Communication-Efficient Collaborative Best Arm Identification

Abstract

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that achieve maximum speedup (compared to single-agent learning algorithms) using minimum communication cost, as communication is frequently the bottleneck in multi-agent learning. We give both algorithmic and impossibility results, and conduct a set of experiments to demonstrate the effectiveness of our algorithms.