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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 investigate the regret-minimisation problem in a multi-armed bandit setting with arbitrary corruptions. Similar to the classical setup, the agent receives rewards generated independently from the distribution of the arm chosen at each…

Machine Learning · Statistics 2023-09-29 Shubhada Agrawal , Timothée Mathieu , Debabrota Basu , Odalric-Ambrym Maillard

We consider a multi-agent multi-armed bandit setting in which $n$ honest agents collaborate over a network to minimize regret but $m$ malicious agents can disrupt learning arbitrarily. Assuming the network is the complete graph, existing…

Machine Learning · Computer Science 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

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…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

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 study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

We extend the model of stochastic bandits with adversarial corruption (Lykouriset al., 2018) to the stochastic linear optimization problem (Dani et al., 2008). Our algorithm is agnostic to the amount of corruption chosen by the adaptive…

Machine Learning · Computer Science 2019-09-06 Yingkai Li , Edmund Y. Lou , Liren Shan

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

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

This study investigates the problem of $K$-armed linear contextual bandits, an instance of the multi-armed bandit problem, under an adversarial corruption. At each round, a decision-maker observes an independent and identically distributed…

Machine Learning · Computer Science 2023-12-29 Masahiro Kato , Shinji Ito

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 investigate various stochastic bandit problems in the presence of adversarial corruptions. A seminal work for this problem is the BARBAR~\cite{gupta2019better} algorithm, which achieves both robustness and efficiency. However, it suffers…

Machine Learning · Computer Science 2026-01-05 Zicheng Hu , Cheng Chen

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

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…

Machine Learning · Computer Science 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

Machine Learning · Computer Science 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett