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Recent advances in learnable reward shaping have shown promise in single-agent reinforcement learning by automatically discovering effective feedback signals. However, the effectiveness of decentralized learnable reward shaping in…

Multiagent Systems · Computer Science 2025-11-04 Aditya Akella

In online advertising, auto-bidding has become an essential tool for advertisers to optimize their preferred ad performance metrics by simply expressing high-level campaign objectives and constraints. Previous works designed auto-bidding…

Multiagent Systems · Computer Science 2022-01-06 Chao Wen , Miao Xu , Zhilin Zhang , Zhenzhe Zheng , Yuhui Wang , Xiangyu Liu , Yu Rong , Dong Xie , Xiaoyang Tan , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen , Xiaoqiang Zhu , Bo Zheng

We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp…

Machine Learning · Computer Science 2017-02-28 Claudio Gentile , Shuai Li , Purushottam Kar , Alexandros Karatzoglou , Evans Etrue , Giovanni Zappella

While there has been significant progress in curriculum learning and continuous learning for training agents to generalize across a wide variety of environments in the context of single-agent reinforcement learning, it is unclear if these…

Artificial Intelligence · Computer Science 2023-12-20 Rupali Bhati , Sai Krishna Gottipati , Clodéric Mars , Matthew E. Taylor

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

Machine Learning · Computer Science 2020-06-05 Kaige Yang , Laura Toni

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

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

We present ML-UCB, a generalized upper confidence bound algorithm that integrates arbitrary machine learning models into multi-armed bandit frameworks. A fundamental challenge in deploying sophisticated ML models for sequential…

Machine Learning · Computer Science 2026-01-07 Yajing Liu , Erkao Bao , Linqi Song

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…

Machine Learning · Computer Science 2026-05-05 Amir Leshem

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

We study the problem of cooperative multi-agent reinforcement learning with a single joint reward signal. This class of learning problems is difficult because of the often large combined action and observation spaces. In the fully…

Decentralized cooperative multi-agent multi-armed bandits (DeCMA2B) considers how multiple agents collaborate in a decentralized multi-armed bandit setting. Though this problem has been extensively studied in previous work, most existing…

Machine Learning · Computer Science 2025-11-14 Zicheng Hu , Yuchen Wang , Cheng Chen

The inability to communicate poses a major challenge to coordination in multi-agent reinforcement learning (MARL). Prior work has explored correlating local policies via shared randomness, sometimes in the form of a correlation device, as a…

Multiagent Systems · Computer Science 2026-02-12 John Gardiner , Orlando Romero , Brendan Tivnan , Nicolò Dal Fabbro , George J. Pappas

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

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

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
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