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The regret bound of dynamic online learning algorithms is often expressed in terms of the variation in the function sequence ($V_T$) and/or the path-length of the minimizer sequence after $T$ rounds. For strongly convex and smooth…

Machine Learning · Computer Science 2020-08-17 Ting-Jui Chang , Shahin Shahrampour

Models trained with offline data often suffer from continual distribution shifts and expensive labeling in changing environments. This calls for a new online learning paradigm where the learner can continually adapt to changing environments…

Machine Learning · Computer Science 2022-03-22 Shiji Zhou , Han Zhao , Shanghang Zhang , Lianzhe Wang , Heng Chang , Zhi Wang , Wenwu Zhu

This paper focuses on an online version of the emerging distributed constrained aggregative optimization framework, which is particularly suited for applications arising in cooperative robotics. Agents in a network want to minimize the sum…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Andrea Camisa , Giuseppe Notarstefano

Online learning with streaming data in a distributed and collaborative manner can be useful in a wide range of applications. This topic has been receiving considerable attention in recent years with emphasis on both single-task and…

Multiagent Systems · Computer Science 2017-04-26 Jie Chen , Cédric Richard , Ali H. Sayed

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

We investigate bandit convex optimization (BCO) with delayed feedback, where only the loss value of the action is revealed under an arbitrary delay. Let $n,T,\bar{d}$ denote the dimensionality, time horizon, and average delay, respectively.…

Machine Learning · Computer Science 2024-06-25 Yuanyu Wan , Chang Yao , Mingli Song , Lijun Zhang

Most microeconomic models of interest involve optimizing a piecewise linear function. These include contract design in hidden-action principal-agent problems, selling an item in posted-price auctions, and bidding in first-price auctions.…

Computer Science and Game Theory · Computer Science 2025-03-04 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…

Machine Learning · Computer Science 2019-10-09 Dan Garber , Ben Kretzu

Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…

Machine Learning · Computer Science 2023-07-04 Vahid Balazadeh , Abir De , Adish Singla , Manuel Gomez-Rodriguez

We present an approach for the quantification of the usefulness of transfer in reinforcement learning via regret bounds for a multi-agent setting. Considering a number of $\aleph$ agents operating in the same Markov decision process,…

Machine Learning · Computer Science 2025-11-14 Adrienne Tuynman , Ronald Ortner

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

This paper considers the problem of distributed bandit online convex optimization with time-varying coupled inequality constraints. This problem can be defined as a repeated game between a group of learners and an adversary. The learners…

Optimization and Control · Mathematics 2019-12-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Karl H. Johansson , Tianyou Chai

It is a remarkable fact that the same $O(\sqrt{T})$ regret rate can be achieved in both the Experts Problem and the Adversarial Multi-Armed Bandit problem albeit with a worse dependence on number of actions in the latter case. In contrast,…

Machine Learning · Computer Science 2022-10-05 Gautam Chandrasekaran , Ambuj Tewari

An associative memory (AM) enables cue-response recall, and it has recently been recognized as a key mechanism underlying modern neural architectures such as Transformers. In this work, we introduce the concept of distributed dynamic…

Machine Learning · Computer Science 2025-12-01 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

Optimization and Control · Mathematics 2021-12-08 Nima Eshraghi , Ben Liang

We consider a multi-agent multi-armed bandit setting in which $n$ honest agents collaborate over a network to minimize regret but $m$ malicious agents can disrupt learning arbitrarily. Assuming the network is the complete graph, existing…

Machine Learning · Computer Science 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

Machine Learning · Computer Science 2023-12-18 Amitis Shidani , Sattar Vakili

Bandit convex optimization (BCO) is a fundamental online learning framework with partial feedback, where the learner observes only the loss incurred at the chosen decision point in each round. In this work, we investigate whether optimistic…

Machine Learning · Computer Science 2026-05-22 Shuche Wang , Adarsh Barik , Vincent Y. F. Tan

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar