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We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

机器学习 · 统计学 2023-10-24 Jialin Yi , Milan Vojnović

We study reward poisoning attacks on Combinatorial Multi-armed Bandits (CMAB). We first provide a sufficient and necessary condition for the attackability of CMAB, a notion to capture the vulnerability and robustness of CMAB. The…

机器学习 · 计算机科学 2024-06-05 Rishab Balasubramanian , Jiawei Li , Prasad Tadepalli , Huazheng Wang , Qingyun Wu , Haoyu Zhao

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

人工智能 · 计算机科学 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen

We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

机器学习 · 计算机科学 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

机器学习 · 计算机科学 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

机器学习 · 计算机科学 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

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…

机器学习 · 统计学 2022-06-07 Wei Huang , Richard Combes , Cindy Trinh

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

数据结构与算法 · 计算机科学 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

Motivated by cognitive radios, stochastic Multi-Player Multi-Armed Bandits has been extensively studied in recent years. In this setting, each player pulls an arm, and receives a reward corresponding to the arm if there is no collision,…

机器学习 · 计算机科学 2022-11-16 Shivakumar Mahesh , Anshuka Rangi , Haifeng Xu , Long Tran-Thanh

We consider the Adversarial Multi-Armed Bandits (MAB) problem with unbounded losses, where the algorithms have no prior knowledge on the sizes of the losses. We present UMAB-NN and UMAB-G, two algorithms for non-negative and general…

机器学习 · 统计学 2023-10-04 Mingyu Chen , Xuezhou Zhang

Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…

机器学习 · 计算机科学 2025-03-13 William Chang , Yuanhao Lu

Communication can promote coordination in cooperative Multi-Agent Reinforcement Learning (MARL). Nowadays, existing works mainly focus on improving the communication efficiency of agents, neglecting that real-world communication is much…

机器学习 · 计算机科学 2023-05-10 Lei Yuan , Feng Chen , Zhongzhang Zhang , Yang Yu

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

机器学习 · 计算机科学 2024-05-03 Guojun Xiong , Jian Li

We consider the Scale-Free Adversarial Multi Armed Bandits(MAB) problem. At the beginning of the game, the player only knows the number of arms $n$. It does not know the scale and magnitude of the losses chosen by the adversary or the…

机器学习 · 计算机科学 2021-10-12 Sudeep Raja Putta , Shipra Agrawal

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

机器学习 · 统计学 2019-04-30 Lilian Besson , Emilie Kaufmann

Recent studies in multi-agent communicative reinforcement learning (MACRL) have demonstrated that multi-agent coordination can be greatly improved by allowing communication between agents. Meanwhile, adversarial machine learning (ML) has…

机器学习 · 计算机科学 2022-01-27 Wanqi Xue , Wei Qiu , Bo An , Zinovi Rabinovich , Svetlana Obraztsova , Chai Kiat Yeo

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

信号处理 · 电气工程与系统科学 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

机器学习 · 计算机科学 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizing the expected return itself, which is the objective in the…

机器学习 · 计算机科学 2022-09-12 Yi Shen , Jessilyn Dunn , Michael M. Zavlanos

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

机器学习 · 计算机科学 2023-01-31 Yuzhe Ma , Zhijin Zhou