English
Related papers

Related papers: Byzantine-Resilient Decentralized Multi-Armed Band…

200 papers

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Machine Learning · Computer Science 2021-10-27 Anand Kalvit , Assaf Zeevi

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

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

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

Cooperative multi-agent systems often face tasks that require coordinated actions under uncertainty. While multi-armed bandit (MAB) problems provide a powerful framework for decentralized learning, most prior work assumes individually…

Multiagent Systems · Computer Science 2025-06-23 Michael Ledford , William Regli

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

Adversarial attacks during training can strongly influence the performance of multi-agent reinforcement learning algorithms. It is, thus, highly desirable to augment existing algorithms such that the impact of adversarial attacks on…

Machine Learning · Computer Science 2021-11-19 Martin Figura , Yixuan Lin , Ji Liu , Vijay Gupta

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

Machine Learning · Computer Science 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

Systems and Control · Computer Science 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Machine Learning · Computer Science 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Computer Science and Game Theory · Computer Science 2020-06-01 Divya Padmanabhan , Satyanath Bhat , Prabuchandran K. J. , Shirish Shevade , Y. Narahari

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard