A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players
A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players
复制标题
当玩家之间的手臂意味着不同时,多人强盗的实用算法
DOI:
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复制
发表时间:
2019
期刊:
影响因子:
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通讯作者:
Vianney Perchet
中科院分区:
文献类型:
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作者:
Etienne Boursier;E. Kaufmann;Abbas Mehrabian;Vianney Perchet
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 and efficient algorithm that combines the idea of leveraging forced collisions for implicit communication and that of performing matching eliminations. We present a finite-time analysis of our algorithm, giving the first sublinear minimax regret bound for this problem, and prove that if the optimal assignment of players to arms is unique, our algorithm attains the optimal $O(ln(T))$ regret, solving an open question raised at NeurIPS 2018.
DOI:
10.1109/ieeeconf44664.2019.9048964
发表时间:
2019
期刊:
and Computers
影响因子:
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作者:
Magesh, Akshayaa;Veeravalli, Venugopal V.
通讯作者:
Veeravalli, Venugopal V.