Semi-overlapping Multi-bandit Best Arm Identification for Sequential Support Network Learning

Fuente: arXiv
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Main Authors: Antos, András, Millinghoffer, András, Antal, Péter
Format: Preprint
Published: 2025
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author Antos, András
Millinghoffer, András
Antal, Péter
author_facet Antos, András
Millinghoffer, András
Antal, Péter
contents Many modern AI and ML problems require evaluating partners' contributions through shared yet asymmetric, computationally intensive processes and the simultaneous selection of the most beneficial candidates. Sequential approaches to these problems can be unified under a new framework, Sequential Support Network Learning (SSNL), in which the goal is to select the most beneficial candidate set of partners for all participants using trials; that is, to learn a directed graph that represents the highest-performing contributions. We demonstrate that a new pure-exploration model, the semi-overlapping multi-(multi-armed) bandit (SOMMAB), in which a single evaluation provides distinct feedback to multiple bandits due to structural overlap among their arms, can be used to learn a support network from sparse candidate lists efficiently. We develop a generalized GapE algorithm for SOMMABs and derive new exponential error bounds that improve the best known constant in the exponent for multi-bandit best-arm identification. The bounds scale linearly with the degree of overlap, revealing significant sample-complexity gains arising from shared evaluations. From an application point of view, this work provides a theoretical foundation and improved performance guarantees for sequential learning tools for identifying support networks from sparse candidates in multiple learning problems, such as in multi-task learning (MTL), auxiliary task learning (ATL), federated learning (FL), and in multi-agent systems (MAS).
format Preprint
id arxiv_https___arxiv_org_abs_2512_24959
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Semi-overlapping Multi-bandit Best Arm Identification for Sequential Support Network Learning
Antos, András
Millinghoffer, András
Antal, Péter
Machine Learning
Artificial Intelligence
F.2.1; G.3; I.2.6
Many modern AI and ML problems require evaluating partners' contributions through shared yet asymmetric, computationally intensive processes and the simultaneous selection of the most beneficial candidates. Sequential approaches to these problems can be unified under a new framework, Sequential Support Network Learning (SSNL), in which the goal is to select the most beneficial candidate set of partners for all participants using trials; that is, to learn a directed graph that represents the highest-performing contributions. We demonstrate that a new pure-exploration model, the semi-overlapping multi-(multi-armed) bandit (SOMMAB), in which a single evaluation provides distinct feedback to multiple bandits due to structural overlap among their arms, can be used to learn a support network from sparse candidate lists efficiently. We develop a generalized GapE algorithm for SOMMABs and derive new exponential error bounds that improve the best known constant in the exponent for multi-bandit best-arm identification. The bounds scale linearly with the degree of overlap, revealing significant sample-complexity gains arising from shared evaluations. From an application point of view, this work provides a theoretical foundation and improved performance guarantees for sequential learning tools for identifying support networks from sparse candidates in multiple learning problems, such as in multi-task learning (MTL), auxiliary task learning (ATL), federated learning (FL), and in multi-agent systems (MAS).
title Semi-overlapping Multi-bandit Best Arm Identification for Sequential Support Network Learning
topic Machine Learning
Artificial Intelligence
F.2.1; G.3; I.2.6
url https://arxiv.org/abs/2512.24959