Adapting to Decision-Relevant Non-Stationarity in Decentralized Heterogeneous Bandits
Mirrored from arXiv — Machine Learning for archival readability. Support the source by reading on the original site.
Computer Science > Machine Learning
Title:Adapting to Decision-Relevant Non-Stationarity in Decentralized Heterogeneous Bandits
Abstract:Decentralized bandit systems often contain heterogeneous agents: rewards can change at individual agents even when the best action for the network stays the same. These local changes may cancel when rewards are averaged across agents, so the number of local changes $\Stloc$ can be much larger than the number of changes in the best common arm $\Stdec$. We introduce Decision-Relevant Fresh Comparison (DRFC), which uses new, balanced samples from all agents to compare arms at the network level and switches only when fresh global evidence indicates that the common best arm has changed. We prove a high-probability dynamic regret bound with no adaptation term depending on $\Stloc$, and show that every algorithm must still pay for identifying genuine decision switches and propagating them through the communication graph. Under a distinct time-average benchmark, an anytime-valid sliding-window extension handles gradual drift; experiments on synthetic, semi-real, and MovieLens-1M replays show that DRFC ignores decision-irrelevant local changes while the extension avoids false switches.
| Comments: | 90 pages, 18 figures |
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2609.16824 [cs.LG] |
| (or arXiv:2609.16824v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2609.16824
arXiv-issued DOI via DataCite (pending registration)
|
Access Paper:
- View PDF
- HTML (experimental)
- TeX Source
References & Citations
Bookmark
Bibliographic and Citation Tools
Code, Data and Media Associated with this Article
Demos
Recommenders and Search Tools
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.
More from arXiv — Machine Learning
-
Stable and Faithful Explanations for Knowledge Tracing
Sep 25
-
SMILESGNN: Interpretable Clinical Toxicity Prediction via SMILES-Graph Cross-Attention Fusion
Sep 25
-
CFD Correction of Open Tip Clearance Flow in a Compressor Cascade Using VAE Latent Space Adaptation
Sep 25
-
CARE: Condition-Aware Representation Regularization for Diffusion Models
Sep 25
Discussion (0)
Sign in to join the discussion. Free account, 30 seconds — email code or GitHub.
Sign in →No comments yet. Sign in and be the first to say something.