An Efficient Algorithm for Fair Multi-Agent Multi-Armed Bandit with Low Regret

Abstract

Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare instead of the total utility. Unfortunately previous algorithms either are not efficient or achieve sub-optimal regret in terms of the number of rounds. We propose a new efficient algorithm with lower regret than even previous inefficient ones. We also complement our efficient algorithm with an inefficient approach with regret that matches the lower bound for one agent. The experimental findings confirm the effectiveness of our efficient algorithm compared to the previous approaches.

Cite

Text

Jones et al. "An Efficient Algorithm for Fair Multi-Agent Multi-Armed Bandit with Low Regret." AAAI Conference on Artificial Intelligence, 2023. doi:10.1609/AAAI.V37I7.25985

Markdown

[Jones et al. "An Efficient Algorithm for Fair Multi-Agent Multi-Armed Bandit with Low Regret." AAAI Conference on Artificial Intelligence, 2023.](https://mlanthology.org/aaai/2023/jones2023aaai-efficient/) doi:10.1609/AAAI.V37I7.25985

BibTeX

@inproceedings{jones2023aaai-efficient,
  title     = {{An Efficient Algorithm for Fair Multi-Agent Multi-Armed Bandit with Low Regret}},
  author    = {Jones, Matthew and Nguyen, Huy L. and Nguyen, Thy Dinh},
  booktitle = {AAAI Conference on Artificial Intelligence},
  year      = {2023},
  pages     = {8159-8167},
  doi       = {10.1609/AAAI.V37I7.25985},
  url       = {https://mlanthology.org/aaai/2023/jones2023aaai-efficient/}
}