Individual regret in cooperative nonstochastic multi-armed bandits

Yogev Bar-On, Yishay Mansour

Research output: Contribution to journalConference articlepeer-review

Abstract

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for each agent v an individual expected regret of Oe (r( 1 + |NK(v)| ) T ), where T is the number of time steps, K is the number of actions and N (v) is the set of neighbors of agent v in the communication graph. We present algorithms both for the case that the communication graph is known to all the agents, and for the case that the graph is unknown. When the graph is unknown, each agent knows only the set of its neighbors and an upper bound on the total number of agents. The individual regret between the models differs only by a logarithmic factor. Our work resolves an open problem from [Cesa-Bianchi et al., 2019b].

Original languageEnglish
JournalAdvances in Neural Information Processing Systems
Volume32
StatePublished - 2019
Event33rd Annual Conference on Neural Information Processing Systems, NeurIPS 2019 - Vancouver, Canada
Duration: 8 Dec 201914 Dec 2019

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