Search Results for author: Jinlong Lei

Found 6 papers, 0 papers with code

Rate Analysis of Coupled Distributed Stochastic Approximation for Misspecified Optimization

no code implementations21 Apr 2024 Yaqun Yang, Jinlong Lei

To address the special optimization problem, we propose a coupled distributed stochastic approximation algorithm, in which every agent updates the current beliefs of its unknown parameter and decision variable by stochastic approximation method; and then averages the beliefs and decision variables of its neighbors over network in consensus protocol.

Distributed Optimization

Distributed Fractional Bayesian Learning for Adaptive Optimization

no code implementations17 Apr 2024 Yaqun Yang, Jinlong Lei, Guanghui Wen, Yiguang Hong

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the optimal solution over a connected network.

Distributed Optimization

Online Parameter Identification of Generalized Non-cooperative Game

no code implementations14 Oct 2023 Jianguo Chen, Jinlong Lei, HongSheng Qi, Yiguang Hong

This work studies the parameter identification problem of a generalized non-cooperative game, where each player's cost function is influenced by an observable signal and some unknown parameters.

No-regret learning for repeated non-cooperative games with lossy bandits

no code implementations14 May 2022 Wenting Liu, Jinlong Lei, Peng Yi, Yiguang Hong

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback.

Management

Distributed Policy Gradient with Variance Reduction in Multi-Agent Reinforcement Learning

no code implementations25 Nov 2021 Xiaoxiao Zhao, Jinlong Lei, Li Li, Jie Chen

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns.

Multi-agent Reinforcement Learning reinforcement-learning +2

Online Convex Optimization Over Erdos-Renyi Random Networks

no code implementations NeurIPS 2020 Jinlong Lei, Peng Yi, Yiguang Hong, Jie Chen, Guodong Shi

The regret bounds scaling with respect to $T$ match those obtained by state-of-the-art algorithms and fundamental limits in the corresponding centralized online optimization problems, e. g., $\mathcal{O}(\sqrt{T}) $ and $\mathcal{O}(\ln(T)) $ regrets are established for convex and strongly convex losses with full gradient feedback and two-points information, respectively.

Cannot find the paper you are looking for? You can Submit a new open access paper.