Distributed Dictionary Learning

The paper studies distributed Dictionary Learning (DL) problems where the learning task is distributed over a multi-agent network with time-varying (nonsymmetric) connectivity. This formulation is relevant, for instance, in big-data scenarios where massive amounts of data are collected/stored in different spatial locations and it is unfeasible to aggregate and/or process all the data in a fusion center, due to resource limitations, communication overhead or privacy considerations. We develop a general distributed algorithmic framework for the (nonconvex) DL problem and establish its asymptotic convergence. The new method hinges on Successive Convex Approximation (SCA) techniques coupled with i) a gradient tracking mechanism instrumental to locally estimate the missing global information; and ii) a consensus step, as a mechanism to distribute the computations among the agents. To the best of our knowledge, this is the first distributed algorithm with provable convergence for the DL problem and, more in general, bi-convex optimization problems over (time-varying) directed graphs

Learning to Teach Reinforcement Learning Agents

In this article we study the transfer learning model of action advice under a budget. We focus on reinforcement learning teachers providing action advice to heterogeneous students playing the game of Pac-Man under a limited advice budget. First, we examine several critical factors affecting advice quality in this setting, such as the average performance of the teacher, its variance and the importance of reward discounting in advising. The experiments show the non-trivial importance of the coefficient of variation (CV) as a statistic for choosing policies that generate advice. The CV statistic relates variance to the corresponding mean. Second, the article studies policy learning for distributing advice under a budget. Whereas most methods in the relevant literature rely on heuristics for advice distribution we formulate the problem as a learning one and propose a novel RL algorithm capable of learning when to advise, adapting to the student and the task at hand. Furthermore, we argue that learning to advise under a budget is an instance of a more generic learning problem: Constrained Exploitation Reinforcement Learning