Distributed Online Learning via Cooperative Contextual Bandits

DOI10.1109/TSP.2015.2430837zbMATH Open1394.94593arXiv1308.4568OpenAlexW1851342690MaRDI QIDQ4580683FDOQ4580683

Authors: Cem Tekin, Mihaela van der Schaar 

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select one of its own actions (which gives a reward and provides information) or request assistance from another learner. In the latter case, the requester pays a cost and receives the reward but the provider learns the information. In our framework, learners are modeled as cooperative contextual bandits. Each learner seeks to maximize the expected reward from its arrivals, which involves trading off the reward received from its own actions, the information learned from its own actions, the reward received from the actions requested of others and the cost paid for these actions - taking into account what it has learned about the value of assistance from each other learner. We develop distributed online learning algorithms and provide analytic bounds to compare the efficiency of these with algorithms with the complete knowledge (oracle) benchmark (in which the expected reward of every action in every context is known by every learner). Our estimates show that regret - the loss incurred by the algorithm - is sublinear in time. Our theoretical framework can be used in many practical applications including Big Data mining, event detection in surveillance sensor networks and distributed online recommendation systems.

Full work available at URL: https://arxiv.org/abs/1308.4568

Mathematics Subject Classification ID

Online algorithms; streaming algorithms (68W27) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Decentralized Learning for Multiplayer Multiarmed Bandits
• Distributed Stochastic Online Learning Policies for Opportunistic Spectrum Access
• Delay and cooperation in nonstochastic bandits

This page was built for publication: Distributed Online Learning via Cooperative Contextual Bandits

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4580683)