This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each time period. Unlike many existing approaches, the underlying state is dynamic, and evolves according to a geometric random walk. We view the scenario as an optimization problem where agents aim to learn the true state while suffering the smallest possible loss. Based on the decomposition of the global loss function, we introduce two update mechanisms, each of which generates an estimate of the true state. We establish a tight bound on the rate of change of the underlying state, under which individuals can track the parameter with a bounded variance. Then, we characterize explicit expressions for the steady state mean-square deviation(MSD) of the estimates from the truth, per individual. We observe that only one of the estimators recovers the optimal MSD, which underscores the impact of the objective function decomposition on the learning quality. Finally, we provide an upper bound on the regret of the proposed methods, measured as an average of errors in estimating the parameter in a finite time.

In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of which individually may not be informative about the underlying true state, but the signals together are globally informative enough to make the true state identifiable. Using an optimization-based characterization of Bayesian learning as proximal stochastic gradient descent (with Kullback-Leibler divergence from a prior as a proximal function), we show how to efficiently use a distributed, online variant of Nesterov's dual averaging method to solve the estimation with purely local information. When the true state is globally identifiable, and the network is connected, we prove that agents eventually learn the true parameter using a randomized gossip scheme. We demonstrate that with high probability the convergence is exponentially fast with a rate dependent on the KL divergence of observations under the true state from observations under the second likeliest state. Furthermore, our work also highlights the possibility of learning under continuous adaptation of network which is a consequence of employing constant, unit stepsize for the algorithm.

Over the years, numerous experiments have been accumulated to show that cooperation is not casual and depends on the payoffs of the game. These findings suggest that humans have attitude to cooperation by nature and the same person may act more or less cooperatively depending on the particular payoffs. In other words, people do not act a priori as single agents, but they forecast how the game would be played if they formed coalitions and then they play according to their best forecast. In this paper we formalize this idea and we define a new solution concept for one-shot normal form games. We prove that this \emph{cooperative equilibrium} exists for all finite games and it explains a number of different experimental findings, such as (1) the rate of cooperation in the Prisoner's dilemma depends on the cost-benefit ratio; (2) the rate of cooperation in the Traveler's dilemma depends on the bonus/penalty; (3) the rate of cooperation in the Publig Goods game depends on the pro-capite marginal return and on the numbers of players; (4) the rate of cooperation in the Bertrand competition depends on the number of players; (5) players tend to be fair in the bargaining problem; (6) players tend to be fair in the Ultimatum game; (7) players tend to be altruist in the Dictator game; (8) offers in the Ultimatum game are larger than offers in the Dictator game.

Many multi-agent coordination problems can be represented as DCOPs. Motivated by task allocation in disaster response, we extend standard DCOP models to consider uncertain task rewards where the outcome of completing a task depends on its current state, which is randomly drawn from unknown distributions. The goal of solving this problem is to find a solution for all agents that minimizes the overall worst-case loss. This is a challenging problem for centralized algorithms because the search space grows exponentially with the number of agents and is nontrivial for standard DCOP algorithms we have. To address this, we propose a novel decentralized algorithm that incorporates Max-Sum with iterative constraint generation to solve the problem by passing messages among agents. By so doing, our approach scales well and can solve instances of the task allocation problem with hundreds of agents and tasks.

Cognitive radio networks (CRNs) are networks of nodes equipped with cognitive radios that can optimize performance by adapting to network conditions. While cognitive radio networks (CRN) are envisioned as intelligent networks, relatively little research has focused on the network level functionality of CRNs. Although various routing protocols, incorporating varying degrees of adaptiveness, have been proposed for CRNs, it is imperative for the long term success of CRNs that the design of cognitive routing protocols be pursued by the research community. Cognitive routing protocols are envisioned as routing protocols that fully and seamless incorporate AI-based techniques into their design. In this paper, we provide a self-contained tutorial on various AI and machine-learning techniques that have been, or can be, used for developing cognitive routing protocols. We also survey the application of various classes of AI techniques to CRNs in general, and to the problem of routing in particular. We discuss various decision making techniques and learning techniques from AI and document their current and potential applications to the problem of routing in CRNs. We also highlight the various inference, reasoning, modeling, and learning sub tasks that a cognitive routing protocol must solve. Finally, open research issues and future directions of work are identified.

Recent work has suggested reducing electricity generation cost by cutting the peak to average ratio (PAR) without reducing the total amount of the loads. However, most of these proposals rely on consumer's willingness to act. In this paper, we propose an approach to cut PAR explicitly from the supply side. The resulting cut loads are then distributed among consumers by the means of a multiunit auction which is done by an intelligent agent on behalf of the consumer. This approach is also in line with the future vision of the smart grid to have the demand side matched with the supply side. Experiments suggest that our approach reduces overall system cost and gives benefit to both consumers and the energy provider.

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior is an approximately optimal solution to an unknown decision problem. These techniques learn a utility function that explains the example behavior and can then be used to accurately predict or imitate future behavior in similar observed or unobserved situations. In this work, we consider similar tasks in competitive and cooperative multi-agent domains. Here, unlike single-agent settings, a player cannot myopically maximize its reward; it must speculate on how the other agents may act to influence the game's outcome. Employing the game-theoretic notion of regret and the principle of maximum entropy, we introduce a technique for predicting and generalizing behavior.

As large-scale theft of data from corporate servers is becoming increasingly common, it becomes interesting to examine alternatives to the paradigm of centralizing sensitive data into large databases. Instead, one could use cryptography and distributed computation so that sensitive data can be supplied and processed in encrypted form, and only the final result is made known. In this paper, we examine how such a paradigm can be used to implement constraint satisfaction, a technique that can solve a broad class of AI problems such as resource allocation, planning, scheduling, and diagnosis. Most previous work on privacy in constraint satisfaction only attempted to protect specific types of information, in particular the feasibility of particular combinations of decisions. We formalize and extend these restricted notions of privacy by introducing four types of private information, including the feasibility of decisions and the final decisions made, but also the identities of the participants and the topology of the problem. We present distributed algorithms that allow computing solutions to constraint satisfaction problems while maintaining these four types of privacy. We formally prove the privacy properties of these algorithms, and show experiments that compare their respective performance on benchmark problems.

In this paper, a new structure of cooperative learning automata so-called extended learning automata (eDLA) is introduced. Based on the proposed structure, a new iterative randomized heuristic algorithm for finding optimal sub-graph in a stochastic edge-weighted graph through sampling is proposed. It has been shown that the proposed algorithm based on new networked-structure can be to solve the optimization problems on stochastic graph through less number of sampling in compare to standard sampling. Stochastic graphs are graphs in which the edges have an unknown distribution probability weights. Proposed algorithm uses an eDLA to find a policy that leads to an induced sub-graph that satisfies some restrictions such as minimum or maximum weight (length). At each stage of the proposed algorithm, eDLA determines which edges to be sampled. This eDLA-based proposed sampling method may result in decreasing unnecessary samples and hence decreasing the time that algorithm requires for finding the optimal sub-graph. It has been shown that proposed method converge to optimal solution, furthermore the probability of this convergence can be made arbitrarily close to 1 by using a sufficiently small learning rate. A new variance-aware threshold value was proposed that can be improving significantly convergence rate of the proposed eDLA-based algorithm. It has been shown that the proposed algorithm is competitive in terms of the quality of the solution

Many real-world problems are dynamic optimization problems. In this case, the optima in the environment change dynamically. Therefore, traditional optimization algorithms disable to track and find optima. In this paper, a new multi-swarm cellular particle swarm optimization based on clonal selection algorithm (CPSOC) is proposed for dynamic environments. In the proposed algorithm, the search space is partitioned into cells by a cellular automaton. Clustered particles in each cell, which make a sub-swarm, are evolved by the particle swarm optimization and clonal selection algorithm. Experimental results on Moving Peaks Benchmark demonstrate the superiority of the CPSOC its popular methods.