Related papers: Learning-Augmented Decentralized Online Convex Opt…
Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…
Adversarial online linear optimization (OLO) is essentially about making performance tradeoffs with respect to the unknown difficulty of the adversary. In the setting of one-dimensional fixed-time OLO on a bounded domain, it has been…
To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…
Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…
Many machine learning problems can be formulated as consensus optimization problems which can be solved efficiently via a cooperative multi-agent system. However, the agents in the system can be unreliable due to a variety of reasons:…
Traffic incident detection plays a key role in intelligent transportation systems, which has gained great attention in transport engineering. In the past, traditional machine learning (ML) based detection methods achieved good performance…
Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…
While reinforcement learning (RL) has been central to the recent success of large language models (LLMs), RL optimization is notoriously unstable, especially when compared to supervised fine-tuning (SFT). In this work, we investigate the…
Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
This work introduces DADAO: the first decentralized, accelerated, asynchronous, primal, first-order algorithm to minimize a sum of $L$-smooth and $\mu$-strongly convex functions distributed over a given network of size $n$. Our key insight…
We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…
Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…
In this paper we consider online distributed learning problems. Online distributed learning refers to the process of training learning models on distributed data sources. In our setting a set of agents need to cooperatively train a learning…
We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…
In this paper we design and evaluate a Deep-Reinforcement Learning agent that optimizes routing. Our agent adapts automatically to current traffic conditions and proposes tailored configurations that attempt to minimize the network delay.…