TY - GEN
T1 - Multi-player bandits - A musical chairs approach
AU - Rosenski, Jonathan
AU - Shamir, Ohad
AU - Szlak, Liran
PY - 2016/6/19
Y1 - 2016/6/19
N2 - We consider a variant of the stochastic multiarmed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in cognitive radio networks, and is especially challenging under the realistic assumption that communication between players is limited. We provide a communication-free algorithm (Musical Chairs) which attains constant regret with high probability, as well as a sublinear-regret, communication-free algorithm (Dynamic Musical Chairs) for the more difficult setting of players dynamically entering and leaving throughout the game. Moreover, both algorithms do not require prior knowledge of the number of players. To the best of our knowledge, these are the first communication-free algorithms with these types of formal guarantees.
AB - We consider a variant of the stochastic multiarmed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in cognitive radio networks, and is especially challenging under the realistic assumption that communication between players is limited. We provide a communication-free algorithm (Musical Chairs) which attains constant regret with high probability, as well as a sublinear-regret, communication-free algorithm (Dynamic Musical Chairs) for the more difficult setting of players dynamically entering and leaving throughout the game. Moreover, both algorithms do not require prior knowledge of the number of players. To the best of our knowledge, these are the first communication-free algorithms with these types of formal guarantees.
UR - http://www.scopus.com/inward/record.url?scp=84997840856&partnerID=8YFLogxK
U2 - https://doi.org/10.5555/3045390.3045408
DO - https://doi.org/10.5555/3045390.3045408
M3 - منشور من مؤتمر
T3 - 33rd International Conference on Machine Learning, ICML 2016
SP - 276
EP - 298
BT - 33rd International Conference on Machine Learning, ICML 2016
A2 - Balcan, Maria Florina
A2 - Weinberger, Kilian Q.
T2 - 33rd International Conference on Machine Learning, ICML 2016
Y2 - 19 June 2016 through 24 June 2016
ER -