English
Related papers

Related papers: Decentralized Asynchronous Multi-player Bandits

200 papers

Existing multi-armed bandit (MAB) models make two implicit assumptions: an arm generates a payoff only when it is played, and the agent observes every payoff that is generated. This paper introduces synchronization bandits, a MAB variant…

Machine Learning · Computer Science 2020-08-24 Andrey Kolobov , Sébastien Bubeck , Julian Zimmert

We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

Machine Learning · Computer Science 2024-10-01 Zichen Wang , Chuanhao Li , Chenyu Song , Lianghui Wang , Quanquan Gu , Huazheng Wang

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…

Machine Learning · Computer Science 2018-11-06 Siwei Wang , Longbo Huang

A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…

Machine Learning · Computer Science 2021-03-02 Orestis Papadigenopoulos , Constantine Caramanis

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

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.…

Machine Learning · Statistics 2015-10-27 Cheng Chen , Shuang Liu , Zhihua Zhang , Wu-Jun Li

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

Understanding complex dynamics of two-sided online matching markets, where the demand-side agents compete to match with the supply-side (arms), has recently received substantial interest. To that end, in this paper, we introduce the…

Machine Learning · Statistics 2022-06-02 Avishek Ghosh , Abishek Sankararaman , Kannan Ramchandran , Tara Javidi , Arya Mazumdar

We consider a decentralized multiplayer game, played over $T$ rounds, with a leader-follower hierarchy described by a directed acyclic graph. For each round, the graph structure dictates the order of the players and how players observe the…

Machine Learning · Computer Science 2023-01-30 Johan Östman , Ather Gattami , Daniel Gillblad

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one…

Machine Learning · Computer Science 2019-11-22 Jinhang Zuo , Xiaoxi Zhang , Carlee Joe-Wong

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

Machine Learning · Statistics 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…

Machine Learning · Computer Science 2021-10-01 Marco Gabrielli , Francesco Trovò , Manuela Antonelli

A popular computer puzzle, the game of Minesweeper requires its human players to have a mix of both luck and strategy to succeed. Analyzing these aspects more formally, in our research we assessed the feasibility of a novel methodology…

Machine Learning · Computer Science 2021-06-21 Igor Q. Lordeiro , Diego B. Haddad , Douglas O. Cardoso

We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

Machine Learning · Computer Science 2024-03-19 Sourav Chakraborty , Lijun Chen

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Information Theory · Computer Science 2021-01-13 Meghana Bande , Akshayaa Magesh , Venugopal V. Veeravalli

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

Machine Learning · Statistics 2022-06-07 Wei Huang , Richard Combes , Cindy Trinh

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji