Cooperative and Stochastic Multi-Player Multi-Armed Bandit: Optimal Regret With Neither Communication Nor Collisions
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We consider the cooperative multi-player version of the stochastic multi-armed bandit problem. We study the regime where the players cannot communicate but have access to shared randomness. In prior work by the first two authors, a strategy for this regime was constructed for two players and three arms, with regret Õ(√(T)), and with no collisions at all between the players (with very high probability). In this paper we show that these properties (near-optimal regret and no collisions at all) are achievable for any number of players and arms. At a high level, the previous strategy heavily relied on a 2-dimensional geometric intuition that was difficult to generalize in higher dimensions, while here we take a more combinatorial route to build the new strategy.
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