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Image Credit: Arxiv

Collaborative Min-Max Regret in Grouped Multi-Armed Bandits

  • Researchers have developed a new algorithm, Col-UCB, to address the issue of imbalanced exploration in grouped multi-armed bandit problems.
  • In grouped bandit settings with overlapping feasible action sets, groups share reward observations to minimize collaborative regret, defined as the maximum regret across groups.
  • The objective of Col-UCB is to balance the exploration burden between groups or populations by dynamically coordinating exploration.
  • Col-UCB has been shown to achieve optimal minimax and instance-dependent collaborative regret with logarithmic factors.
  • The algorithm adapts to the structure of shared action sets between groups, offering insights into the benefits of collaboration over independent learning.

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