Dec-BFTRL: Squre-Root Regret for Decentralized Online Upper-Linearizable Optimization under Separation Access with Application to Continuous Submodular Maximization
Authors: Yiyang Lu, Mohammad Pedramfar, Vaneet Aggarwal
Organizations: Purdue University, West Lafayette, IN, USA · Mila - Quebec AI Institute/McGill University, Montreal, QC, Canada
Abstract
We study decentralized online optimization of upper-linearizable payoffs over an action set under efficient separation access, with applications to online continuous diminishing-return (DR) submodular maximization. We propose Decentralized Barrier Follow-the-Regularized-Leader (Dec-BFTRL), and evaluate each agent's played action against the average of all local objectives. Each agent maps an internal iterate to a feasible action through an approximate gauge projection, communicates only a cumulative surrogate-gradient dual state, and invokes the local HybridNewton procedure to approximately minimize its post-communication BFTRL potential. For every agent, we achieve expected network-aggregate regret of O(T). Over T rounds, each agent uses T neighbor-mixing steps and O(T) separation-oracle calls. We give four wrapper instantiations covering three DR-submodular maximization problems.
We study distributed online submodular maximization under partition matroid constraints, in which multiple agents select a limited number of actions from their own subsets sequentially to maximize the cumulative value of a sequence of objective functions. We develop a unified algorithmic framework that accommodates full-information and bandit feedback models. For both feedback models, we prove that the proposed algorithms achieve sublinear (1−1/e)-regret guarantees, which are comparable to those achieved by existing centralized counterparts. Furthermore, to tackle the sampling violation issue caused by continuous relaxation and rounding, we develop a bounded stochastic pipage rounding scheme and show that the probability of sampling violation vanishes asymptotically. As a result, the cumulative sampling violation remains sublinear in T, which is further shown to be not improvable under certain conditions. Numerical results validate the theoretical findings in this paper.
Decentralized online convex optimization (D-OCO) is a popular framework for distributed applications with streaming data. To tackle the communication bottleneck, previous studies have investigated D-OCO with compressed communication and proposed several algorithms that are variants of online gradient descent (OGD). However, for D-OCO with exact communication, the best existing algorithms are variants of follow-the-regularized-leader (FTRL). In this paper, for the first time, we propose two FTRL-type algorithms for D-OCO with compressed communication. Compared with OGD-type algorithms, our algorithms are more elegant in both algorithmic design and theoretical analysis. The key insight is that the dual update mechanism of FTRL allows us to make a simple application of the technique for average consensus with communication compression. More specifically, our first algorithm considers the full-information setting, and can match the existing regret bounds. Our second algorithm is designed for the bandit setting, and can significantly improve both the regret bounds and communication costs of existing algorithms.
We study decentralized online convex optimization when agents communicate over a graph and messages may be compressed. Classical decentralized online methods typically require learning-rate choices that depend on the horizon, comparator scale, or other problem parameters, while compressed communication introduces additional disagreement that must be controlled. We propose DECO-EF (DEcentralized COin-betting with Error Feedback), a decentralized parameter-free online learning algorithm that combines coin-betting predictions with compressed difference-based gossip. Each agent maintains a clean accumulated state and a compressed tracker, and communicates only compressed state differences during gossip steps. The method is parameter-free in the online-learning sense: it does not tune to the horizon, the comparator norm, or the learning rate. We prove expected comparator-adaptive network-regret bounds for DECO-EF under compressed communication. To the best of our knowledge, this gives the first expected sublinear network-regret guarantees for parameter-free decentralized online learning under compressed communication.