A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2019

A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players

Résumé

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging heterogeneous setting, in which different arms may have different means for different players, and propose a new, efficient algorithm that combines the idea of leveraging forced collisions for implicit communication and that of performing matching eliminations. We give a finite-time analysis of our algorithm, bounding its regret by O((log T)^{1+\kappa}) for any fixed \kappa>0. If the optimal assignment of players to arms is unique, we further show that it attains the optimal O(log(T)) regret, solving an open question raised at NeurIPS 2018.
Fichier principal
Vignette du fichier
BKMP19.pdf (549.51 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02006069 , version 1 (04-02-2019)
hal-02006069 , version 2 (05-06-2019)
hal-02006069 , version 3 (03-03-2020)

Identifiants

Citer

Etienne Boursier, Emilie Kaufmann, Abbas Mehrabian, Vianney Perchet. A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players. 2019. ⟨hal-02006069v2⟩

Collections

UNIV-PARIS-SACLAY
384 Consultations
374 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More