Related papers: Cooperative Multi-Agent Bandits with Heavy Tails

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

We study the problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

In this paper, we study \emph{Federated Bandit}, a decentralized Multi-Armed Bandit problem with a set of $N$ agents, who can only communicate their local data with neighbors described by a connected graph $G$. Each agent makes a sequence…

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…

We introduce an approach to improve team performance in a Multi-Agent Multi-Armed Bandit (MAMAB) framework using Fastest Mixing Markov Chain (FMMC) and Fastest Distributed Linear Averaging (FDLA) optimization algorithms. The multi-agent…

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Millimeter wave (mmWave) communication has emerged as a propelling technology in vehicular communication. Usually, an appropriate decision on user association requires timely channel information between vehicles and base stations (BSs),…

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

We consider the nonstochastic multi-agent multi-armed bandit problem with agents collaborating via a communication network with delays. We show a lower bound for individual regret of all agents. We show that with suitable regularizers and…

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

We study the tail behavior of regret in stochastic multi-armed bandits for algorithms that are asymptotically optimal in expectation. While minimizing expected regret is the classical objective, recent work shows that even such algorithms…

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…

Regret minimization in stochastic non-stationary bandits gained popularity over the last decade, as it can model a broad class of real-world problems, from advertising to recommendation systems. Existing literature relies on various…

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…