Related papers: Parallel Best Arm Identification in Heterogeneous …
We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…
We study an identification problem in multi-armed bandits. In each round a learner selects one of $K$ arms and observes its reward, with the goal of eventually identifying an arm that will perform best at a {\it future} time. In adversarial…
This work considers the problem of selective-sampling for best-arm identification. Given a set of potential options $\mathcal{Z}\subset\mathbb{R}^d$, a learner aims to compute with probability greater than $1-\delta$, $\arg\max_{z\in…
We consider a K-armed bandit problem in general graphs where agents are arbitrarily connected and each of them has limited memorizing capabilities and communication bandwidth. The goal is to let each of the agents eventually learn the best…
Modern applications of AI involve training and deploying machine learning models across heterogeneous and potentially massive environments. Emerging diversity of data not only brings about new possibilities to advance AI systems, but also…
Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…
In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…
This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one…
In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an…
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…
We study the best-arm identification problem with fixed confidence when contextual (covariate) information is available in stochastic bandits. Although we can use contextual information in each round, we are interested in the marginalized…
We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…
Although federated learning has achieved many breakthroughs recently, the heterogeneous nature of the learning environment greatly limits its performance and hinders its real-world applications. The heterogeneous data, time-varying wireless…
We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…
Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…
In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…
In this paper, we study the collaborative learning model, which concerns the tradeoff between parallelism and communication overhead in multi-agent multi-armed bandits. For regret minimization in multi-armed bandits, we present the first…
We introduce the safe best-arm identification framework with linear feedback, where the agent is subject to some stage-wise safety constraint that linearly depends on an unknown parameter vector. The agent must take actions in a…