Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraints

Fuente: arXiv
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Main Authors: Hamoud, Bassel, Usmanova, Ilnura, Levy, Kfir Y.
Format: Preprint
Published: 2025
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author Hamoud, Bassel
Usmanova, Ilnura
Levy, Kfir Y.
author_facet Hamoud, Bassel
Usmanova, Ilnura
Levy, Kfir Y.
contents We present the first theoretical guarantees for zero constraint violation in Online Convex Optimization (OCO) across all rounds, addressing dynamic constraint changes. Unlike existing approaches in constrained OCO, which allow for occasional safety breaches, we provide the first approach for maintaining strict safety under the assumption of gradually evolving constraints, namely the constraints change at most by a small amount between consecutive rounds. This is achieved through a primal-dual approach and Online Gradient Ascent in the dual space. We show that employing a dichotomous learning rate enables ensuring both safety, via zero constraint violation, and sublinear regret. Our framework marks a departure from previous work by providing the first provable guarantees for maintaining absolute safety in the face of changing constraints in OCO.
format Preprint
id arxiv_https___arxiv_org_abs_2505_00398
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraints
Hamoud, Bassel
Usmanova, Ilnura
Levy, Kfir Y.
Machine Learning
We present the first theoretical guarantees for zero constraint violation in Online Convex Optimization (OCO) across all rounds, addressing dynamic constraint changes. Unlike existing approaches in constrained OCO, which allow for occasional safety breaches, we provide the first approach for maintaining strict safety under the assumption of gradually evolving constraints, namely the constraints change at most by a small amount between consecutive rounds. This is achieved through a primal-dual approach and Online Gradient Ascent in the dual space. We show that employing a dichotomous learning rate enables ensuring both safety, via zero constraint violation, and sublinear regret. Our framework marks a departure from previous work by providing the first provable guarantees for maintaining absolute safety in the face of changing constraints in OCO.
title Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraints
topic Machine Learning
url https://arxiv.org/abs/2505.00398