In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed MAB to minimize the average cumulative regret over all agents. The agents can communicate and collaborate among each other \emph{only} through a pairwise asynchronous gossip based protocol that exchange a limited number of bits. In our model, agents at each point decide on (i) which arm to play, (ii) whether to, and if so (iii) what and whom to communicate with. Agents in our model are decentralized, namely their actions only depend on their observed history in the past. We develop a novel algorithm in which agents, whenever they choose, communicate only arm-ids and not samples, with another agent chosen uniformly and independently at random. The per-agent regret scaling achieved by our algorithm is $O \left( \frac{\lceil\frac{K}{n}\rceil+\log(n)}{\Delta} \log(T) + \frac{\log^3(n) \log \log(n)}{\Delta^2} \right)$. Furthermore, any agent in our algorithm communicates only a total of $\Theta(\log(T))$ times over a time interval of $T$. We compare our results to two benchmarks - one where there is no communication among agents and one corresponding to complete interaction. We show both theoretically and empirically, that our algorithm experiences a significant reduction both in per-agent regret when compared to the case when agents do not collaborate and in communication complexity when compared to the full interaction setting which requires $T$ communication attempts by an agent over $T$ arm pulls. Our result thus demonstrates that even a minimal level of collaboration among the different agents enables a significant reduction in per-agent regret.

介绍了一个分布式算法来解决多臂赌博机问题，通过异步交换较少的比特数，在不进行样本交换的情况下，仅通过传递臂ID来维护代理之间的合作；文中提出的算法可以将每个代理的后悔最小化，并将通信复杂度降至$O(logT)$，与不进行合作的方案相比，本算法能够显著降低每个代理的后悔。

多智能体多臂赌博机中的社交学习