Improved Multiplayer Bandit Algorithm for Bernoulli Rewards
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Abstract (arXiv)
We study the multiplayer multi-armed bandit problem with information asymmetry under Bernoulli rewards, for three information structures: asymmetry in actions, in rewards, and in both. Replacing the Hoeffding-style confidence intervals of prior work with Kullback--Leibler (KL) divergence-based bounds gives strictly tighter regret guarantees in each case. We propose textttmKL-UCB, textttmKL-UCB-Intervals and textttmKL-DSEE, and show that the improvement factor is at least two by Pinsker's inequality and far larger when reward means are near zero or one. For asymmetry in rewards we prove that two arms' KL intervals separate after a deterministic number of samples, and that M independent players accelerate elimination further.
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References · 4
- 2021Online Learning for Cooperative Multi-Player Multi-Armed Banditscited by 12
- 2023Optimal Cooperative Multiplayer Learning Bandits with Noisy Rewards and No Communicationcited by 8
- 2025Multiplayer Information Asymmetric Bandits in Metric Spacescited by 3
- 2025Multiplayer Information Asymmetric Contextual Banditscited by 3
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