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Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to approximately solving large imperfect-information games. In this paper we introduce novel CFR…

Computer Science and Game Theory · Computer Science 2019-02-22 Noam Brown , Tuomas Sandholm

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

Saddle-point optimization problems are an important class of optimization problems with applications to game theory, multi-agent reinforcement learning and machine learning. A majority of the rich literature available for saddle-point…

Optimization and Control · Mathematics 2019-12-05 Abhishek Roy , Yifang Chen , Krishnakumar Balasubramanian , Prasant Mohapatra

Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

We investigate the problem of online learning with monotone and continuous DR-submodular reward functions, which has received great attention recently. To efficiently handle this problem, especially in the case with complicated decision…

Machine Learning · Computer Science 2023-05-31 Yucheng Liao , Yuanyu Wan , Chang Yao , Mingli Song

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…

Machine Learning · Computer Science 2023-03-01 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We consider the setting of online logistic regression and consider the regret with respect to the 2-ball of radius B. It is known (see [Hazan et al., 2014]) that any proper algorithm which has logarithmic regret in the number of samples…

Machine Learning · Computer Science 2020-11-04 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of…

Machine Learning · Computer Science 2019-09-24 Arun Sai Suggala , Praneeth Netrapalli

Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we…

Machine Learning · Computer Science 2025-05-22 Mounssif Krouka , Chaouki Ben Issaid , Mehdi Bennis

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…

Optimization and Control · Mathematics 2022-11-01 Yongyang Xiong , Ligang Wu , Keyou You , Lihua Xie

As artificial intelligence (AI)-enabled wireless communication systems continue their evolution, distributed learning has gained widespread attention for its ability to offer enhanced data privacy protection, improved resource utilization,…

Networking and Internet Architecture · Computer Science 2024-04-03 Junjie Wu , Xuming Fang

Bandit convex optimization (BCO) is a general framework for online decision making under uncertainty. While tight regret bounds for general convex losses have been established, existing algorithms achieving these bounds have prohibitive…

Machine Learning · Computer Science 2024-10-04 Arun Suggala , Y. Jennifer Sun , Praneeth Netrapalli , Elad Hazan

We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…

Optimization and Control · Mathematics 2025-12-25 Yingjie Zhou , Xiaoqian Wang , Tao Li

This paper addresses resource allocation problem with a separable objective function under a single linear constraint, formulated as maximizing $\sum_{j=1}^{n}R_j(x_j)$ subject to $\sum_{j=1}^{n}x_j=k$ and $x_j\in\{0,\dots,m\}$. While…

Data Structures and Algorithms · Computer Science 2025-09-10 Song Cao , Taikun Zhu , Kai Jin

This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…

Optimization and Control · Mathematics 2024-05-07 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

We propose a new training algorithm, named DualFL (Dualized Federated Learning), for solving distributed optimization problems in federated learning. DualFL achieves communication acceleration for very general convex cost functions, thereby…

Machine Learning · Computer Science 2024-01-11 Jongho Park , Jinchao Xu

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

For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation…

Machine Learning · Computer Science 2023-10-11 Eric Neyman , Tim Roughgarden

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines
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