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Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the…

Machine Learning · Statistics 2022-02-11 Juliusz Krysztof Ziomek , Jun Wang , Yaodong Yang

Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…

Machine Learning · Computer Science 2021-11-03 Tan Li , Linqi Song

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We study a cooperative multi-agent multi-armed bandits with M agents and K arms. The goal of the agents is to minimized the cumulative regret. We adapt a traditional Thompson Sampling algoirthm under the distributed setting. However, with…

Artificial Intelligence · Computer Science 2021-09-10 Jing Dong , Tan Li , Shaolei Ren , Linqi Song

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

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

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 consider a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…

Optimization and Control · Mathematics 2025-04-24 Arghavan Zibaie , Spencer Hutchinson , Ramtin Pedarsani , Mahnoosh Alizadeh

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

We study the distributed multi-agent multi-armed bandit problem with heterogeneous rewards over random communication graphs. Uniquely, at each time step $t$ agents communicate over a time-varying random graph $G_t$ generated by applying the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Hao Qiu , Lin Yang , Mengfan Xu

In many sequential decision problems, an agent performs a repeated task. He then suffers regret and obtains information that he may use in the following rounds. However, sometimes the agent may also obtain information and avoid suffering…

Machine Learning · Computer Science 2025-02-25 Itai Shufaro , Nadav Merlis , Nir Weinberger , Shie Mannor

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…

Optimization and Control · Mathematics 2024-06-21 Kunpeng Zhang , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

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

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

We study networks of communicating learning agents that cooperate to solve a common nonstochastic bandit problem. Agents use an underlying communication network to get messages about actions selected by other agents, and drop messages that…

Machine Learning · Computer Science 2016-06-02 Nicolo' Cesa-Bianchi , Claudio Gentile , Yishay Mansour , Alberto Minora

The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using…

Networking and Internet Architecture · Computer Science 2016-11-17 Animashree Anandkumar , Nithin Michael , Ao Kevin Tang , Ananthram Swami

The demand for collaborative and private bandit learning across multiple agents is surging due to the growing quantity of data generated from distributed systems. Federated bandit learning has emerged as a promising framework for private,…

Machine Learning · Computer Science 2024-03-04 Ethan Blaser , Chuanhao Li , Hongning Wang