Cooperative Multi-Agent Graph Bandits: UCB Algorithm and Regret Analysis

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced in [1]. In our formulation,
$N$
cooperative agents travel on a connected graph
$G$
with
$K$
nodes. Upon arrival at each node, agents observe a random reward drawn from a node-dependent probability distribution. The reward of the system is modeled as a weighted sum of the rewards the agents observe, where the weights capture some transformation of the reward associated with multiple agents sampling the same node at the same time. We propose an Upper Confidence Bound (UCB)-based learning algorithm, Multi-G-UCB, and prove that its expected regret over
$T$
steps is bounded by
$O(\gamma N\log(T)[\sqrt{KT}+DK])$
, where
$D$
is the diameter of graph
$G$
and
$\gamma$
a boundedness parameter associated with the weight functions. Lastly, we numerically test our algorithm by comparing it to alternative methods.