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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…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

Offline multi-agent reinforcement learning (MARL) aims to learn effective multi-agent policies from pre-collected datasets, which is an important step toward the deployment of multi-agent systems in real-world applications. However, in…

Machine Learning · Computer Science 2023-03-02 Qi Tian , Kun Kuang , Furui Liu , Baoxiang Wang

This paper proposes to leverage the emerging~learning techniques and devise a multi-agent online source {seeking} algorithm under unknown environment. Of particular significance in our problem setups are: i) the underlying environment is…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

In numerous settings, agents lack sufficient data to directly learn a model. Collaborating with other agents may help, but it introduces a bias-variance trade-off, when local data distributions differ. A key challenge is for each agent to…

Machine Learning · Computer Science 2025-02-20 Franco Galante , Giovanni Neglia , Emilio Leonardi

Multi-agent multi-armed bandit (MAMAB) is a classic collaborative learning model and has gained much attention in recent years. However, existing studies do not consider the case where an agent may refuse to share all her information with…

Machine Learning · Computer Science 2025-02-24 Junning Shao , Siwei Wang , Zhixuan Fang

Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…

Machine Learning · Computer Science 2022-09-27 Yichen Li , Chicheng Zhang

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which…

Machine Learning · Statistics 2013-07-19 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel…

Machine Learning · Statistics 2022-06-23 Shuoguang Yang , Xuezhou Zhang , Mengdi Wang

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

Machine Learning · Computer Science 2025-11-10 Yuanyu Wan , Chang Yao , Yitao Ma , Mingli Song , Lijun Zhang

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

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…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

A striking limitation of human cognition is our inability to execute some tasks simultaneously. Recent work suggests that such limitations can arise from a fundamental tradeoff in network architectures that is driven by the sharing of…

Neurons and Cognition · Quantitative Biology 2020-07-08 Yotam Sagiv , Sebastian Musslick , Yael Niv , Jonathan D. Cohen

Multi-Agent Reinforcement Learning (MARL) comprises a broad area of research within the field of multi-agent systems. Several recent works have focused specifically on the study of communication approaches in MARL. While multiple…

Machine Learning · Computer Science 2024-03-27 Rafael Pina , Varuna De Silva , Corentin Artaud , Xiaolan Liu

Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…

Computer Science and Game Theory · Computer Science 2024-07-09 Angelos Assos , Yuval Dagan , Constantinos Daskalakis

We consider the problem of communication-constrained collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific…

Social and Information Networks · Computer Science 2025-11-10 Yauhen Yakimenka , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…

Machine Learning · Computer Science 2019-05-30 Yuanhao Wang , Jiachen Hu , Xiaoyu Chen , Liwei Wang

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang
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