학술논문

Distributed Bandits: Probabilistic Communication on d-regular Graphs
Document Type
Conference
Source
2021 European Control Conference (ECC) Control Conference (ECC), 2021 European. :830-835 Jun, 2021
Subject
Computing and Processing
Power, Energy and Industry Applications
Robotics and Control Systems
Transportation
Europe
Probabilistic logic
Numerical simulation
Communication networks
Language
Abstract
We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a d-regular graph. Every edge in the graph has probabilistic weight p to account for the (1 − p) probability of a communication link failure. At each time step, each agent chooses an arm and receives a numerical reward associated with the chosen arm. After each choice, each agent observes the last obtained reward of each of its neighbors with probability p. We propose a new Upper Confidence Bound (UCB) based algorithm and analyze how agent-based strategies contribute to minimizing group regret in this probabilistic communication setting. We provide theoretical guarantees that our algorithm outperforms state-of-the-art algorithms. We illustrate our results and validate the theoretical claims using numerical simulations.