相关论文: Robust Multi-Agent Multi-Armed Bandits

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

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…

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

We study the stochastic multi-armed bandit problem when one knows the value $\mu^{(\star)}$ of an optimal arm, as a well as a positive lower bound on the smallest positive gap $\Delta$. We propose a new randomized policy that attains a…

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

In the multi-armed bandit framework, there are two formulations that are commonly employed to handle time-varying reward distributions: adversarial bandit and nonstationary bandit. Although their oracles, algorithms, and regret analysis…

In the strategic multi-armed bandit setting, when arms possess perfect information about the player's behavior, they can establish an equilibrium where: 1. they retain almost all of their value, 2. they leave the player with a substantial…

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

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…

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

We determine the minimax optimal expected regret in the classic non-stochastic multi-armed bandit with expert advice problem, by proving a lower bound that matches the upper bound of Kale (2014). The two bounds determine the minimax optimal…

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

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…

We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…