Fair Algorithms with Probing for Multi-Agent Multi-Armed Bandits
- URL: http://arxiv.org/abs/2506.14988v3
- Date: Fri, 25 Jul 2025 06:06:47 GMT
- Title: Fair Algorithms with Probing for Multi-Agent Multi-Armed Bandits
- Authors: Tianyi Xu, Jiaxin Liu, Nicholas Mattei, Zizhan Zheng,
- Abstract summary: We introduce a novel probing framework that strategically gathers information about selected arms before allocation.<n>In the offline setting, where reward distributions are known, we leverage submodular properties to design a greedy probing algorithm with a provable performance bound.<n>For the more complex online setting, we develop an algorithm that achieves sublinear regret while maintaining fairness.
- Score: 15.700062892888084
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm rewards. To address this, we introduce a novel probing framework that strategically gathers information about selected arms before allocation. In the offline setting, where reward distributions are known, we leverage submodular properties to design a greedy probing algorithm with a provable performance bound. For the more complex online setting, we develop an algorithm that achieves sublinear regret while maintaining fairness. Extensive experiments on synthetic and real-world datasets show that our approach outperforms baseline methods, achieving better fairness and efficiency.
Related papers
- Representative Action Selection for Large Action-Space Meta-Bandits [49.386906771833274]
We study the problem of selecting a subset from a large action space shared by a family of bandits.<n>We assume that similar actions tend to have related payoffs, modeled by a Gaussian process.<n>We propose a simple epsilon-net algorithm to select a representative subset.
arXiv Detail & Related papers (2025-05-23T18:08:57Z) - Offline Learning for Combinatorial Multi-armed Bandits [56.96242764723241]
Off-CMAB is the first offline learning framework for CMAB.<n>Off-CMAB combines pessimistic reward estimations with solvers.<n>Experiments on synthetic and real-world datasets highlight the superior performance of CLCB.
arXiv Detail & Related papers (2025-01-31T16:56:18Z) - Preference-Based Multi-Agent Reinforcement Learning: Data Coverage and Algorithmic Techniques [65.55451717632317]
We study Preference-Based Multi-Agent Reinforcement Learning (PbMARL)<n>We identify the Nash equilibrium from a preference-only offline dataset in general-sum games.<n>Our findings underscore the multifaceted approach required for PbMARL.
arXiv Detail & Related papers (2024-09-01T13:14:41Z) - Meta Clustering of Neural Bandits [45.77505279698894]
We study a new problem, Clustering of Neural Bandits, by extending previous work to the arbitrary reward function.
We propose a novel algorithm called M-CNB, which utilizes a meta-learner to represent and rapidly adapt to dynamic clusters.
In extensive experiments conducted in both recommendation and online classification scenarios, M-CNB outperforms SOTA baselines.
arXiv Detail & Related papers (2024-08-10T16:09:51Z) - Robust and Performance Incentivizing Algorithms for Multi-Armed Bandits with Strategic Agents [52.75161794035767]
We introduce a class of bandit algorithms that meet the two objectives of performance incentivization and robustness simultaneously.<n>We show that settings where the principal has no information about the arms' performance characteristics can be handled by combining ideas from second price auctions with our algorithms.
arXiv Detail & Related papers (2023-12-13T06:54:49Z) - Pure Exploration under Mediators' Feedback [63.56002444692792]
Multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a reward.
We consider the scenario in which the learner has access to a set of mediators, each of which selects the arms on the agent's behalf according to a and possibly unknown policy.
We propose a sequential decision-making strategy for discovering the best arm under the assumption that the mediators' policies are known to the learner.
arXiv Detail & Related papers (2023-08-29T18:18:21Z) - Achieving Fairness in Multi-Agent Markov Decision Processes Using
Reinforcement Learning [30.605881670761853]
We propose a Reinforcement Learning approach to achieve fairness in finite-horizon episodic MDPs.
We show that such an approach achieves sub-linear regret in terms of the number of episodes.
arXiv Detail & Related papers (2023-06-01T03:43:53Z) - Thompson Sampling with Virtual Helping Agents [0.0]
We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits.
We propose two algorithms for the multi-armed bandit problem and provide theoretical bounds on the cumulative regret.
arXiv Detail & Related papers (2022-09-16T23:34:44Z) - Distributed Stochastic Bandit Learning with Context Distributions [0.0]
We study the problem of distributed multi-arm contextual bandit with unknown contexts.
In our model, an adversary chooses a distribution on the set of possible contexts and the agents observe only the context distribution and the exact context is unknown to the agents.
Our goal is to develop a distributed algorithm that selects a sequence of optimal actions to maximize the cumulative reward.
arXiv Detail & Related papers (2022-07-28T22:00:11Z) - Byzantine-Robust Online and Offline Distributed Reinforcement Learning [60.970950468309056]
We consider a distributed reinforcement learning setting where multiple agents explore the environment and communicate their experiences through a central server.
$alpha$-fraction of agents are adversarial and can report arbitrary fake information.
We seek to identify a near-optimal policy for the underlying Markov decision process in the presence of these adversarial agents.
arXiv Detail & Related papers (2022-06-01T00:44:53Z) - Output-Weighted Sampling for Multi-Armed Bandits with Extreme Payoffs [11.1546439770774]
We present a new type of acquisition functions for online decision making in bandit problems with extreme payoffs.
We formulate a novel type of upper confidence bound (UCB) acquisition function that guides exploration towards the bandits that are deemed most relevant.
arXiv Detail & Related papers (2021-02-19T18:36:03Z) - Efficient Pure Exploration for Combinatorial Bandits with Semi-Bandit
Feedback [51.21673420940346]
Combinatorial bandits generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set.
We focus on the pure-exploration problem of identifying the best arm with fixed confidence, as well as a more general setting, where the structure of the answer set differs from the one of the action set.
Based on a projection-free online learning algorithm for finite polytopes, it is the first computationally efficient algorithm which is convexally optimal and has competitive empirical performance.
arXiv Detail & Related papers (2021-01-21T10:35:09Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.