Dominate or Delete: Decentralized Competing Bandits in Serial Dictatorship
Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, PMLR 130:1252-1260, 2021.
Online learning in a two-sided matching market, with demand side agents continuously competing to be matched with supply side (arms), abstracts the complex interactions under partial information on matching platforms (e.g. UpWork, TaskRabbit). We study the decentralized serial dictatorship setting, a two-sided matching market where the demand side agents have unknown and heterogeneous valuation over the supply side (arms), while the arms have known uniform preference over the demand side (agents). We design the first decentralized algorithm - UCB with Decentralized Dominant-arm Deletion (UCB-D3), for the agents, that does not require any knowledge of reward gaps or time horizon. UCB-D3 works in phases, where in each phase, agents delete dominated arms – the arms preferred by higher ranked agents, and play only from the non-dominated arms according to the UCB. At the end of the phase, agents broadcast in a decentralized fashion, their estimated preferred arms through pure exploitation. We prove a new regret lower bound for the decentralized serial dictatorship model, and prove that UCB-D3 achieves order optimal regret guarantee.