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Related papers: Near-Optimal Collaborative Learning in Bandits

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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 study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

Machine Learning · Statistics 2018-12-14 Lai Wei , Vaibhav Srivastava

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…

Machine Learning · Computer Science 2021-10-08 Fan Yao , Chuanhao Li , Denis Nekipelov , Hongning Wang , Haifeng Xu

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

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…

Machine Learning · Computer Science 2025-01-14 Xiaoyi Wu , Bo Ji , Bin Li

In the infinite-armed bandit problem, each arm's average reward is sampled from an unknown distribution, and each arm can be sampled further to obtain noisy estimates of the average reward of that arm. Prior work focuses on identifying the…

Machine Learning · Computer Science 2022-11-04 Yifei Wang , Tavor Baharav , Yanjun Han , Jiantao Jiao , David Tse

Multi-agent multi-armed bandit (MAMAB) is a classic collaborative learning model and has gained much attention in recent years. However, existing studies do not consider the case where an agent may refuse to share all her information with…

Machine Learning · Computer Science 2025-02-24 Junning Shao , Siwei Wang , Zhixuan Fang

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

Machine Learning · Statistics 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

Machine Learning · Computer Science 2015-07-20 Aleksandr Vorobev , Gleb Gusev

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Machine Learning · Computer Science 2014-11-05 Marta Soare , Alessandro Lazaric , Rémi Munos

Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…

Computer Science and Game Theory · Computer Science 2023-12-27 Jibang Wu , Haifeng Xu , Fan Yao

We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…

Machine Learning · Computer Science 2020-05-26 Andrea Tirinzoni , Alessandro Lazaric , Marcello Restelli

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang
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