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We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

Machine Learning · Statistics 2022-11-29 Alessio Russo , Alexandre Proutiere

We study multi-task representation learning for the problem of pure exploration in bilinear bandits. In bilinear bandits, an action takes the form of a pair of arms from two different entity types and the reward is a bilinear function of…

Machine Learning · Computer Science 2023-11-02 Subhojyoti Mukherjee , Qiaomin Xie , Josiah P. Hanna , Robert Nowak

We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…

Machine Learning · Computer Science 2023-05-03 Jittat Fakcharoenphol , Chayutpong Prompak

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…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

We consider a cooperative multiplayer bandit learning problem where the players are only allowed to agree on a strategy beforehand, but cannot communicate during the learning process. In this problem, each player simultaneously selects an…

Machine Learning · Computer Science 2023-11-13 William Chang , Yuanhao Lu

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Machine Learning · Computer Science 2021-01-05 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

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

We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…

Machine Learning · Computer Science 2026-01-21 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

Communication efficiency arises as a necessity in federated learning due to limited communication bandwidth. To this end, the present paper develops an algorithmic framework where an ensemble of pre-trained models is learned. At each…

Machine Learning · Computer Science 2022-03-01 Pouya M Ghari , Yanning Shen

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Networking and Internet Architecture · Computer Science 2019-01-24 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling…

Machine Learning · Computer Science 2020-06-12 Ziqi Liu , Zhengwei Wu , Zhiqiang Zhang , Jun Zhou , Shuang Yang , Le Song , Yuan Qi

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

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 distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

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

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

Machine Learning · Computer Science 2023-11-01 Ravi Kumar Kolla , Prashanth L. A. , Aditya Gopalan , Krishna Jagannathan , Michael Fu , Steve Marcus

It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…

Machine Learning · Computer Science 2022-07-07 Charles E. Thornton , R. Michael Buehrer

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

Artificial Intelligence · Computer Science 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen
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