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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 decentralized multi-agent multi-armed bandits in fully heavy-tailed settings, where clients communicate over sparse random graphs with heavy-tailed degree distributions and observe heavy-tailed (homogeneous or heterogeneous) reward…

Machine Learning · Computer Science 2025-02-03 Xingyu Wang , Mengfan Xu

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

This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

We study a novel heterogeneous multi-agent multi-armed bandit problem with a cluster structure induced by stochastic block models, influencing not only graph topology, but also reward heterogeneity. Specifically, agents are distributed on…

Machine Learning · Computer Science 2025-02-13 Mengfan Xu , Liren Shan , Fatemeh Ghaffari , Xuchuang Wang , Xutong Liu , Mohammad Hajiesmaili

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

We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…

Machine Learning · Statistics 2021-10-12 Udari Madhushani , Naomi Ehrich Leonard

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 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

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

Machine Learning · Computer Science 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

We formulate and study a decentralized multi-armed bandit (MAB) problem. There are M distributed players competing for N independent arms. Each arm, when played, offers i.i.d. reward according to a distribution with an unknown parameter. At…

Optimization and Control · Mathematics 2015-05-14 Keqin Liu , Qing Zhao

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

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

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

Machine Learning · Computer Science 2019-03-05 Tanner Fiez , Shreyas Sekar , Lillian J. Ratliff
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