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Recent works have shown that agents facing independent instances of a stochastic $K$-armed bandit can collaborate to decrease regret. However, these works assume that each agent always recommends their individual best-arm estimates to other…

机器学习 · 计算机科学 2022-03-02 Daniel Vial , Sanjay Shakkottai , R. Srikant

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

最优化与控制 · 数学 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

机器学习 · 计算机科学 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

机器学习 · 计算机科学 2018-12-20 Ruihao Zhu , Eytan Modiano

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

机器学习 · 计算机科学 2023-10-31 Jialin Yi

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

机器学习 · 计算机科学 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

机器学习 · 计算机科学 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

We study networks of communicating learning agents that cooperate to solve a common nonstochastic bandit problem. Agents use an underlying communication network to get messages about actions selected by other agents, and drop messages that…

机器学习 · 计算机科学 2016-06-02 Nicolo' Cesa-Bianchi , Claudio Gentile , Yishay Mansour , Alberto Minora

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

机器学习 · 计算机科学 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

机器学习 · 统计学 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

机器学习 · 计算机科学 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

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…

机器学习 · 计算机科学 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

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…

机器学习 · 计算机科学 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

机器学习 · 计算机科学 2020-06-19 Priyank Agrawal , Theja Tulabandhula

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

机器学习 · 计算机科学 2024-04-02 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

机器学习 · 计算机科学 2023-12-18 Amitis Shidani , Sattar Vakili

We study regret minimization in a stochastic multi-armed bandit setting and establish a fundamental trade-off between the regret suffered under an algorithm, and its statistical robustness. Considering broad classes of underlying arms'…

机器学习 · 计算机科学 2020-06-23 Kumar Ashutosh , Jayakrishnan Nair , Anmol Kagrecha , Krishna Jagannathan

We study the regret in stochastic Multi-Armed Bandits (MAB) with multiple agents that communicate over an arbitrary connected communication graph. We analyzed a variant of Cooperative Successive Elimination algorithm, COOP-SE, and show an…

机器学习 · 计算机科学 2026-02-04 Idan Barnea , Tal Lancewicki , Yishay Mansour

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

机器学习 · 统计学 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

机器学习 · 计算机科学 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff