Related papers: Distributed Event-Triggered Bandit Convex Optimiza…
We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose a unified framework named Online Compressed Gradient Tracking (OCGT),…
This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…
In this article, we present an algorithm that drives the outputs of a network of agents to jointly track the solutions of time-varying optimization problems in a way that is robust to asynchrony in the agents' operations. We consider three…
In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…
This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…
This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…
We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…
This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…
We study asynchronous distributed decision-making for scalable multi-agent bandit submodular maximization. We are motivated by distributed information-gathering tasks in unknown environments and under heterogeneous inter-agent communication…
This paper proposes a distributed event-triggered control method that not only guarantees consensus of multi-agent systems but also satisfies a given LQ performance constraint. Taking the standard distributed control scheme with all-time…
This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…
We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
We study the problem of constrained distributed optimization in multi-agent networks when some of the computing agents may be faulty. In this problem, the system goal is to have all the non-faulty agents collectively minimize a global…
Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…
We study the problem of non-constrained, discrete-time, online distributed optimization in a multi-agent system where some of the agents do not follow the prescribed update rule either due to failures or malicious intentions. None of the…
In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…
This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual…
This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…
Bandit Convex Optimization is a fundamental class of sequential decision-making problems, where the learner selects actions from a continuous domain and observes a loss (but not its gradient) at only one point per round. We study this…