Multi-Player Approaches for Dueling Bandits

Or Raveh, Junya Honda, Masashi Sugiyama
5/25/2024
cs.LGstat.ML

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Abstract

Various approaches have emerged for multi-armed bandits in distributed systems. The multiplayer dueling bandit problem, common in scenarios with only preference-based information like human feedback, introduces challenges related to controlling collaborative exploration of non-informative arm pairs, but has received little attention. To fill this gap, we demonstrate that the direct use of a Follow Your Leader black-box approach matches the lower bound for this setting when utilizing known dueling bandit algorithms as a foundation. Additionally, we analyze a message-passing fully distributed approach with a novel Condorcet-winner recommendation protocol, resulting in expedited exploration in many cases. Our experimental comparisons reveal that our multiplayer algorithms surpass single-player benchmark algorithms, underscoring their efficacy in addressing the nuanced challenges of the multiplayer dueling bandit setting.

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@article{raveh2024multiplayer,
  title  = {Multi-Player Approaches for Dueling Bandits},
  author = {Or Raveh and Junya Honda and Masashi Sugiyama},
  year   = {2024},
  eprint = {2405.16168},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2405.16168v2}
}

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