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Related papers: Multi-Agent Low-Dimensional Linear Bandits

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We study decentralized stochastic linear bandits, where a network of $N$ agents acts cooperatively to efficiently solve a linear bandit-optimization problem over a $d$-dimensional space. For this problem, we propose DLUCB: a fully…

Machine Learning · Computer Science 2020-12-02 Sanae Amani , Christos Thrampoulidis

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…

Machine Learning · Computer Science 2019-11-19 Yogev Bar-On , Yishay Mansour

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

We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…

Machine Learning · Computer Science 2022-06-08 Aritra Mitra , Arman Adibi , George J. Pappas , Hamed Hassani

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

In many real-world applications such as recommendation systems, multiple learning agents must balance exploration and exploitation while maintaining safety guarantees to avoid catastrophic failures. We study the stochastic linear bandit…

Machine Learning · Computer Science 2026-02-16 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…

Machine Learning · Computer Science 2025-11-17 Sudeep Salgia , Qing Zhao

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 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 a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…

Optimization and Control · Mathematics 2025-04-24 Arghavan Zibaie , Spencer Hutchinson , Ramtin Pedarsani , Mahnoosh Alizadeh

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

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…

Machine Learning · Computer Science 2022-03-03 Aritra Mitra , Hamed Hassani , George J. Pappas

We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward. Our objective is to design a communication-free policy that maximizes collective…

Machine Learning · Computer Science 2026-02-20 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

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…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

We study distributed contextual linear bandits with stochastic contexts, where $N$ agents act cooperatively to solve a linear bandit-optimization problem with $d$-dimensional features over the course of $T$ rounds. For this problem, we…

Machine Learning · Computer Science 2022-12-09 Sanae Amani , Tor Lattimore , András György , Lin F. Yang
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