Related papers: Distributed Computing with Adaptive Heuristics
Multi-agent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate between themselves on a peer-to-peer network. Each agent usually maintains a copy of each decision variable, while…
We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…
In recent years, the state-of-the-art in deep learning has been dominated by very large models that have been pre-trained on vast amounts of data. The paradigm is very simple: investing more computational resources (optimally) leads to…
We consider several estimation and learning problems that networked agents face when making decisions given their uncertainty about an unknown variable. Our methods are designed to efficiently deal with heterogeneity in both size and…
This tutorial presents cooperative and noncooperative game-theoretic frameworks for modeling, learning, and control in socio-technical systems, where human behavior, incentives, institutions, and social interactions are coupled with…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…
Adaptive networks are well-suited to perform decentralized information processing and optimization tasks and to model various types of self-organized and complex behavior encountered in nature. Adaptive networks consist of a collection of…
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…
Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified "anytime…
In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…
We address distributed learning problems over undirected networks. Specifically, we focus on designing a novel ADMM-based algorithm that is jointly computation- and communication-efficient. Our design guarantees computational efficiency by…
We study a cooperative multi-agent bandit setting in the distributed GOSSIP model: in every round, each of $n$ agents chooses an action from a common set, observes the action's corresponding reward, and subsequently exchanges information…
Models of adaptive bet-hedging commonly adopt insights from Kelly's famous work on optimal gambling strategies and the financial value of information. In particular, such models seek evolutionary solutions that maximize long term average…
The problem of computing a common point that lies in the intersection of a finite number of closed convex sets, each known to one agent in a network, is studied. This issue, known as the distributed convex feasibility problem or the…
In repeated games, strategies are often evaluated by their ability to guarantee the performance of the single best action that is selected in hindsight, a property referred to as \emph{Hannan consistency}, or \emph{no-regret}. However, the…
We study a distributed learning process observed in human groups and other social animals. This learning process appears in settings in which each individual in a group is trying to decide over time, in a distributed manner, which option to…
Nowadays many companies have available large amounts of raw, unstructured data. Among Big Data enabling technologies, a central place is held by the MapReduce framework and, in particular, by its open source implementation, Apache Hadoop.…
A multi-agent system operates in an uncertain environment about which agents have different and time varying beliefs that, as time progresses, converge to a common belief. A global utility function that depends on the realized state of the…
This paper addresses the problem of adaptively controlling the bias parameter in nonlinear opinion dynamics (NOD) to allocate agents into groups of arbitrary sizes for the purpose of maximizing collective rewards. In previous work, an…