{"id":671238,"date":"2020-07-02T09:41:11","date_gmt":"2020-07-02T16:41:11","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=671238"},"modified":"2020-07-02T09:41:11","modified_gmt":"2020-07-02T16:41:11","slug":"non-stochastic-multi-player-multi-armed-bandits-optimal-rate-with-collision-information-sublinear-without","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/non-stochastic-multi-player-multi-armed-bandits-optimal-rate-with-collision-information-sublinear-without\/","title":{"rendered":"Non-Stochastic Multi-Player Multi-Armed Bandits: Optimal Rate With Collision Information, Sublinear Without"},"content":{"rendered":"

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this results in a maximal loss. We prove the first \u221aT<\/em>-type regret guarantee for this problem, under the feedback model where collisions are announced to the colliding players. Such a bound was not known even for the simpler stochastic version. We also prove the first sublinear regret guarantee for the feedback model where collision information is not available, namely T<\/em>1\u22121 2m<\/em> where m<\/em> is the number of players.<\/p>\n","protected":false},"excerpt":{"rendered":"

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this results in a maximal loss. We prove the first \u221aT-type regret guarantee for this problem, under the feedback model where collisions […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":null,"msr_publishername":"","msr_publisher_other":"","msr_booktitle":"","msr_chapter":"","msr_edition":"","msr_editors":"","msr_how_published":"","msr_isbn":"","msr_issue":"","msr_journal":"","msr_number":"","msr_organization":"","msr_pages_string":"","msr_page_range_start":"","msr_page_range_end":"","msr_series":"","msr_volume":"","msr_copyright":"","msr_conference_name":"COLT 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