A Survey of Decentralized Online Learning

Decentralized online learning (DOL) has been increasingly researched in the last decade, mostly motivated by its wide applications in sensor networks, commercial buildings, robotics (e.g., decentralized target tracking and formation control), smart grids, deep learning, and so forth. In this problem, there are a network of agents who may be cooperative (i.e., decentralized online optimization) or noncooperative (i.e., online game) through local information exchanges, and the local cost function of each agent is often time-varying in dynamic and even adversarial environments. At each time, a decision must be made by each agent based on historical information at hand without knowing future information on cost functions. Although this problem has been extensively studied in the last decade, a comprehensive survey is lacking. Therefore, this paper provides a thorough overview of DOL from the perspective of problem settings, communication, computation, and performances. In addition, some potential future directions are also discussed in details.