Related papers: Decentralized Exploration in Multi-Armed Bandits -…
In order to distribute the best arm identification task as close as possible to the user's devices, on the edge of the Radio Access Network, we propose a new problem setting, where distributed players collaborate to find the best arm. This…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…
Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…
In recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…
We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…
Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…
The paper addresses the Multiplayer Multi-Armed Bandit (MMAB) problem, where $M$ decision makers or players collaborate to maximize their cumulative reward. When several players select the same arm, a collision occurs and no reward is…
We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…
We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…
We consider a decentralized stochastic multi-armed bandit problem with multiple players. Each player aims to maximize his/her own reward by pulling an arm. The arms give rewards based on i.i.d. stochastic Bernoulli distributions. Players…
This paper investigates the problem of best arm identification in $\textit{contaminated}$ stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are replaced by samples from an adversarial model with probability…
We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…
We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…
Consider the problem of best arm identification with a security constraint. Specifically, assume a setup of stochastic linear bandits with $K$ arms of dimension $d$. In each arm pull, the player receives a reward that is the sum of the dot…
In this paper, we study the stochastic linear bandit problem under the additional requirements of differential privacy, robustness and batched observations. In particular, we assume an adversary randomly chooses a constant fraction of the…
In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…
We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…
We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…
We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…