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Multi-Player Bandits – a Musical Chairs Approach

ICML 2016 · Bandits and online learning › Multi-armed bandits · approach: Multi-agent bandits · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use random exploration followed by fixing each player on a distinct top-N armStatic multi-player bandits · Static multi-player banditsregret: T_0 \cdot N + 2 \cdot \exp(2) \cdot N^2 versus O\left(T^\frac{2}{3}\right)Helped
Run learning and allocation in recurring epochs to adapt to player changesDynamic multi-player bandits · Dynamic multi-player banditsregret: \tilde{O} \left( \sqrt{xT}\right)Helped
Use MEGA under late entry followed by a player's exitDynamic multi-player bandits · Player enters at ⌈T/2⌉ and first player later leavesregret: \Omega \left(T \right)Hurt
Use DMC instead of MEGA under late entry followed by a player's exitDynamic multi-player bandits · Player enters at ⌈T/2⌉ and first player later leavesregret: \tilde{O} \left(\sqrt{T} \right)Helped
Use DMC rather than MEGA for alternating player entry and exitDynamic multi-player bandits · Alternating entry and exit every ⌈T^λ⌉ rounds, λ > βregret upper bound: O \left( T^{1 - \left( \lambda - \beta \right)} \right) versus \tilde{O} \left( T^{1- \frac{\lambda}{2}} \right)Helped
Use MC's fixed-arm phase rather than continued epsilon-greedy explorationStatic multi-player bandits · Static experimentaccumulated regretHelped
Use epoch-based DMC in the moderate-horizon dynamic settingDynamic multi-player bandits · Dynamic experiments with smaller TregretHurt
Use epoch-based DMC when the horizon is sufficiently largeDynamic multi-player bandits · Dynamic experiments with sufficiently large TregretHelped

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