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We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispose of a priori information regarding the statistical…

机器学习 · 统计学 2009-08-04 Sarah Filippi , Olivier Cappé , Aurélien Garivier

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

机器学习 · 计算机科学 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameterization of the prediction policy as a linear function of…

机器学习 · 计算机科学 2025-11-18 Jiachen Qian , Yang Zheng

This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

最优化与控制 · 数学 2022-12-02 Venkatraman Renganathan , Dongjun Wu

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

机器学习 · 计算机科学 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

最优化与控制 · 数学 2018-11-05 Cheng Tan , Wing Shing Wong

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems…

机器学习 · 计算机科学 2019-05-30 Yawei Zhao , Chen Yu , Peilin Zhao , Hanlin Tang , Shuang Qiu , Ji Liu

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…

系统与控制 · 电气工程与系统科学 2025-03-28 Lipo Mo , Jianjun Li , Min Zuo , Lei Wang

We consider the distributed channel selection problem in the context of device-to-device (D2D) communication as an underlay to a cellular network. Underlaid D2D users communicate directly by utilizing the cellular spectrum but their…

计算机科学与博弈论 · 计算机科学 2015-02-13 Setareh Maghsudi , Slawomir Stanczak

Channel allocation is the task of assigning channels to users such that some objective (e.g., sum-rate) is maximized. In centralized networks such as cellular networks, this task is carried by the base station which gathers the channel…

信息论 · 计算机科学 2019-12-05 S. M. Zafaruddin , Ilai Bistritz , Amir Leshem , Dusit Niyato

We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms'…

机器学习 · 计算机科学 2020-06-23 Kumar Ashutosh , Jayakrishnan Nair , Anmol Kagrecha , Krishna Jagannathan

In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…

机器学习 · 计算机科学 2020-02-13 Shuang Liu , Cheng Chen , Zhihua Zhang

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…

最优化与控制 · 数学 2021-12-08 Nima Eshraghi , Ben Liang

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

机器学习 · 统计学 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

最优化与控制 · 数学 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

We present a study on a repeated delegated choice problem, which is the first to consider an online learning variant of Kleinberg and Kleinberg, EC'18. In this model, a principal interacts repeatedly with an agent who possesses an exogenous…

计算机科学与博弈论 · 计算机科学 2024-02-15 MohammadTaghi Hajiaghayi , Mohammad Mahdavi , Keivan Rezaei , Suho Shin

Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…

机器学习 · 计算机科学 2024-11-26 Juliette Achddou , Nicolò Cesa-Bianchi , Hao Qiu

We consider distributed optimization over orthogonal collision channels in spatial random access networks. Users are spatially distributed and each user is in the interference range of a few other users. Each user is allowed to transmit…

网络与互联网体系结构 · 计算机科学 2016-10-26 Kobi Cohen , Angelia Nedich , R. Srikant

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

机器学习 · 计算机科学 2020-06-24 Dylan J. Foster , Max Simchowitz