Related papers: Several Performance Bounds on Decentralized Online…
In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…
We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…
Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported…
We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…
We consider sequential maximization of performance metrics that are general functions of a confusion matrix of a classifier (such as precision, F-measure, or G-mean). Such metrics are, in general, non-decomposable over individual instances,…
We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…
In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…
Algorithm selection, aiming to identify the best algorithm for a given problem, plays a pivotal role in continuous black-box optimization. A common approach involves representing optimization functions using a set of features, which are…
We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…
In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of…
In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…
Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…
With decentralized optimization having increased applications in various domains ranging from machine learning, control, sensor networks, to robotics, its privacy is also receiving increased attention. Existing privacy-preserving approaches…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…
Machine learning algorithms are designed to make accurate predictions of the future based on existing data, while online algorithms seek to bound some performance measure (typically the competitive ratio) without knowledge of the future.…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…
Machine learning techniques have garnered great interest in designing communication systems owing to their capacity in tackling with channel uncertainty. To provide theoretical guarantees for learning-based communication systems, some…
Existing large-scale optimization schemes are challenged by both scalability and cyber-security. With the favorable scalability, adaptability, and flexibility, decentralized and distributed optimization paradigms are widely adopted in…