Related papers: Distributed Estimation of Dynamic Parameters : Reg…

Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…

Motivated by learning of correlated equilibria in non-cooperative games, we perform a large deviations analysis of a regret minimizing stochastic approximation algorithm. The regret minimization algorithm we consider comprises multiple…

In this paper we propose a novel consensus protocol for discrete-time multi-agent systems (MAS), which solves the dynamic consensus problem on the max value, i.e., the dynamic max-consensus problem. In the dynamic max-consensus problem to…

We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by…

This work focuses on dynamic regret of online convex optimization that compares the performance of online learning to a clairvoyant who knows the sequence of loss functions in advance and hence selects the minimizer of the loss function at…

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

In many fields, and especially in the medical and social sciences and in recommender systems, data are gathered through clinical studies or targeted surveys. Participants are generally reluctant to respond to all questions in a survey or…

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

This paper introduces \textit{online bilevel optimization} in which a sequence of time-varying bilevel problems is revealed one after the other. We extend the known regret bounds for online single-level algorithms to the bilevel setting.…

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…