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Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…
In Multi-Task Learning (MTL), it is a common practice to train multi-task networks by optimizing an objective function, which is a weighted average of the task-specific objective functions. Although the computational advantages of this…
We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…
Recently, Optimization-Derived Learning (ODL) has attracted attention from learning and vision areas, which designs learning models from the perspective of optimization. However, previous ODL approaches regard the training and…
In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…
Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…
In Apprenticeship Learning (AL), we are given a Markov Decision Process (MDP) without access to the cost function. Instead, we observe trajectories sampled by an expert that acts according to some policy. The goal is to find a policy that…
This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…
The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…
In this paper, we investigate the power of online learning in stochastic network optimization with unknown system statistics {\it a priori}. We are interested in understanding how information and learning can be efficiently incorporated…
We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…
Federated learning is a distributed learning paradigm where multiple agents, each only with access to local data, jointly learn a global model. There has recently been an explosion of research aiming not only to improve the accuracy rates…
Solving strategic games with huge action space is a critical yet under-explored topic in economics, operations research and artificial intelligence. This paper proposes new learning algorithms for solving two-player zero-sum normal-form…
The increased use of deep learning (DL) in academia, government and industry has, in turn, led to the popularity of on-premise and cloud-hosted deep learning platforms, whose goals are to enable organizations utilize expensive resources…
We study multi-agent reinforcement learning (MARL) for the general-sum Markov Games (MGs) under the general function approximation. In order to find the minimum assumption for sample-efficient learning, we introduce a novel complexity…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Deep Neural Network (DNN) frameworks use distributed training to enable faster time to convergence and alleviate memory capacity limitations when training large models and/or using high dimension inputs. With the steady increase in datasets…
Decentralized learning networks aim to synthesize a single network inference from a set of raw inferences provided by multiple participants. To determine the combined inference, these networks must adopt a mapping from historical…
This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…