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Related papers: Delay and Cooperation in Nonstochastic Bandits

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The standard assumption in reinforcement learning (RL) is that agents observe feedback for their actions immediately. However, in practice feedback is often observed in delay. This paper studies online learning in episodic Markov decision…

Machine Learning · Computer Science 2023-01-24 Tiancheng Jin , Tal Lancewicki , Haipeng Luo , Yishay Mansour , Aviv Rosenberg

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Machine Learning · Computer Science 2022-05-16 Ilai Bistritz , Zhengyuan Zhou , Xi Chen , Nicholas Bambos , Jose Blanchet

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

We consider the problem of asynchronous online combinatorial optimization on a network of communicating agents. At each time step, some of the agents are stochastically activated, requested to make a prediction, and the system pays the…

Machine Learning · Computer Science 2021-02-10 Riccardo Della Vecchia , Tommaso Cesari

We consider a multi-agent multi-armed bandit setting in which $n$ honest agents collaborate over a network to minimize regret but $m$ malicious agents can disrupt learning arbitrarily. Assuming the network is the complete graph, existing…

Machine Learning · Computer Science 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…

Machine Learning · Computer Science 2024-11-26 Juliette Achddou , Nicolò Cesa-Bianchi , Hao Qiu

In cooperative bandits, a framework that captures essential features of collective sequential decision making, agents can minimize group regret, and thereby improve performance, by leveraging shared information. However, sharing information…

Machine Learning · Statistics 2021-10-12 Udari Madhushani , Naomi Leonard

We consider the problem where $N$ agents collaboratively interact with an instance of a stochastic $K$ arm bandit problem for $K \gg N$. The agents aim to simultaneously minimize the cumulative regret over all the agents for a total of $T$…

Machine Learning · Computer Science 2021-02-18 Mridul Agarwal , Vaneet Aggarwal , Kamyar Azizzadenesheli

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

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. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

We present regret minimization algorithms for the contextual multi-armed bandit (CMAB) problem over $K$ actions in the presence of delayed feedback, a scenario where loss observations arrive with delays chosen by an adversary. As a…

Machine Learning · Computer Science 2025-10-13 Orin Levy , Liad Erez , Alon Cohen , Yishay Mansour

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

Machine Learning · Computer Science 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We investigate a nonstochastic bandit setting in which the loss of an action is not immediately charged to the player, but rather spread over the subsequent rounds in an adversarial way. The instantaneous loss observed by the player at the…

Machine Learning · Computer Science 2022-09-27 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Claudio Gentile , Yishay Mansour

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

Machine Learning · Computer Science 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

We consider two agents playing simultaneously the same stochastic three-armed bandit problem. The two agents are cooperating but they cannot communicate. We propose a strategy with no collisions at all between the players (with very high…

Computer Science and Game Theory · Computer Science 2020-07-13 Sébastien Bubeck , Thomas Budzinski

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan