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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

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

In this paper, we study the collaborative learning model, which concerns the tradeoff between parallelism and communication overhead in multi-agent multi-armed bandits. For regret minimization in multi-armed bandits, we present the first…

Machine Learning · Computer Science 2023-12-22 Nikolai Karpov , Qin Zhang

In pure-exploration problems, information is gathered sequentially to answer a question on the stochastic environment. While best-arm identification for linear bandits has been extensively studied in recent years, few works have been…

Machine Learning · Statistics 2022-06-10 Marc Jourdan , Rémy Degenne

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…

Machine Learning · Computer Science 2022-11-22 Parth K. Thaker , Mohit Malu , Nikhil Rao , Gautam Dasarathy

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. Neighbors are defined by a network graph with heterogeneous and stochastic…

Optimization and Control · Mathematics 2019-05-22 Udari Madhushani , Naomi Ehrich Leonard

Identifying the best arm of a multi-armed bandit is a central problem in bandit optimization. We study a quantum computational version of this problem with coherent oracle access to states encoding the reward probabilities of each arm as…

Quantum Physics · Physics 2023-02-02 Daochen Wang , Xuchen You , Tongyang Li , Andrew M. Childs

We study best arm identification in a federated multi-armed bandit setting with a central server and multiple clients, when each client has access to a {\em subset} of arms and each arm yields independent Gaussian observations. The goal is…

Machine Learning · Computer Science 2023-12-20 Zhirui Chen , P. N. Karthik , Vincent Y. F. Tan , Yeow Meng Chee

We study the problem of identifying the best arm in a multi-armed bandit environment when each arm is a time-homogeneous and ergodic discrete-time Markov process on a common, finite state space. The state evolution on each arm is governed…

Machine Learning · Statistics 2022-03-30 P. N. Karthik , Kota Srinivas Reddy , Vincent Y. F. Tan

In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an…

Machine Learning · Computer Science 2026-05-04 Akram Erraqabi , Alessandro Lazaric , Michal Valko , Emma Brunskill , Yun-En Liu

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

We study the problem of tracking multiple moving targets using a team of mobile robots. Each robot has a set of motion primitives to choose from in order to collectively maximize the number of targets tracked or the total quality of…

Robotics · Computer Science 2019-05-31 Yoonchang Sung , Ashish Kumar Budhiraja , Ryan K. Williams , Pratap Tokekar

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Pierre Ménard , Xuedong Shang , Michal Valko

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

We study the decentralized multi-player multi-armed bandits (MMAB) problem under a no-sensing setting, where each player receives only their own reward and obtains no information about collisions. Each arm has an unknown capacity, and if…

Machine Learning · Computer Science 2026-03-31 Xinyi Hu , Aldo Pacchiano

We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…

Machine Learning · Computer Science 2021-10-08 Fan Yao , Chuanhao Li , Denis Nekipelov , Hongning Wang , Haifeng Xu

The cooperative bandit problem is a multi-agent decision problem involving a group of agents that interact simultaneously with a multi-armed bandit, while communicating over a network with delays. The central idea in this problem is to…

Machine Learning · Statistics 2022-05-31 Abhimanyu Dubey , Alex Pentland
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