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To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…

Machine Learning · Computer Science 2024-05-31 Wenhao Yang , Yibo Wang , Peng Zhao , Lijun Zhang

We study the regret in stochastic Multi-Armed Bandits (MAB) with multiple agents that communicate over an arbitrary connected communication graph. We analyzed a variant of Cooperative Successive Elimination algorithm, COOP-SE, and show an…

Machine Learning · Computer Science 2026-02-04 Idan Barnea , Tal Lancewicki , Yishay Mansour

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…

Machine Learning · Computer Science 2021-11-03 Tan Li , Linqi Song

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…

Machine Learning · Computer Science 2023-08-16 Peng Zhao , Yu-Hu Yan , Yu-Xiang Wang , Zhi-Hua Zhou

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

We consider a multi-agent setting with agents exchanging information over a possibly time-varying network, aiming at minimising a separable objective function subject to constraints. To achieve this objective we propose a novel subgradient…

Optimization and Control · Mathematics 2020-11-20 Licio Romao , Kostas Margellos , Giuseppe Notarstefano , Antonis Papachristodoulou

Deep reinforcement learning algorithms have recently been used to train multiple interacting agents in a centralised manner whilst keeping their execution decentralised. When the agents can only acquire partial observations and are faced…

Machine Learning · Computer Science 2020-01-27 Emanuele Pesce , Giovanni Montana

In Online Continual Learning (OCL), a neural network sequentially learns from a non-stationary data stream in a single-pass with access only to a limited memory replay buffer. This contrasts sharply with off-line continual learning where…

Machine Learning · Computer Science 2026-05-20 Ankita Awasthi , Marco Apolinario , Kaushik Roy

Prompt-based offline methods are commonly used to optimize large language model (LLM) responses, but evaluating these responses is computationally intensive and often fails to accommodate diverse response styles. This study introduces a…

Human-Computer Interaction · Computer Science 2025-11-12 Xiangxiang Dai , Yuejin Xie , Maoli Liu , Xuchuang Wang , Zhuohua Li , Huanyu Wang , John C. S. Lui

We consider the problem where $N$ agents collaboratively interact with an instance of a stochastic $K$ arm bandit problem for $K \gg N$. The agents aim to simultaneously minimize the cumulative regret over all the agents for a total of $T$…

Machine Learning · Computer Science 2021-02-18 Mridul Agarwal , Vaneet Aggarwal , Kamyar Azizzadenesheli

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

In numerous artificial intelligence applications, the collaborative efforts of multiple intelligent agents are imperative for the successful attainment of target objectives. To enhance coordination among these agents, a distributed…

Machine Learning · Computer Science 2024-11-04 Shengchao Hu , Li Shen , Ya Zhang , Dacheng Tao

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

The popularity of Large Language Models (LLMs) have unleashed a new age ofLanguage Agents for solving a diverse range of tasks. While contemporary frontier LLMs are capable enough to power reasonably good Language agents, the closed-API…

Computation and Language · Computer Science 2024-10-11 Priyanshu Gupta , Shashank Kirtania , Ananya Singha , Sumit Gulwani , Arjun Radhakrishna , Sherry Shi , Gustavo Soares