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This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

Decentralized algorithms for stochastic optimization and learning rely on the diffusion of information as a result of repeated local exchanges of intermediate estimates. Such structures are particularly appealing in situations where agents…

Machine Learning · Computer Science 2020-10-26 Stefan Vlaski , Ali H. Sayed

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We study online learning when individual instances are corrupted by adversarially chosen random noise. We assume the noise distribution is unknown, and may change over time with no restriction other than having zero mean and bounded…

Machine Learning · Computer Science 2015-03-17 Nicolò Cesa-Bianchi , Shai Shalev-Shwartz , Ohad Shamir

We study distributed estimation and learning problems in a networked environment where agents exchange information to estimate unknown statistical properties of random variables from their privately observed samples. The agents can…

Machine Learning · Computer Science 2024-04-02 Marios Papachristou , M. Amin Rahimian

This paper considers a distributed multi-agent optimization problem, with the global objective consisting of the sum of local objective functions of the agents. The agents solve the optimization problem using local computation and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Shripad Gade , Nitin H. Vaidya

Differentially private wireless federated learning (DPWFL) is a promising framework for protecting sensitive user data. However, foundational questions on how to precisely characterize privacy loss remain open, and existing work is further…

Machine Learning · Computer Science 2026-04-28 Chen Yaoling , Liang Hao , Tu Xiaotong

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

While machine learning has proven to be a powerful data-driven solution to many real-life problems, its use in sensitive domains has been limited due to privacy concerns. A popular approach known as **differential privacy** offers provable…

Machine Learning · Statistics 2016-04-28 Yu-Xiang Wang , Jing Lei , Stephen E. Fienberg

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…

Machine Learning · Computer Science 2020-02-11 Ashok Cutkosky

Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of…

Machine Learning · Computer Science 2025-10-07 Vinod Raman , Shenghao Xie , Samson Zhou

The recent deployment of multi-agent networks has enabled the distributed solution of learning problems, where agents cooperate to train a global model without sharing their local, private data. This work specifically targets some prevalent…

Optimization and Control · Mathematics 2024-08-20 Nicola Bastianello , Diego Deplano , Mauro Franceschelli , Karl H. Johansson

Collaborative learning in peer-to-peer networks offers the benefits of distributed learning while mitigating the risks associated with single points of failure inherent in centralized servers. However, adversarial workers pose potential…

Machine Learning · Computer Science 2025-01-09 Chandreyee Bhowmick , Xenofon Koutsoukos

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…

Machine Learning · Computer Science 2019-05-21 Aviv Rosenberg , Yishay Mansour

In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

Some of the most compelling applications of online convex optimization, including online prediction and classification, are unconstrained: the natural feasible set is R^n. Existing algorithms fail to achieve sub-linear regret in this…

Machine Learning · Computer Science 2012-11-13 Matthew Streeter , H. Brendan McMahan

Collaborative training of a machine learning model comes with a risk of sharing sensitive or private data. Federated learning offers a way of collectively training a single global model without the need to share client data, by sharing only…

Cryptography and Security · Computer Science 2026-01-09 Damian Harenčák , Lukáš Gajdošech , Martin Madaras

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko