My Fair Bandit: Distributed Learning of Max-Min Fairness with Multi-player Bandits

Jul 12, 2020

Speakers

About

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. However, these utilities are unknown to the players. In each turn players receive noisy observations of their utility for their selected arm. However, if any other players selected the same arm that turn, they will all receive zero utility due to the conflict. No other communication or coordination between the players is possible. Our goal is to design a distributed algorithm that learns the matching between players and arms that achieves max-min fairness while minimizing the regret. We present an algorithm and prove that it is regret optimal up to a log(log T) factor. This is the first max-min fairness multi-player bandit algorithm with (near) order optimal regret.

Organizer

Categories

About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

Store presentation

Should this presentation be stored for 1000 years?

How do we store presentations

Total of 0 viewers voted for saving the presentation to eternal vault which is 0.0%

Sharing

Recommended Videos

Presentations on similar topic, category or speaker

Interested in talks like this? Follow ICML 2020