Forexample, areal-time communications service maybeinterested in tuning the parameters of a control policy to adapt video quality in real time in order to maximize video quality and minimize latency [10, 17].

In this paper, we consider a multi-step version of the stochastic ADMM method with efficient guarantees for high-dimensional problems. We first analyze the simple setting, where the optimization problem consists of a loss function and asingleregularizer(e.g.

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