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Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

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

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

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

Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

Machine Learning · Computer Science 2019-09-02 Chao Tao , Qin Zhang , Yuan Zhou

We design decentralized algorithms for regret minimization in the two-sided matching market with one-sided bandit feedback that significantly improves upon the prior works (Liu et al. 2020a, 2020b, Sankararaman et al. 2020). First, for…

Machine Learning · Computer Science 2021-03-16 Soumya Basu , Karthik Abinav Sankararaman , Abishek Sankararaman

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

Machine Learning · Computer Science 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…

Machine Learning · Computer Science 2021-11-08 Rianne de Heide , James Cheshire , Pierre Ménard , Alexandra Carpentier

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

Multiagent Systems · Computer Science 2025-10-21 Qinshuang Wei , Vaibhav Srivastava , Vijay Gupta

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

We propose algorithms based on a multi-level Thompson sampling scheme, for the stochastic multi-armed bandit and its contextual variant with linear expected rewards, in the setting where arms are clustered. We show, both theoretically and…

Machine Learning · Computer Science 2022-06-16 Emil Carlsson , Devdatt Dubhashi , Fredrik D. Johansson

We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication…

Machine Learning · Computer Science 2014-04-23 Orly Avner , Shie Mannor

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

We consider the classical stochastic multi-armed bandit but where, from time to time and roughly with frequency $\epsilon$, an extra observation is gathered by the agent for free. We prove that, no matter how small $\epsilon$ is the agent…

Machine Learning · Computer Science 2018-07-11 Rémy Degenne , Evrard Garcelon , Vianney Perchet

Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of…

Multiagent Systems · Computer Science 2024-08-08 Lucia Gordon , Esther Rolf , Milind Tambe

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

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
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