4,777 research outputs found
Transmit without regrets: Online optimization in MIMO-OFDM cognitive radio systems
In this paper, we examine cognitive radio systems that evolve dynamically
over time due to changing user and environmental conditions. To combine the
advantages of orthogonal frequency division multiplexing (OFDM) and
multiple-input, multiple-output (MIMO) technologies, we consider a MIMO-OFDM
cognitive radio network where wireless users with multiple antennas communicate
over several non-interfering frequency bands. As the network's primary users
(PUs) come and go in the system, the communication environment changes
constantly (and, in many cases, randomly). Accordingly, the network's
unlicensed, secondary users (SUs) must adapt their transmit profiles "on the
fly" in order to maximize their data rate in a rapidly evolving environment
over which they have no control. In this dynamic setting, static solution
concepts (such as Nash equilibrium) are no longer relevant, so we focus on
dynamic transmit policies that lead to no regret: specifically, we consider
policies that perform at least as well as (and typically outperform) even the
best fixed transmit profile in hindsight. Drawing on the method of matrix
exponential learning and online mirror descent techniques, we derive a
no-regret transmit policy for the system's SUs which relies only on local
channel state information (CSI). Using this method, the system's SUs are able
to track their individually evolving optimum transmit profiles remarkably well,
even under rapidly (and randomly) changing conditions. Importantly, the
proposed augmented exponential learning (AXL) policy leads to no regret even if
the SUs' channel measurements are subject to arbitrarily large observation
errors (the imperfect CSI case), thus ensuring the method's robustness in the
presence of uncertainties.Comment: 25 pages, 3 figures, to appear in the IEEE Journal on Selected Areas
in Communication
Cooperative Online Learning: Keeping your Neighbors Updated
We study an asynchronous online learning setting with a network of agents. At
each time step, some of the agents are activated, requested to make a
prediction, and pay the corresponding loss. The loss function is then revealed
to these agents and also to their neighbors in the network. Our results
characterize how much knowing the network structure affects the regret as a
function of the model of agent activations. When activations are stochastic,
the optimal regret (up to constant factors) is shown to be of order
, where is the horizon and is the independence
number of the network. We prove that the upper bound is achieved even when
agents have no information about the network structure. When activations are
adversarial the situation changes dramatically: if agents ignore the network
structure, a lower bound on the regret can be proven, showing that
learning is impossible. However, when agents can choose to ignore some of their
neighbors based on the knowledge of the network structure, we prove a
sublinear regret bound, where is the clique-covering number of the network
Shifting Regret, Mirror Descent, and Matrices
We consider the problem of online prediction in changing environments. In this framework the performance of a predictor is evaluated as the loss relative to an arbitrarily changing predictor, whose individual components come from a base class of predictors. Typical results in the literature consider different base classes (experts, linear predictors on the simplex, etc.) separately. Introducing an arbitrary mapping inside the mirror decent algorithm, we provide a framework that unifies and extends existing results. As an example, we prove new shifting regret bounds for matrix prediction problems
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