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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

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…

Machine Learning · Computer Science 2019-06-19 Sébastien Bubeck , Yuanzhi Li , Haipeng Luo , Chen-Yu Wei

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

We tackle the communication efficiency challenge of learning kernelized contextual bandits in a distributed setting. Despite the recent advances in communication-efficient distributed bandit learning, existing solutions are restricted to…

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

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

The $K$-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison.…

Machine Learning · Computer Science 2022-02-23 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

Machine Learning · Computer Science 2021-02-09 Shubhada Agrawal , Sandeep Juneja , Wouter M. Koolen

We study distributed adversarial bandits, where $N$ agents cooperate to minimize the global average loss while observing only their own local losses. We show that the minimax regret for this problem is…

Machine Learning · Computer Science 2026-02-09 Hao Qiu , Mengxiao Zhang , Nicolò Cesa-Bianchi

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

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

Applying Reinforcement Learning (RL) to Restless Multi-Arm Bandits (RMABs) offers a promising avenue for addressing allocation problems with resource constraints and temporal dynamics. However, classic RMAB models largely overlook the…

Machine Learning · Computer Science 2025-03-20 Yunfan Zhao , Tonghan Wang , Dheeraj Nagaraj , Aparna Taneja , Milind Tambe

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents…

Machine Learning · Computer Science 2022-04-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

We introduce a novel multi-armed bandit framework, where each arm is associated with a fixed unknown credal set over the space of outcomes (which can be richer than just the reward). The arm-to-credal-set correspondence comes from a known…

Machine Learning · Computer Science 2024-05-10 Vanessa Kosoy

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

Machine Learning · Statistics 2019-06-26 Oleksandr Zadorozhnyi , Gilles Blanchard , Alexandra Carpentier

Large language models increasingly rely on either reinforcement learning or multi-agent prompting to improve reasoning, yet these two paradigms remain difficult to combine. Directly applying single-agent reinforcement learning to multi-turn…

Artificial Intelligence · Computer Science 2026-05-28 Chusen Li , Zhou Liu , Shuigeng Zhou , Wentao Zhang

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

Machine Learning · Computer Science 2023-11-30 Kumar Kshitij Patel , Lingxiao Wang , Aadirupa Saha , Nati Sebro

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg
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