customer behavior
  • Long term budget constraint
  • Return profit is revealed after the decision

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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SLIDE 4

Motivati ting E Example: le: On Online Ad e Adver erti tisem emen ent

  • Select over d websites to place bids for advertisements

, over slots up to a budget of

  • You select your bid and then pay the a priori unknown
  • Depends on: competitor fraud, website popularity change, customer behavior
  • Long term budget constraint
  • Return profit is revealed after the decision

Target Online Optimization

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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SLIDE 5

Prior

  • r W

Work

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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SLIDE 6

Prior

  • r W

Work

Online Convex Optimization with Long Term Adversarial Constraints Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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SLIDE 7

Prior

  • r W

Work

Impossibility against the strongest benchmark “No Regret” against the weakest benchmark Online Convex Optimization with Long Term Adversarial Constraints Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Cautious O Online Lagrang angian an Des esce cent

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Cautious O Online Lagrang angian an Des esce cent

K-Benchmark

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Cautious O Online Lagrang angian an Des esce cent

COLD K-Benchmark

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Cautious O Online Lagrang angian an Des esce cent

[Yuan et al., Sun et al.]

Achievable Bounds COLD K-Benchmark

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Impact o t of Gu Guarantee

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos
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Thanks!

See you at our poster!

Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints, ICML 2019, Long Beach

  • N. Liakopoulos, A. Destounis, G. Paschos, T. Spyropoulos, P. Mertikopoulos