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This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

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 define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…

Optimization and Control · Mathematics 2020-04-09 Udari Madhushani , Naomi Ehrich Leonard

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

Machine Learning · Computer Science 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…

Machine Learning · Computer Science 2018-08-24 Fabien C. Y. Benureau , Pierre-Yves Oudeyer

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

Cooperative multi-agent systems often face tasks that require coordinated actions under uncertainty. While multi-armed bandit (MAB) problems provide a powerful framework for decentralized learning, most prior work assumes individually…

Multiagent Systems · Computer Science 2025-06-23 Michael Ledford , William Regli

Quite some real-world problems can be formulated as decision-making problems wherein one must repeatedly make an appropriate choice from a set of alternatives. Multiple expert judgements, whether human or artificial, can help in taking…

Artificial Intelligence · Computer Science 2022-08-30 Axel Abels , Tom Lenaerts , Vito Trianni , Ann Nowé

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

The multi-armed bandit (MAB) problems are widely studied in fields of operations research, stochastic optimization, and reinforcement learning. In this paper, we consider the classical MAB model with heavy-tailed reward distributions and…

Machine Learning · Computer Science 2025-09-16 Keqin Liu , Tianshuo Zheng , Zhi-Hua Zhou

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Machine Learning · Computer Science 2019-02-08 Nischal Agrawal , Prasanna Chaporkar

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains…

Machine Learning · Statistics 2021-11-02 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

We study the impact of sharing exploration in multi-armed bandits in a grouped setting where a set of groups have overlapping feasible action sets [Baek and Farias '24]. In this grouped bandit setting, groups share reward observations, and…

Machine Learning · Computer Science 2025-06-13 Moïse Blanchard , Vineet Goyal

Scheduling fast uplink grant transmissions for machine type communications (MTCs) is one of the main challenges of future wireless systems. In this paper, a novel fast uplink grant scheduling method based on the theory of multi-armed…

Information Theory · Computer Science 2018-11-01 Samad Ali , Aidin Ferdowsi , Walid Saad , Nandana Rajatheva , Jussi Haapola

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

Machine Learning · Computer Science 2021-08-27 Dimitrije Markovic , Hrvoje Stojic , Sarah Schwoebel , Stefan J. Kiebel

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

We study a new stochastic multi-player multi-armed bandits (MP-MAB) problem, where the reward distribution changes if a collision occurs on the arm. Existing literature always assumes a zero reward for involved players if collision happens,…

Information Theory · Computer Science 2021-09-01 Chengshuai Shi , Cong Shen