Decentralized Parameter-Free Online Learning

Tomas Ortega, Hamid Jafarkhani
10/17/2025
cs.LGeess.SPmath.OC

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Abstract

We propose the first parameter-free decentralized online learning algorithms with network regret guarantees, which achieve sublinear regret without requiring hyperparameter tuning. This family of algorithms connects multi-agent coin-betting and decentralized online learning via gossip steps. To enable our decentralized analysis, we introduce a novel "betting function" formulation for coin-betting that simplifies the multi-agent regret analysis. Our analysis shows sublinear network regret bounds and is validated through experiments on synthetic and real datasets. This family of algorithms is applicable to distributed sensing, decentralized optimization, and collaborative ML applications.

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Cite this paper

@article{ortega2025decentralized,
  title  = {Decentralized Parameter-Free Online Learning},
  author = {Tomas Ortega and Hamid Jafarkhani},
  year   = {2025},
  eprint = {2510.15644},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2510.15644v1}
}

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