Combining Diverse Information for Coordinated Action: Stochastic Bandit Algorithms for Heterogeneous Agents
This addresses coordination challenges in applications like medical screening and environmental sensing, but it is incremental as it builds on existing UCB-style methods.
The paper tackles the problem of coordinating heterogeneous agents in stochastic multi-armed bandits, where rewards vary by agent sensitivity, and introduces the Min-Width algorithm to aggregate information and assign agents to arms, showing that gains are greater with more varied sensitivities.
Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of each agent to their environment. In medical screening, disease detection rates can vary by test type; in preference matching, rewards can depend on user preferences; and in environmental sensing, observation quality can vary across sensors. Since past work does not specify how to allocate agents of heterogeneous but known sensitivity of these types in a stochastic bandit setting, we introduce a UCB-style algorithm, Min-Width, which aggregates information from diverse agents. In doing so, we address the joint challenges of (i) aggregating the rewards, which follow different distributions for each agent-arm pair, and (ii) coordinating the assignments of agents to arms. Min-Width facilitates efficient collaboration among heterogeneous agents, exploiting the known structure in the agents' reward functions to weight their rewards accordingly. We analyze the regret of Min-Width and conduct pseudo-synthetic and fully synthetic experiments to study the performance of different levels of information sharing. Our results confirm that the gains to modeling agent heterogeneity tend to be greater when the sensitivities are more varied across agents, while combining more information does not always improve performance.