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Related papers: Cooperative Multi-Agent Bandits with Heavy Tails

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In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

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

The batched multi-armed bandit (MAB) problem, in which rewards are collected in batches, is crucial for applications such as clinical trials. Existing research predominantly assumes light-tailed reward distributions, yet many real-world…

Machine Learning · Computer Science 2026-03-24 Yunwen Guo , Yunlun Shu , Gongyi Zhuo , Tianyu Wang

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

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Machine Learning · Statistics 2021-03-04 Rajat Sen , Karthikeyan Shanmugam , Nihal Sharma , Sanjay Shakkottai

This paper studies a cooperative multi-agent multi-armed stochastic bandit problem where agents operate asynchronously -- agent pull times and rates are unknown, irregular, and heterogeneous -- and face the same instance of a K-armed bandit…

Machine Learning · Computer Science 2023-09-01 Yu-Zhen Janice Chen , Lin Yang , Xuchuang Wang , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Don Towsley

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

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

Significant work has been recently dedicated to the stochastic delayed bandit setting because of its relevance in applications. The applicability of existing algorithms is however restricted by the fact that strong assumptions are often…

Machine Learning · Statistics 2020-06-19 Anne Gael Manegueu , Claire Vernade , Alexandra Carpentier , Michal Valko

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

Machine Learning · Statistics 2021-10-07 Xinyu Zhang , Srinjoy Das , Ken Kreutz-Delgado

Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

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

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

Machine Learning · Computer Science 2025-06-12 Jingxuan Zhu , Alec Koppel , Alvaro Velasquez , Ji Liu

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We study federated contextual linear bandits, where $M$ agents cooperate with each other to solve a global contextual linear bandit problem with the help of a central server. We consider the asynchronous setting, where all agents work…

Machine Learning · Computer Science 2022-07-08 Jiafan He , Tianhao Wang , Yifei Min , Quanquan Gu

We study the stochastic multi-armed bandit problem with the graph-based feedback structure introduced by Mannor and Shamir. We analyze the performance of the two most prominent stochastic bandit algorithms, Thompson Sampling and Upper…

Machine Learning · Computer Science 2020-02-17 Thodoris Lykouris , Eva Tardos , Drishti Wali

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Machine Learning · Computer Science 2023-11-06 Chuanhao Li , Chong Liu , Yu-Xiang Wang