Related papers: Decentralized Online Regularized Learning Over Ran…
We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…
A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…
Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…
We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…
We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after $T$ time rounds, almost as good as the ones output by the best…
We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset…
Distributed peer-to-peer systems are widely popular due to their decentralized nature, which ensures that no peer is critical for the functionality of the system. However, fully decentralized solutions are usually much harder to design, and…
We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…
We formalize the problem of online learning-unlearning, where a model is updated sequentially in an online setting while accommodating unlearning requests between updates. After a data point is unlearned, all subsequent outputs must be…
Decentralized optimization over time-varying networks has a wide range of applications in distributed learning, signal processing and various distributed control problems. The agents of the distributed system locally hold optimization…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
We study online learning in the random-order model, where the multiset of loss functions is chosen adversarially but revealed in a uniformly random order. By extending the batch-to-online transformation of Dong and Yoshida (2023), we show…
Joint network topology inference represents a canonical problem of jointly learning multiple graph Laplacian matrices from heterogeneous graph signals. In such a problem, a widely employed assumption is that of a simple common component…
Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
The focus is on the statistical analysis of matrix-valued time series, where data is collected over a network of sensors, typically at spatial locations, over time. Each sensor records a vector of features at each time point, creating a…
Online forecasting under a changing environment has been a problem of increasing importance in many real-world applications. In this paper, we consider the meta-algorithm presented in \citet{zhang2017dynamic} combined with different…