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We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of…

Machine Learning · Statistics 2020-04-09 Maryam Aziz , Emilie Kaufmann , Marie-Karelle Riviere

Multi-agent coordination studies the underlying mechanism enabling the trending spread of diverse multi-agent systems (MAS) and has received increasing attention, driven by the expansion of emerging applications and rapid AI advances. This…

Multiagent Systems · Computer Science 2025-02-24 Lijun Sun , Yijun Yang , Qiqi Duan , Yuhui Shi , Chao Lyu , Yu-Cheng Chang , Chin-Teng Lin , Yang Shen

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

Machine Learning · Statistics 2022-08-26 Iñigo Urteaga , Chris H. Wiggins

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

Multi-agent multi-armed bandit (MAMAB) is a classic collaborative learning model and has gained much attention in recent years. However, existing studies do not consider the case where an agent may refuse to share all her information with…

Machine Learning · Computer Science 2025-02-24 Junning Shao , Siwei Wang , Zhixuan Fang

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Lihong Li , Quanquan Gu

Multi-Agent Systems (MASs) have been used to solve complex problems that demand intelligent agents working together to reach the desired goals. These Agents should effectively synchronize their individual behaviors so that they can act as a…

Robotics · Computer Science 2019-12-05 Marco A. C. Simões , Robson Marinho da Silva , Tatiane Nogueira

Multi-agent systems (MAS) enable complex reasoning by coordinating multiple agents, but often incur high inference latency due to multi-step execution and repeated model invocations, severely limiting their scalability and usability in…

Multiagent Systems · Computer Science 2026-01-16 Xi Shi , Mengxin Zheng , Qian Lou

Multi-agent path finding (MAPF) determines an ensemble of collision-free paths for multiple agents between their respective start and goal locations. Among the available MAPF planners for workspace modeled as a graph, A*-based approaches…

Robotics · Computer Science 2022-02-16 Zhongqiang Ren , Sivakumar Rathinam , Howie Choset

We consider online sequential decision problems where an agent must balance exploration and exploitation. We derive a set of Bayesian `optimistic' policies which, in the stochastic multi-armed bandit case, includes the Thompson sampling…

Machine Learning · Statistics 2021-11-01 Brendan O'Donoghue , Tor Lattimore

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…

Machine Learning · Computer Science 2023-06-16 Amin Karbasi , Nikki Lijing Kuang , Yi-An Ma , Siddharth Mitra

Cooperative information shared among a multi-agent system (MAS) can be useful to agents to efficiently fulfill their missions. Relying on wrong information, however, can have severe consequences. While classical approaches only consider…

Signal Processing · Electrical Eng. & Systems 2019-05-23 Johannes Müller , Tobias Meuser , Ralf Steinmetz , Michael Buchholz

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

How can we make use of information parallelism in online decision making problems while efficiently balancing the exploration-exploitation trade-off? In this paper, we introduce a batch Thompson Sampling framework for two canonical online…

Machine Learning · Computer Science 2021-06-04 Amin Karbasi , Vahab Mirrokni , Mohammad Shadravan

Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of…

Multiagent Systems · Computer Science 2024-08-08 Lucia Gordon , Esther Rolf , Milind Tambe

Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of…

Machine Learning · Computer Science 2018-11-13 Zhen Li , Nicholas J. Meyer , Eric B. Laber , Robert Brigantic

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

Machine Learning · Computer Science 2020-08-04 Qiuyu Zhu , Vincent Y. F. Tan

Thompson sampling (TS) has optimal regret and excellent empirical performance in multi-armed bandit problems. Yet, in Bayesian optimization, TS underperforms popular acquisition functions (e.g., EI, UCB). TS samples arms according to the…

Machine Learning · Statistics 2024-12-02 David Sweet