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We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

机器学习 · 计算机科学 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

机器学习 · 计算机科学 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

We consider stochastic multi-armed bandits where the expected reward is a unimodal function over partially ordered arms. This important class of problems has been recently investigated in (Cope 2009, Yu 2011). The set of arms is either…

机器学习 · 计算机科学 2014-05-21 Richard Combes , Alexandre Proutiere

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

机器学习 · 计算机科学 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

机器学习 · 计算机科学 2023-12-11 Ayush Rai , Shaoshuai Mou

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

机器学习 · 计算机科学 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

机器学习 · 计算机科学 2021-10-27 Anand Kalvit , Assaf Zeevi

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

机器学习 · 计算机科学 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

机器学习 · 计算机科学 2023-07-11 Sepehr Elahi , Baran Atalar , Sevda Öğüt , Cem Tekin

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

机器学习 · 计算机科学 2021-01-25 Lai Wei , Vaibhav Srivastava

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…

机器学习 · 统计学 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

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

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

机器学习 · 计算机科学 2020-08-17 Abhimanyu Dubey , Alex Pentland

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

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

机器学习 · 统计学 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

机器学习 · 计算机科学 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

机器学习 · 计算机科学 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

In this paper, we propose a constant word (RAM model) algorithm for regret minimisation for both finite and infinite Stochastic Multi-Armed Bandit (MAB) instances. Most of the existing regret minimisation algorithms need to remember the…

机器学习 · 计算机科学 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

机器学习 · 统计学 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky