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In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…

Machine Learning · Computer Science 2022-05-17 Wenting Liu , Jinlong Lei , Peng Yi , Yiguang Hong

This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…

Computer Science and Game Theory · Computer Science 2018-10-05 Mario Bravo , David S. Leslie , Panayotis Mertikopoulos

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

Computer Science and Game Theory · Computer Science 2023-01-24 Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We introduce an online learning algorithm in the bandit feedback model that, once adopted by all agents of a congestion game, results in game-dynamics that converge to an $\epsilon$-approximate Nash Equilibrium in a polynomial number of…

Computer Science and Game Theory · Computer Science 2024-01-19 Leello Dadi , Ioannis Panageas , Stratis Skoulakis , Luca Viano , Volkan Cevher

This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

Machine Learning · Computer Science 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

Comparing to cloud computing, fog computing performs computation and services at the edge of networks, thus relieving the computation burden of the data center and reducing the task latency of end devices. Computation latency is a crucial…

Signal Processing · Electrical Eng. & Systems 2021-04-08 Miao Yang , Hongbin Zhu , Hua Qian , Yevgeni Koucheryavy , Konstantin Samouylov , Haifeng Wang

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

Machine Learning · Computer Science 2023-11-30 Kumar Kshitij Patel , Lingxiao Wang , Aadirupa Saha , Nati Sebro

Task offloading is a promising technology to exploit the benefits of fog computing. An effective task offloading strategy is needed to utilize the computational resources efficiently. In this paper, we endeavor to seek an online task…

Networking and Internet Architecture · Computer Science 2018-04-25 Zhaowei Zhu , Ting Liu , Shengda Jin , Xiliang Luo

In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…

Computer Science and Game Theory · Computer Science 2023-06-28 Ioannis Panageas , Stratis Skoulakis , Luca Viano , Xiao Wang , Volkan Cevher

This paper studies distributed online bandit learning of generalized Nash equilibria for online game, where cost functions of all players and coupled constraints are time-varying. The values rather than full information of cost and local…

Optimization and Control · Mathematics 2022-04-21 Min Meng , Xiuxian Li , Jie Chen

How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…

Multiagent Systems · Computer Science 2021-05-13 Tomer Boyarski , Amir Leshem , Vikram Krishnamurthy

We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…

Computer Science and Game Theory · Computer Science 2026-02-05 François Bachoc , Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

Computer Science and Game Theory · Computer Science 2022-07-05 Aline Goeminne , Nicolas Markey , Ocan Sankur

No-regret learning has been widely used to compute a Nash equilibrium in two-person zero-sum games. However, there is still a lack of regret analysis for network stochastic zero-sum games, where players competing in two subnetworks only…

Optimization and Control · Mathematics 2022-05-31 Shijie Huang , Jinlong Lei , Yiguang Hong

Vehicular fog computing (VFC) pushes the cloud computing capability to the distributed fog nodes at the edge of the Internet, enabling compute-intensive and latency-sensitive computing services for vehicles through task offloading. However,…

Machine Learning · Computer Science 2021-09-07 Byungjin Cho , Yu Xiao

The present paper deals with online convex optimization involving both time-varying loss functions, and time-varying constraints. The loss functions are not fully accessible to the learner, and instead only the function values (a.k.a.…

Machine Learning · Computer Science 2018-08-29 Tianyi Chen , Georgios B. Giannakis
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