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Motivated by packet routing in computer networks, online queuing systems are composed of queues receiving packets at different rates. Repeatedly, they send packets to servers, each of them treating only at most one packet at a time. In the…

Machine Learning · Statistics 2021-11-05 Flore Sentenac , Etienne Boursier , Vianney Perchet

We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's…

Computer Science and Game Theory · Computer Science 2015-03-19 Panayotis Mertikopoulos , Elena V. Belmega , Aris L. Moustakas , Samson Lasaulce

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

Machine Learning · Computer Science 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

Nowadays, online learning is an appealing learning paradigm, which is of great interest in practice due to the recent emergence of large scale applications such as online advertising placement and online web ranking. Standard online…

Machine Learning · Computer Science 2019-11-27 Biyi Fang , Diego Klabjan

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

We consider the problem of using observational bandit feedback data from multiple heterogeneous data sources to learn a personalized decision policy that robustly generalizes across diverse target settings. To achieve this, we propose a…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…

Optimization and Control · Mathematics 2025-04-22 Lukas-Benedikt Fiechtner , Jose Blanchet

In this paper, we study the distributed experts problem, where $n$ experts are distributed across $s$ servers for $T$ timesteps. The loss of each expert at each time $t$ is the $\ell_p$ norm of the vector that consists of the losses of the…

Machine Learning · Computer Science 2026-03-11 David P. Woodruff , Samson Zhou

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

Machine Learning · Computer Science 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…

Optimization and Control · Mathematics 2021-06-07 Violet Xinying Chen , Fatma Kılınç-Karzan

Dynamic allocation of resources to the \emph{best} link in large multiuser networks offers considerable improvement in spectral efficiency. This gain, often referred to as \emph{multiuser diversity gain}, can be cast as double-logarithmic…

Information Theory · Computer Science 2010-04-19 Ali Tajer , Xiaodong Wang

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

Optimization and Control · Mathematics 2024-06-17 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Machine Learning · Computer Science 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

We study structured multi-armed bandits, which is the problem of online decision-making under uncertainty in the presence of structural information. In this problem, the decision-maker needs to discover the best course of action despite…

Machine Learning · Computer Science 2023-07-11 Bart P. G. Van Parys , Negin Golrezaei

We consider an online model for recommendation systems, with each user being recommended an item at each time-step and providing 'like' or 'dislike' feedback. Each user may be recommended a given item at most once. A latent variable model…

Machine Learning · Statistics 2019-05-08 Guy Bresler , Mina Karzand

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

Cognitive radio methodologies have the potential to dramatically increase the throughput of wireless systems. Herein, control strategies which enable the superposition in time and frequency of primary and secondary user transmissions are…

Information Theory · Computer Science 2015-03-14 Marco Levorato , Urbashi Mitra , Michele Zorzi

In this paper, we study distributed storage problems over unidirectional ring networks. A lower bound on the reconstructing bandwidth to recover total original data for each user is proposed, and it is achievable for arbitrary parameters.…

Information Theory · Computer Science 2014-01-22 Jiyong Lu , Xuan Guang , Fang-Wei Fu