Concurrent bandits and cognitive radio networks

Orly Avner, Shie Mannor

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication between them, implicit cooperation or common control. Even the number of users may be unknown and can vary as users join or leave the network. We propose an algorithm that combines an ε-greedy learning rule with a collision avoidance mechanism. We analyze its regret with respect to the system-wide optimum and show that sub-linear regret can be obtained in this setting. Experiments show dramatic improvement compared to other algorithms for this setting.

Original languageEnglish
Title of host publicationMachine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2014, Proceedings
Pages66-81
Number of pages16
EditionPART 1
DOIs
StatePublished - 2014
EventEuropean Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2014 - Nancy, France
Duration: 15 Sep 201419 Sep 2014

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 1
Volume8724 LNAI

Conference

ConferenceEuropean Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2014
Country/TerritoryFrance
CityNancy
Period15/09/1419/09/14

Keywords

  • Bandits
  • Epsilon-greedy
  • Multi-user

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • General Computer Science

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