Distributed online linear regressions

D Yuan, A Proutiere, G Shi - IEEE Transactions on Information …, 2020 - ieeexplore.ieee.org
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 …

Multi-agent Online Optimization

D Yuan, A Proutiere, G Shi - Foundations and Trends® in …, 2024 - nowpublishers.com
This monograph provides an overview of distributed online optimization in multi-agent
systems. Online optimization approaches planning and decision problems from a robust …

Stochastic online linear regression: the forward algorithm to replace ridge

R Ouhamma, OA Maillard… - Advances in Neural …, 2021 - proceedings.neurips.cc
We consider the problem of online linear regression in the stochastic setting. We derive high
probability regret bounds for online $\textit {ridge} $ regression and the $\textit {forward} …

Bandit learning with general function classes: Heteroscedastic noise and variance-dependent regret bounds

H Zhao, D Zhou, J He, Q Gu - 2022 - openreview.net
We consider learning a stochastic bandit model, where the reward function belongs to a
general class of uniformly bounded functions, and the additive noise can be …

Uniform regret bounds over for the sequential linear regression problem with the square loss

P Gaillard, S Gerchinovitz, M Huard… - Algorithmic Learning …, 2019 - proceedings.mlr.press
We consider the setting of online linear regression for arbitrary deterministic sequences, with
the square loss. We are interested in the aim set by Bartlett et al.(2015): obtain regret …

Distributed online bandit linear regressions with differential privacy

M Dai, DWC Ho, B Zhang, D Yuan, S Xu - Journal of the Franklin Institute, 2023 - Elsevier
This paper addresses the distributed online bandit linear regression problems with privacy
protection, in which the training data are spread in a multi-agent network. Each node …

Optimal online generalized linear regression with stochastic noise and its application to heteroscedastic bandits

H Zhao, D Zhou, J He, Q Gu - International Conference on …, 2023 - proceedings.mlr.press
We study the problem of online generalized linear regression in the stochastic setting, where
the label is generated from a generalized linear model with possibly unbounded additive …

Toward realistic reinforcement learning

R Ouhamma - 2023 - theses.hal.science
This thesis explores the challenge of making reinforcement learning (RL) more suitable to
real-world problems without loosing theoretical guarantees. This is an interesting active …

Apprentissage et prévision séquentiels: bornes uniformes pour le regret linéaire et séries temporelles hiérarchiques

M Huard - 2020 - theses.hal.science
Ce travail présente quelques contributions théoriques et pratiques à la prévision des suites
arbitraires. Dans ce domaine, la prévision se déroule séquentiellement en même temps que …