Communication-Efficient Algorithm for Asynchronous Multi-Agent Bandits

Xuchuang Wang, Yu-Zhen Janice Chen, Xutong Liu, Lin Yang, Mohammad Hajiesmaili, Don Towsley, John C.S. Lui

Keywords: Multi-Agent Multi-Armed Bandits, Distributed Learning, Efficient Communication

TL;DR: A distributed bandit algorithm for asynchronous multi-agent scenario with constant (time independent) communications and privacy guarantee.

Abstract: We study the cooperative asynchronous multi-agent multi-armed bandits problem, where the active (arm pulling) decision rounds of each agent are asynchronous. In each round, only a subset of agents is active to pull arms, and this subset is unknown and time-varying. We propose a fully distributed algorithm that relies on novel asynchronous communication protocols. This algorithm attains near-optimal regret with constant (time-independent) communications for adversarial asynchronicity among agents. Furthermore, to protect the privacy of the learning process, we extend our algorithms to achieve local differential privacy with rigorous guarantees. Lastly, we report numerical simulations of our new asynchronous algorithms with other known baselines.

Submission Number: 5