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We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

计算机科学与博弈论 · 计算机科学 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

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

The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…

机器学习 · 计算机科学 2019-08-22 Jules Kruijswijk , Petri Parvinen , Maurits Kaptein

Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When…

机器学习 · 计算机科学 2014-01-07 Nicolas Galichet , Michèle Sebag , Olivier Teytaud

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

机器学习 · 计算机科学 2015-03-23 Shaojie Tang , Yaqin Zhou

We provide a simple method to combine stochastic bandit algorithms. Our approach is based on a "meta-UCB" procedure that treats each of $N$ individual bandit algorithms as arms in a higher-level $N$-armed bandit problem that we solve with a…

机器学习 · 计算机科学 2020-12-25 Ashok Cutkosky , Abhimanyu Das , Manish Purohit

We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…

最优化与控制 · 数学 2011-02-16 Haoyang Liu , Keqin Liu , Qing Zhao

We study the problem of decentralized task offloading and load-balancing in a dense network with numerous devices and a set of edge servers. Solving this problem optimally is complicated due to the unknown network information and random…

分布式、并行与集群计算 · 计算机科学 2024-07-02 Mariam Yahya , Alexander Conzelmann , Setareh Maghsudi

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

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

机器学习 · 计算机科学 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…

信号处理 · 电气工程与系统科学 2020-05-28 Naoki Narisawa , Nicolas Chauvet , Mikio Hasegawa , Makoto Naruse

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

机器学习 · 统计学 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

机器学习 · 计算机科学 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

机器学习 · 计算机科学 2020-10-23 Abhimanyu Dubey , Alex Pentland

We study the problem of collaborative best-arm identification in stochastic linear bandits under a fixed-budget scenario. In our learning model, we first consider multiple agents connected through a star network, interacting with a linear…

机器学习 · 计算机科学 2025-05-27 Sanjana Agrawal , Saúl A. Blanco

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

机器学习 · 计算机科学 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

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…

机器学习 · 计算机科学 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

Humans possess innate collaborative capacities. However, effective teamwork often remains challenging. This study delves into the feasibility of collaboration within teams of rational, self-interested agents who engage in teamwork without…

多智能体系统 · 计算机科学 2024-09-27 Alejandra López de Aberasturi Gómez , Carles Sierra , Jordi Sabater-Mir

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

机器学习 · 计算机科学 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

机器学习 · 计算机科学 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito