Related papers: Pure Exploration in Asynchronous Federated Bandits
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…
This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…
We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we…
The target of $\mathcal{X}$-armed bandit problem is to find the global maximum of an unknown stochastic function $f$, given a finite budget of $n$ evaluations. Recently, $\mathcal{X}$-armed bandits have been widely used in many situations.…
Bandit algorithms have garnered significant attention due to their practical applications in real-world scenarios. However, beyond simple settings such as multi-arm or linear bandits, optimal algorithms remain scarce. Notably, no optimal…
Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…
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…
Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…
This work establishes the first framework of federated $\mathcal{X}$-armed bandit, where different clients face heterogeneous local objective functions defined on the same domain and are required to collaboratively figure out the global…
Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…
We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…
In recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…
This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…
Federated learning has emerged as an innovative paradigm of collaborative machine learning. Unlike conventional machine learning, a global model is collaboratively learned while data remains distributed over a tremendous number of client…
Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly…
We study the pure exploration problem subject to a matroid constraint (Best-Basis) in a stochastic multi-armed bandit game. In a Best-Basis instance, we are given $n$ stochastic arms with unknown reward distributions, as well as a matroid…
In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…
Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…
We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…
We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…