Fusing Multiple Algorithms for Heterogeneous Online Learning

This study addresses the challenge of online learning in contexts where agents accumulate disparate data, face resource constraints, and use different local algorithms. This paper introduces the Switched Online Learning Algorithm (SOLA), designed to solve the heterogeneous online learning problem by...

Full description

Saved in:
Bibliographic Details
Main Authors Gadginmath, Darshan, Tripathi, Shivanshu, Pasqualetti, Fabio
Format Journal Article
LanguageEnglish
Published 08.12.2023
Subjects
Computer Science - Learning
Mathematics - Optimization and Control
Online AccessGet full text

Cover

More Information
Summary:This study addresses the challenge of online learning in contexts where agents accumulate disparate data, face resource constraints, and use different local algorithms. This paper introduces the Switched Online Learning Algorithm (SOLA), designed to solve the heterogeneous online learning problem by amalgamating updates from diverse agents through a dynamic switching mechanism contingent upon their respective performance and available resources. We theoretically analyze the design of the selecting mechanism to ensure that the regret of SOLA is bounded. Our findings show that the number of changes in selection needs to be bounded by a parameter dependent on the performance of the different local algorithms. Additionally, two test cases are presented to emphasize the effectiveness of SOLA, first on an online linear regression problem and then on an online classification problem with the MNIST dataset.
DOI:10.48550/arxiv.2312.05432