Multiple-Play Stochastic Bandits with Shareable Finite-Capacity Arms
We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward distribution, both of which are unknown to the learner. The reward from a shareable arm is load-dependent, which is the "per-load" reward multiplying either the number of plays pulling the arm, or its reward capacity when the number of plays exceeds the capacity limit. When the "per-load" reward follows a Gaussian distribution, we prove a sample complexity lower bound of learning the capacity from load-dependent rewards and also a regret lower bound of this new MP-MAB problem. We devise a capacity estimator whose sample complexity upper bound matches the lower bound in terms of reward means and capacities. We also propose an online learning algorithm to address the problem and prove its regret upper bound. This regret upper bound's first term is the same as regret lower bound's, and its second and third terms also evidently correspond to lower bound's. Extensive experiments validate our algorithm's performance and also its gain in 5G & 4G base station selection.
Code (0)
등록된 구현이 없습니다.
Tasks
Multi-Armed BanditsMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Multi-Player Multi-Armed Bandits with Finite Shareable Resources Arms: Learning Algorithms & Applications
Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than o…
Edge-computingMulti-Armed BanditsCompeting for Shareable Arms in Multi-Player Multi-Armed Bandits
Competitions for shareable and limited resources have long been studied with strategic agents. In reality, agents often have to learn and maximize the rewards of the resources at the same time. To design an individualize…
Multi-Armed BanditsAlmost Optimal Algorithms for Linear Stochastic Bandits with Heavy-Tailed Payoffs
In linear stochastic bandits, it is commonly assumed that payoffs are with sub-Gaussian noises. In this paper, under a weaker assumption on noises, we study the problem of \underline{lin}ear stochastic {\underline b}andi…
Meet Me at the Arm: The Cooperative Multi-Armed Bandits Problem with Shareable Arms
We study the decentralized multi-player multi-armed bandits (MMAB) problem under a no-sensing setting, where each player receives only their own reward and obtains no information about collisions. Each arm has an unknown…
Capacity EstimationMulti-Armed BanditsA Parallel algorithm for $\mathcal{X}$-Armed bandits
The target of $\mathcal{X}$-armed bandit problem is to find the global maximum of an unknown stochastic function $f$, given a finite budget of $n$ evaluations. Recently, $\mathcal{X}$-armed bandits have been widely used …