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Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Machine Learning · Computer Science 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

We consider a multi-player multi-armed bandit setting in the presence of adversaries that attempt to negatively affect the rewards received by the players in the system. The reward distributions for any given arm are heterogeneous across…

Machine Learning · Statistics 2025-01-31 Akshayaa Magesh , Venugopal V. Veeravalli

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

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

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 consider a decision maker allocating one unit of renewable and divisible resource in each period on a number of arms. The arms have unknown and random rewards whose means are proportional to the allocated resource and whose variances are…

Machine Learning · Computer Science 2023-11-06 Ningyuan Chen , Wenhao Li

Many high-stakes decision-making problems, such as those found within cybersecurity and economics, can be modeled as competitive resource allocation games. In these games, multiple players must allocate limited resources to overcome their…

Computer Science and Game Theory · Computer Science 2024-01-10 N'yoma Diamond , Fabricio Murai

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

Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…

Machine Learning · Computer Science 2025-03-13 William Chang , Yuanhao Lu

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

Machine Learning · Computer Science 2021-05-11 Jinhang Zuo , Carlee Joe-Wong

We consider a fully decentralized multi-player stochastic multi-armed bandit setting where the players cannot communicate with each other and can observe only their own actions and rewards. The environment may appear differently to…

Machine Learning · Computer Science 2021-12-30 Akshayaa Magesh , Venugopal V. Veeravalli

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

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

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly $K$ out of $N$ possible arms have to be played (with $1\leq K \leq N$). In…

Machine Learning · Computer Science 2017-11-17 Datong P. Zhou , Claire J. Tomlin

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

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