Cooperative Online Learning

Abstract

In this preliminary (and unpolished) version of the paper, 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. Some feedback is then revealed to these agents and is later propagated through the network. We consider the case of full, bandit, and semi-bandit feedback. In particular, we construct a reduction to delayed single-agent learning that applies to both the full and the bandit feedback case and allows to obtain regret guarantees for both settings. We complement these results with a near-matching lower bound