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The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

机器学习 · 计算机科学 2020-02-19 Ziwei Guan , Kaiyi Ji , Donald J Bucci , Timothy Y Hu , Joseph Palombo , Michael Liston , Yingbin Liang

We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward. Our objective is to design a communication-free policy that maximizes collective…

机器学习 · 计算机科学 2026-02-20 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

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

The stochastic multi-armed bandit model captures the tradeoff between exploration and exploitation. We study the effects of competition and cooperation on this tradeoff. Suppose there are $k$ arms and two players, Alice and Bob. In every…

计算机科学与博弈论 · 计算机科学 2024-01-15 Simina Brânzei , Yuval Peres

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

机器学习 · 统计学 2018-12-14 Lai Wei , Vaibhav Srivastava

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

最优化与控制 · 数学 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

机器学习 · 计算机科学 2025-09-19 Shaoang Li , Jian Li

We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic…

机器学习 · 计算机科学 2019-03-29 Anupam Gupta , Tomer Koren , Kunal Talwar

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 study the stochastic multi-player multi-armed bandit problem. In this problem, $m$ players cooperate to maximize their total reward from $K > m$ arms. However the players cannot communicate and are penalized (e.g. receive no reward) if…

机器学习 · 计算机科学 2022-06-08 Allen Liu , Mark Sellke

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

最优化与控制 · 数学 2015-01-30 Cem Tekin , Mingyan Liu

We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

机器学习 · 计算机科学 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

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 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

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

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…

机器学习 · 计算机科学 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

We consider an ad hoc network where multiple users access the same set of channels. The channel characteristics are unknown and could be different for each user (heterogeneous). No controller is available to coordinate channel selections by…

机器学习 · 计算机科学 2019-09-02 Harshvardhan Tibrewal , Sravan Patchala , Manjesh K. Hanawal , Sumit J. Darak

In modern resource-sharing systems, multiple agents access limited resources with unknown stochastic conditions to perform tasks. When multiple agents access the same resource (arm) simultaneously, they compete for successful usage, leading…

计算机科学与博弈论 · 计算机科学 2025-03-28 Hongbo Li , Lingjie Duan

We consider a cooperative multiplayer bandit learning problem where the players are only allowed to agree on a strategy beforehand, but cannot communicate during the learning process. In this problem, each player simultaneously selects an…

机器学习 · 计算机科学 2023-11-13 William Chang , Yuanhao Lu

We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards…

机器学习 · 计算机科学 2024-07-29 Mengfan Xu , Diego Klabjan