Projection-Free Decentralized Online Learning for Submodular Maximization over Time-Varying Networks

Abstract

This paper considers a decentralized online submodular maximization problem over time-varying networks, where each agent only utilizes its own information and the received information from its neighbors. To address the problem, we propose a decentralized Meta-Frank-Wolfe online learning method in the adversarial online setting by using local communication and local computation. Moreover, we show that an expected regret bound of $O(\sqrt{T})$ is achieved with $(1-1/e)$ approximation guarantee, where $T$ is a time horizon. In addition, we also propose a decentralized one-shot Frank-Wolfe online learning method in the stochastic online setting. Furthermore, we also show that an expected regret bound $O(T^{2/3})$ is obtained with $(1-1/e)$ approximation guarantee. Finally, we confirm the theoretical results via various experiments on different datasets.

Cite

Text

Zhu et al. "Projection-Free Decentralized Online Learning for Submodular Maximization over Time-Varying Networks." Journal of Machine Learning Research, 2021.

Markdown

[Zhu et al. "Projection-Free Decentralized Online Learning for Submodular Maximization over Time-Varying Networks." Journal of Machine Learning Research, 2021.](https://mlanthology.org/jmlr/2021/zhu2021jmlr-projectionfree/)

BibTeX

@article{zhu2021jmlr-projectionfree,
  title     = {{Projection-Free Decentralized Online Learning for Submodular Maximization over Time-Varying Networks}},
  author    = {Zhu, Junlong and Wu, Qingtao and Zhang, Mingchuan and Zheng, Ruijuan and Li, Keqin},
  journal   = {Journal of Machine Learning Research},
  year      = {2021},
  pages     = {1-42},
  volume    = {22},
  url       = {https://mlanthology.org/jmlr/2021/zhu2021jmlr-projectionfree/}
}