Related papers: Distributed Forgetting-factor Regret-based Online …
This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by…
We study regret minimization in non-episodic factored Markov decision processes (FMDPs), where all existing algorithms make the strong assumption that the factored structure of the FMDP is known to the learner in advance. In this paper, we…
Reflecting the greater significance of recent history over the distant past in non-stationary environments, $\lambda$-discounted regret has been introduced in online convex optimization (OCO) to gracefully forget past data as new…
Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…
To accommodate low latency and computation-intensive services, such as the Internet-of-Things (IoT), 5G networks are expected to have cloud and edge computing capabilities. To this end, we consider a generic network setup where devices,…
Online feedback optimization (OFO) enables optimal steady-state operations of a physical system by employing an iterative optimization algorithm as a dynamic feedback controller. When the plant consists of several interconnected…
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…
In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…
In Federated Learning (FL), forgetting, or the loss of knowledge across rounds, hampers algorithm convergence, particularly in the presence of severe data heterogeneity among clients. This study explores the nuances of this issue,…
This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…
We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…
An associative memory (AM) enables cue-response recall, and it has recently been recognized as a key mechanism underlying modern neural architectures such as Transformers. In this work, we introduce the concept of distributed dynamic…
In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…
Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…
Decision-Focused Learning (DFL) trains predictors to improve downstream decision quality, but computing regret gradients typically requires differentiating through solvers or relying on surrogate losses, which can be computationally…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
This study is focused on periodic Fisher markets where items with time-dependent and stochastic values are regularly replenished and buyers aim to maximize their utilities by spending budgets on these items. Traditional approaches of…
We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…
This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…
We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…