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Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

Statistics Theory · Mathematics 2013-03-29 Junya Honda , Akimichi Takemura

A standard assumption adopted in the multi-armed bandit (MAB) framework is that the mean rewards are constant over time. This assumption can be restrictive in the business world as decision-makers often face an evolving environment where…

Machine Learning · Computer Science 2021-08-24 Ningyuan Chen , Chun Wang , Longlin Wang

In intelligent Internet of Things (IoT) systems, edge servers within a network exchange information with their neighbors and collect data from sensors to complete delivered tasks. In this paper, we propose a multiplayer multi-armed bandit…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-19 Ziqun Chen , Kechao Cai , Jinbei Zhang , Zhigang Yu

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this…

Machine Learning · Computer Science 2019-05-03 Sébastien Bubeck , Yuanzhi Li , Yuval Peres , Mark Sellke

This paper introduces the informational multi-armed bandit (IMAB) model in which at each round, a player chooses an arm, observes a symbol, and receives an unobserved reward in the form of the symbol's self-information. Thus, the expected…

Information Theory · Computer Science 2022-09-07 Nir Weinberger , Michal Yemini

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

Enterprise Wireless Local Area Networks (WLANs) consist of multiple Access Points (APs) covering a given area. Finding a suitable network configuration able to maximize the performance of enterprise WLANs is a challenging task given the…

Machine Learning · Computer Science 2020-10-12 Álvaro López-Raventós , Boris Bellalta

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

Machine Learning · Statistics 2024-04-08 Iñigo Urteaga , Chris H. Wiggins

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Machine Learning · Computer Science 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

Machine Learning · Computer Science 2024-03-19 Sourav Chakraborty , Lijun Chen

In this paper, we introduce Ballooning Multi-Armed Bandits (BL-MAB), a novel extension of the classical stochastic MAB model. In the BL-MAB model, the set of available arms grows (or balloons) over time. In contrast to the classical MAB…

Machine Learning · Computer Science 2021-02-23 Ganesh Ghalme , Swapnil Dhamal , Shweta Jain , Sujit Gujar , Y. Narahari

Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…

Machine Learning · Computer Science 2019-06-04 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

Current approaches to multi-agent cooperation rely heavily on centralized mechanisms or explicit communication protocols to ensure convergence. This paper studies the problem of distributed multi-agent learning without resorting to…

Multiagent Systems · Computer Science 2025-08-19 Caroline Wang , Ishan Durugkar , Elad Liebman , Peter Stone

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

The combinatorial multi-armed bandit model is designed to maximize cumulative rewards in the presence of uncertainty by activating a subset of arms in each round. This paper is inspired by two critical applications in wireless networks,…

Machine Learning · Computer Science 2025-09-17 Xiaoyi Wu , Bin Li

The stochastic multi-armed bandit model captures the tradeoff between exploration and exploitation. We study the effects of competition and cooperation on this tradeoff. Suppose there are $k$ arms and two players, Alice and Bob. In every…

Computer Science and Game Theory · Computer Science 2024-01-15 Simina Brânzei , Yuval Peres

We study decentralized stochastic linear bandits, where a network of $N$ agents acts cooperatively to efficiently solve a linear bandit-optimization problem over a $d$-dimensional space. For this problem, we propose DLUCB: a fully…

Machine Learning · Computer Science 2020-12-02 Sanae Amani , Christos Thrampoulidis

Multi-agent reinforcement learning (MARL) studies crucial principles that are applicable to a variety of fields, including wireless networking and autonomous driving. We propose a photonic-based decision-making algorithm to address one of…

Machine Learning · Computer Science 2024-07-15 Shun Kotoku , Takatomo Mihana , André Röhm , Ryoichi Horisaki
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