arXiv · 1512.06888
On Distributed Cooperative Decision-Making in Multiarmed Bandits
Abstract
We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estimation of rewards, and (ii) upper-confidence-bound-based heuristics for selection of arms. We rigorously analyze the performance of the cooperative UCB algorithm and characterize the influence of communication graph structure on the decision-making performance of the group.
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Peter Landgren, Vaibhav Srivastava, Naomi Ehrich Leonard. 2015-12-21. On Distributed Cooperative Decision-Making in Multiarmed Bandits. https://arxiv.org/abs/1512.06888
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