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In a multi-agent setting, the optimal policy of a single agent is largely dependent on the behavior of other agents. We investigate the problem of multi-agent reinforcement learning, focusing on decentralized learning in non-stationary…

Artificial Intelligence · Computer Science 2019-10-01 Anahita Mohseni-Kabir , David Isele , Kikuo Fujimura

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

Motivated by packet routing in computer networks, online queuing systems are composed of queues receiving packets at different rates. Repeatedly, they send packets to servers, each of them treating only at most one packet at a time. In the…

Machine Learning · Statistics 2021-11-05 Flore Sentenac , Etienne Boursier , Vianney Perchet

Collective human knowledge has clearly benefited from the fact that innovations by individuals are taught to others through communication. Similar to human social groups, agents in distributed learning systems would likely benefit from…

In this paper, we focus on the question of the extent to which online learning can benefit from distributed computing. We focus on the setting in which $N$ agents online-learn cooperatively, where each agent only has access to its own data.…

Machine Learning · Computer Science 2019-08-17 Hua Ouyang , Alexander Gray

Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…

Machine Learning · Statistics 2025-01-07 Wenzhi Gao , Dongdong Ge , Chenyu Xue , Chunlin Sun , Yinyu Ye

We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…

Systems and Control · Electrical Eng. & Systems 2021-08-19 Sagar Sudhakara , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The…

Computer Science and Game Theory · Computer Science 2025-01-20 Marius Potfer , Dorian Baudry , Hugo Richard , Vianney Perchet , Cheng Wan

Effective coordination of agents actions in partially-observable domains is a major challenge of multi-agent systems research. To address this, many researchers have developed techniques that allow the agents to make decisions based on…

Multiagent Systems · Computer Science 2011-09-28 P. S. Dutta , N. R. Jennings , L. Moreau

The objective of meta-learning is to exploit the knowledge obtained from observed tasks to improve adaptation to unseen tasks. As such, meta-learners are able to generalize better when they are trained with a larger number of observed tasks…

Machine Learning · Computer Science 2022-10-11 Mert Kayaalp , Stefan Vlaski , Ali H. Sayed

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

An online reinforcement learning algorithm is anytime if it does not need to know in advance the horizon T of the experiment. A well-known technique to obtain an anytime algorithm from any non-anytime algorithm is the "Doubling Trick". In…

Machine Learning · Statistics 2018-03-20 Lilian Besson , Emilie Kaufmann

Imitation learning enables autonomous agents to learn from human examples, without the need for a reward signal. Still, if the provided dataset does not encapsulate the task correctly, or when the task is too complex to be modeled, such…

Artificial Intelligence · Computer Science 2024-06-10 Federico Malato , Ville Hautamaki

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

We design decentralized algorithms for regret minimization in the two-sided matching market with one-sided bandit feedback that significantly improves upon the prior works (Liu et al. 2020a, 2020b, Sankararaman et al. 2020). First, for…

Machine Learning · Computer Science 2021-03-16 Soumya Basu , Karthik Abinav Sankararaman , Abishek Sankararaman

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve the joint success. This problem is widely encountered in many areas including traffic…

Machine Learning · Computer Science 2019-10-01 Chao Qu , Shie Mannor , Huan Xu , Yuan Qi , Le Song , Junwu Xiong

This work considers the problem of learning cooperative policies in multi-agent settings with partially observable and non-stationary environments without a communication channel. We focus on improving information sharing between agents and…

Machine Learning · Computer Science 2021-09-03 Eshagh Kargar , Ville Kyrki

In transportation networks, users typically choose routes in a decentralized and self-interested manner to minimize their individual travel costs, which, in practice, often results in inefficient overall outcomes for society. As a result,…

Machine Learning · Computer Science 2022-04-01 Devansh Jalota , Karthik Gopalakrishnan , Navid Azizan , Ramesh Johari , Marco Pavone

This article reviews recent advances in multi-agent reinforcement learning algorithms for large-scale control systems and communication networks, which learn to communicate and cooperate. We provide an overview of this emerging field, with…

Machine Learning · Computer Science 2020-06-24 Donghwan Lee , Niao He , Parameswaran Kamalaruban , Volkan Cevher