Poster
QuACK: A Multipurpose Queuing Algorithm for Cooperative $k$-Armed Bandits
Benjamin Howson · Sarah Filippi · Ciara Pike-Burke
Hall A-E 64
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Abstract
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Abstract:
This paper studies the cooperative stochastic $k$-armed bandit problem, where $m$ agents collaborate to identify the optimal action. Rather than adapting a specific single-agent algorithm, we propose a general-purpose black-box reduction that extends any single-agent algorithm to the multi-agent setting. Under mild assumptions, we prove that our black-box approach preserves the regret guarantees of the chosen algorithm, and is capable of achieving minimax-optimality up to an additive graph-dependent term. Our method applies to various bandit settings, including heavy-tailed and duelling bandits, and those with local differential privacy. Empirically, it is competitive with or outperforms specialized multi-agent algorithms.
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