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Related papers: On the Combinatorial Multi-Armed Bandit Problem wi…

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In this paper, we propose a constant word (RAM model) algorithm for regret minimisation for both finite and infinite Stochastic Multi-Armed Bandit (MAB) instances. Most of the existing regret minimisation algorithms need to remember the…

Machine Learning · Computer Science 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

The problem of opportunistic spectrum access in cognitive radio networks has been recently formulated as a non-Bayesian restless multi-armed bandit problem. In this problem, there are N arms (corresponding to channels) and one player…

Machine Learning · Computer Science 2011-11-10 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Machine Learning · Computer Science 2022-12-14 Guojun Xiong , Jian Li

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

Machine Learning · Computer Science 2019-06-11 Hossein Aboutalebi , Doina Precup , Tibor Schuster

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

We tackle a new emerging problem, which is finding an optimal monopartite matching in a weighted graph. The semi-bandit version, where a full matching is sampled at each iteration, has been addressed by \cite{ADMA}, creating an algorithm…

Machine Learning · Computer Science 2022-08-03 Romaric Gaudel , Matthieu Rodet

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

Machine Learning · Computer Science 2020-02-06 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…

Machine Learning · Computer Science 2022-04-05 Tianrui Chen , Aditya Gangrade , Venkatesh Saligrama

We study two-sided matching markets in which one side of the market (the players) does not have a priori knowledge about its preferences for the other side (the arms) and is required to learn its preferences from experience. Also, we assume…

Machine Learning · Computer Science 2021-06-23 Lydia T. Liu , Feng Ruan , Horia Mania , Michael I. Jordan

In this study, we consider the infinitely many-armed bandit problems in a rested rotting setting, where the mean reward of an arm may decrease with each pull, while otherwise, it remains unchanged. We explore two scenarios regarding the…

Machine Learning · Computer Science 2025-06-03 Jung-hun Kim , Milan Vojnovic , Se-Young Yun

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…

Statistics Theory · Mathematics 2020-11-04 Solenne Gaucher