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In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an…

Machine Learning · Computer Science 2016-06-07 Maximilian Balandat , Walid Krichene , Claire Tomlin , Alexandre Bayen

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…

Machine Learning · Computer Science 2012-02-15 Sébastien Bubeck , Nicolò Cesa-Bianchi , Sham M. Kakade

This paper considers a conjecture-based distributed learning approach that enables autonomous nodes to independently optimize their transmission probabilities in random access networks. We model the interaction among multiple…

Computer Science and Game Theory · Computer Science 2009-12-09 Yi Su , Mihaela van der Schaar

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Optimization and Control · Mathematics 2024-10-30 Bolin Gao , Lacra Pavel

Fog computing extends the cloud computing paradigm by allocating substantial portions of computations and services towards the edge of a network, and is, therefore, particularly suitable for large-scale, geo-distributed, and data-intensive…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Guangxia Li , Peilin Zhao , Xiao Lu , Jia Liu , Yulong Shen

Motivated by cognitive radios, stochastic multi-player multi-armed bandits gained a lot of interest recently. In this class of problems, several players simultaneously pull arms and encounter a collision - with 0 reward - if some of them…

Machine Learning · Computer Science 2020-06-22 Etienne Boursier , Vianney Perchet

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

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

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…

Machine Learning · Computer Science 2025-05-27 Arnab Maiti , Kevin Jamieson , Lillian J. Ratliff

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

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

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

In this paper, we consider the problem of sleeping bandits with stochastic action sets and adversarial rewards. In this setting, in contrast to most work in bandits, the actions may not be available at all times. For instance, some products…

Machine Learning · Computer Science 2020-08-11 Aadirupa Saha , Pierre Gaillard , Michal Valko

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

We consider the distributed channel selection problem in the context of device-to-device (D2D) communication as an underlay to a cellular network. Underlaid D2D users communicate directly by utilizing the cellular spectrum but their…

Computer Science and Game Theory · Computer Science 2015-02-13 Setareh Maghsudi , Slawomir Stanczak

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…

Optimization and Control · Mathematics 2025-08-12 Lei Qin , Ye Pu
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