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Related papers: Distributed Bandits with Heterogeneous Agents

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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

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 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 study a novel heterogeneous multi-agent multi-armed bandit problem with a cluster structure induced by stochastic block models, influencing not only graph topology, but also reward heterogeneity. Specifically, agents are distributed on…

Machine Learning · Computer Science 2025-02-13 Mengfan Xu , Liren Shan , Fatemeh Ghaffari , Xuchuang Wang , Xutong Liu , Mohammad Hajiesmaili

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 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

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

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

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 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 study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Machine Learning · Computer Science 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

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

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 study decentralized multi-agent multi-armed bandits in fully heavy-tailed settings, where clients communicate over sparse random graphs with heavy-tailed degree distributions and observe heavy-tailed (homogeneous or heterogeneous) reward…

Machine Learning · Computer Science 2025-02-03 Xingyu Wang , Mengfan Xu

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

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous
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