Cooperation Speeds Surfing: Use Co-Bandit!

Abstract: In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate with for optimal performance, which is non-trivial. The excellent theoretical properties of EXP3, a leading multi-armed bandit algorithm, suggest that it should work well for this type of problem. Yet, it performs poorly in practice. A major limitation is its slow rate of stabilization. Bandit-style algorithms perform better when global knowledge is available, i.e., when devices receive feedback about all networks after each selection. But, unfortunately, communicating full information to all devices is expensive. Therefore, we address the question of how much information is adequate to achieve better performance. We propose Co-Bandit, a novel cooperative bandit approach, that allows devices to occasionally share their observations and forward feedback received from neighbors; hence, feedback may be received with a delay. Devices perform network selection based on their own observation and feedback from neighbors. As such, they speed up each other's rate of learning. We prove that Co-Bandit is regret-minimizing and retains the convergence property of multiplicative weight update algorithms with full information. Through simulation, we show that a very small amount of information, even with a delay, is adequate to nudge each other to select the right network and yield significantly faster stabilization at the optimal state (about 630x faster than EXP3).