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In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

Machine Learning · Computer Science 2024-06-28 William Brown , Christos Papadimitriou , Tim Roughgarden

Federated learning (FL) is a distributed learning paradigm that enables a large number of devices to collaboratively learn a model without sharing their raw data. Despite its practical efficiency and effectiveness, the iterative on-device…

Machine Learning · Computer Science 2020-12-16 Bing Luo , Xiang Li , Shiqiang Wang , Jianwei Huang , Leandros Tassiulas

Multiple federated learning (FL) methods are proposed for traffic flow forecasting (TFF) to avoid heavy-transmission and privacy-leaking concerns resulting from the disclosure of raw data in centralized methods. However, these FL methods…

Machine Learning · Computer Science 2024-11-22 Qingxiang Liu , Sheng Sun , Yuxuan Liang , Xiaolong Xu , Min Liu , Muhammad Bilal , Yuwei Wang , Xujing Li , Yu Zheng

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…

Machine Learning · Computer Science 2023-05-16 Dirk van der Hoeven , Lukas Zierahn , Tal Lancewicki , Aviv Rosenberg , Nicoló Cesa-Bianchi

The conventional machine learning (ML) and deep learning approaches need to share customers' sensitive information with an external credit bureau to generate a prediction model that opens the door to privacy leakage. This leakage risk makes…

Machine Learning · Computer Science 2023-03-16 Tao Liu , Zhi Wang , Hui He , Wei Shi , Liangliang Lin , Wei Shi , Ran An , Chenhao Li

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…

Information Theory · Computer Science 2021-08-17 Juncheng Wang , Ben Liang , Min Dong , Gary Boudreau , Hatem Abou-zeid

This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Kaito Ito , Taira Tsuchiya

We study the problems of differentially private federated online prediction from experts against both stochastic adversaries and oblivious adversaries. We aim to minimize the average regret on $m$ clients working in parallel over time…

Machine Learning · Computer Science 2024-10-01 Fengyu Gao , Ruiquan Huang , Jing Yang

Federated learning (FL) is an emerging technique for training machine learning models using geographically dispersed data collected by local entities. It includes local computation and synchronization steps. To reduce the communication…

Machine Learning · Computer Science 2020-03-23 Pengchao Han , Shiqiang Wang , Kin K. Leung

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Optimization and Control · Mathematics 2019-10-23 Yingying Li , Xin Chen , Na Li

Although online convex optimization (OCO) under arbitrary delays has received increasing attention recently, previous studies focus on stationary environments with the goal of minimizing static regret. In this paper, we investigate the…

Machine Learning · Computer Science 2025-11-10 Yuanyu Wan , Chang Yao , Yitao Ma , Mingli Song , Lijun Zhang

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

Federated Learning (FL) enables collaborative training across decentralized data, but faces key challenges of bidirectional communication overhead and client-side data heterogeneity. To address communication costs while embracing data…

Machine Learning · Computer Science 2026-02-03 Jiacheng Cheng , Xu Zhang , Guanghui Qiu , Yifang Zhang , Yinchuan Li , Kaiyuan Feng

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

Optimization and Control · Mathematics 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

We consider online model selection with decentralized data over $M$ clients, and study the necessity of collaboration among clients. Previous work proposed various federated algorithms without demonstrating their necessity,while we answer…

Machine Learning · Computer Science 2024-10-08 Junfan Li , Zheshun Wu , Zenglin Xu , Irwin King

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

The evaluation of final-iteration tracking performance is a formidable obstacle in distributed online optimization algorithms. To address this issue, this paper proposes a novel evaluation metric named distributed forgetting-factor regret…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Lipo Mo , Jianjun Li , Min Zuo , Lei Wang

In this paper, we study kernelized bandits with distributed biased feedback. This problem is motivated by several real-world applications (such as dynamic pricing, cellular network configuration, and policy making), where users from a large…

Machine Learning · Computer Science 2023-02-08 Fengjiao Li , Xingyu Zhou , Bo Ji