The Gossiping Insert-Eliminate Algorithm for Multi-Agent Bandits

Ronshee Chawla, Abishek Sankararaman, Ayalvadi Ganesh, Sanjay Shakkottai

Abstract: We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collabo...