Decentralized Parameter-Free Online Learning

Fuente: arXiv
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Autori principali: Ortega, Tomas, Jafarkhani, Hamid
Natura: Preprint
Pubblicazione: 2025
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author Ortega, Tomas
Jafarkhani, Hamid
author_facet Ortega, Tomas
Jafarkhani, Hamid
contents We propose the first parameter-free decentralized online learning algorithms with network regret guarantees, which achieve sublinear regret without requiring hyperparameter tuning. This family of algorithms connects multi-agent coin-betting and decentralized online learning via gossip steps. To enable our decentralized analysis, we introduce a novel "betting function" formulation for coin-betting that simplifies the multi-agent regret analysis. Our analysis shows sublinear network regret bounds and is validated through experiments on synthetic and real datasets. This family of algorithms is applicable to distributed sensing, decentralized optimization, and collaborative ML applications.
format Preprint
id arxiv_https___arxiv_org_abs_2510_15644
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Decentralized Parameter-Free Online Learning
Ortega, Tomas
Jafarkhani, Hamid
Machine Learning
Signal Processing
Optimization and Control
68W10, 68W15, 68W40, 90C06, 90C35, 90C26
G.1.6; F.2.1; E.4
We propose the first parameter-free decentralized online learning algorithms with network regret guarantees, which achieve sublinear regret without requiring hyperparameter tuning. This family of algorithms connects multi-agent coin-betting and decentralized online learning via gossip steps. To enable our decentralized analysis, we introduce a novel "betting function" formulation for coin-betting that simplifies the multi-agent regret analysis. Our analysis shows sublinear network regret bounds and is validated through experiments on synthetic and real datasets. This family of algorithms is applicable to distributed sensing, decentralized optimization, and collaborative ML applications.
title Decentralized Parameter-Free Online Learning
topic Machine Learning
Signal Processing
Optimization and Control
68W10, 68W15, 68W40, 90C06, 90C35, 90C26
G.1.6; F.2.1; E.4
url https://arxiv.org/abs/2510.15644