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This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Lihua Xie , Tianyou Chai , Tao Yang

We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…

Machine Learning · Computer Science 2026-01-07 Subhamon Supantha , Abhishek Sinha

Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a…

Machine Learning · Computer Science 2018-04-18 E. Veronica Belmega , Panayotis Mertikopoulos , Romain Negrel , Luca Sanguinetti

We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

Distributed optimization and learning has recently garnered great attention due to its wide applications in sensor networks, smart grids, machine learning, and so forth. Despite rapid development, existing distributed optimization and…

Machine Learning · Computer Science 2024-03-04 Ziqin Chen , Yongqiang Wang

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

Machine Learning · Computer Science 2025-06-17 Jiujia Zhang , Ashok Cutkosky

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

We propose a power-controlled differentially private decentralized learning algorithm designed for a set of clients aiming to collaboratively train a common learning model. The network is characterized by a row-stochastic adjacency matrix,…

Information Theory · Computer Science 2025-09-29 Amir Ziaeddini , Yauhen Yakimenka , Jörg Kliewer

We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Zishun Liu , Yongxin Chen

We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…

Machine Learning · Computer Science 2025-10-02 Xiwei Zhang , Tao Li , Xiaozheng Fu

In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…

Quantum Physics · Physics 2025-11-25 Akshay Bansal , Ian George , Soumik Ghosh , Jamie Sikora , Alice Zheng

What is the information leakage of an iterative randomized learning algorithm about its training data, when the internal state of the algorithm is \emph{private}? How much is the contribution of each specific training epoch to the…

Machine Learning · Statistics 2022-09-12 Rishav Chourasia , Jiayuan Ye , Reza Shokri

We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m…

Machine Learning · Computer Science 2021-12-06 Daniel Levy , Ziteng Sun , Kareem Amin , Satyen Kale , Alex Kulesza , Mehryar Mohri , Ananda Theertha Suresh

We develop parameter-free algorithms for unconstrained online learning with regret guarantees that scale with the gradient variation $V_T(u) = \sum_{t=2}^T \|\nabla f_t(u)-\nabla f_{t-1}(u)\|^2$. For $L$-smooth convex loss, we provide…

Machine Learning · Computer Science 2026-04-14 Yuheng Zhao , Andrew Jacobsen , Nicolò Cesa-Bianchi , Peng Zhao

This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…

Optimization and Control · Mathematics 2015-10-05 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We present the first theoretical guarantees for differentially private online reinforcement learning (RL) with general function approximation, extending beyond prior work restricted to tabular and linear settings. Our approach combines a…

Machine Learning · Computer Science 2026-05-11 Yi He , Xingyu Zhou

We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…

Machine Learning · Computer Science 2010-02-26 Matthew Streeter , H. Brendan McMahan

The online meta-learning framework has arisen as a powerful tool for the continual lifelong learning setting. The goal for an agent is to quickly learn new tasks by drawing on prior experience, while it faces with tasks one after another.…

Machine Learning · Computer Science 2021-09-30 Parvin Nazari , Esmaile Khorram
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