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We consider online model selection with decentralized data over $M$ clients, and study the necessity of collaboration among clients. Previous work proposed various federated algorithms without demonstrating their necessity,while we answer…

Machine Learning · Computer Science 2024-10-08 Junfan Li , Zheshun Wu , Zenglin Xu , Irwin King

Adaptive networks have the capability to pursue solutions of global stochastic optimization problems by relying only on local interactions within neighborhoods. The diffusion of information through repeated interactions allows for globally…

Multiagent Systems · Computer Science 2021-03-30 Stefan Vlaski , Ali H. Sayed

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information…

Machine Learning · Computer Science 2025-05-06 Yaolong Yu , Haipeng Chen

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We study collaborative learning systems in which the participants are competitors who will defect from the system if they lose revenue by collaborating. As such, we frame the system as a duopoly of competitive firms who are each engaged in…

Computer Science and Game Theory · Computer Science 2024-06-25 Mariel Werner , Sai Praneeth Karimireddy , Michael I. Jordan

Matching plays a vital role in the rational allocation of resources in many areas, ranging from market operation to people's daily lives. In economics, the term matching theory is coined for pairing two agents in a specific market to reach…

Social and Information Networks · Computer Science 2021-03-17 Jing Ren , Feng Xia , Xiangtai Chen , Jiaying Liu , Mingliang Hou , Ahsan Shehzad , Nargiz Sultanova , Xiangjie Kong

Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…

Machine Learning · Computer Science 2023-08-03 Soumajyoti Sarkar

This work views the multi-agent system and its surrounding environment as a co-evolving system, where the behavior of one affects the other. The goal is to take both agent actions and environment configurations as decision variables, and…

Robotics · Computer Science 2025-07-03 Zhan Gao , Guang Yang , Amanda Prorok

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

Representation learning is a widely adopted framework for learning in data-scarce environments, aiming to extract common features from related tasks. While centralized approaches have been extensively studied, decentralized methods remain…

Machine Learning · Computer Science 2025-12-30 Donghwa Kang , Shana Moothedath

Decentralized optimization enables multiple devices to learn a global machine learning model while each individual device only has access to its local dataset. By avoiding the need for training data to leave individual users' devices, it…

Machine Learning · Computer Science 2026-04-22 Ziqin Chen , Zuang Wang , Yongqiang Wang

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

Results from the communication complexity literature have demonstrated that stable matching requires communication: one cannot find or verify a stable match without having access to essentially all of the ordinal preference information held…

Theoretical Economics · Economics 2022-12-09 Naveen Durvasula

This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…

Machine Learning · Computer Science 2021-01-11 Guanya Shi , Yiheng Lin , Soon-Jo Chung , Yisong Yue , Adam Wierman

Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…

Optimization and Control · Mathematics 2020-10-22 Ezra Tampubolon , Holger Boche