Adapting to Decision-Relevant Non-Stationarity in Decentralized Heterogeneous Bandits
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The paper introduces Decision‑Relevant Fresh Comparison (DRFC), a method for decentralized bandit systems with heterogeneous agents whose local reward changes may not affect the global best action. DRFC gathers balanced samples from all agents and only switches the common best arm when fresh global evidence indicates a change, yielding a dynamic regret bound that does not depend on the number of local changes. An anytime‑valid sliding‑window extension further handles gradual drift, and experiments on synthetic, semi‑real, and MovieLens‑1M data demonstrate that DRFC ignores decision‑irrelevant local changes while the extension avoids false switches.
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