Learning-Augmented Decentralized Online Convex Optimization in Networks
This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on local online information. LADO leverages a baseline policy to safeguard online actions for worst-case robustness guarantees, while staying close to the machine learning (ML) policy for average performance improvement. In stark contrast with the existing learning-augmented online algorithms that focus on centralized settings, LADO achieves strong robustness guarantees in a decentralized setting. We also prove the average cost bound for LADO, revealing the tradeoff between average performance and worst-case robustness and demonstrating the advantage of training the ML policy by explicitly considering the robustness requirement.
Code (0)
등록된 구현이 없습니다.
Methods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Decentralized Online Riemannian Optimization for Strongly Geodesically Convex Functions
We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds. In centralized Riema…
Online Optimization Perspective on First-Order and Zero-Order Decentralized Nonsmooth Nonconvex Stochastic Optimization
We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function us…
Stochastic OptimizationALADIN-$α$ -- An open-source MATLAB toolbox for distributed non-convex optimization
This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-$\alpha$. ALADIN-$\alpha$ is a MATLAB implementation of tailored variants of the Augmented Lagrangian A…
Distributed OptimizationDecentralized Online Riemannian Optimization Beyond Hadamard Manifolds
We study decentralized online Riemannian optimization over manifolds with possibly positive curvature, going beyond the Hadamard manifold setting. Decentralized optimization techniques rely on a consensus step that is we…
Improved Approximate Regret for Decentralized Online Continuous Submodular Maximization via Reductions
To expand the applicability of decentralized online learning, previous studies have proposed several algorithms for decentralized online continuous submodular maximization (D-OCSM) -- a non-convex/non-concave setting wit…