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We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Contextual multi-armed bandit (MAB) is an important sequential decision-making problem in recommendation systems. A line of works, called the clustering of bandits (CLUB), utilize the collaborative effect over users and dramatically improve…

Machine Learning · Computer Science 2022-09-01 Xutong Liu , Haoru Zhao , Tong Yu , Shuai Li , John C. S. Lui

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

Machine Learning · Computer Science 2026-05-11 Ishank Juneja , Carlee Joe-Wong , Osman Yağan

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

Machine Learning · Statistics 2021-10-07 Xinyu Zhang , Srinjoy Das , Ken Kreutz-Delgado

The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…

Data Structures and Algorithms · Computer Science 2013-06-19 Sudipto Guha , Kamesh Munagala

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

Quantum optics utilizes the unique properties of light for computation or communication. In this work, we explore its ability to solve certain reinforcement learning tasks, with a particular view towards the scalability of the approach. Our…

Quantum Physics · Physics 2025-04-14 Kohei Konaka , André Röhm , Takatomo Mihana , Ryoichi Horisaki

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

Optimization and Control · Mathematics 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

Machine Learning · Computer Science 2024-04-16 Priyank Agrawal , Theja Tulabandhula , Vashist Avadhanula

Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

Digital mental health (DMH) interventions, such as text-message-based lessons and activities, offer immense potential for accessible mental health support. While these interventions can be effective, real-world experimental testing can…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

We study a new stochastic multi-player multi-armed bandits (MP-MAB) problem, where the reward distribution changes if a collision occurs on the arm. Existing literature always assumes a zero reward for involved players if collision happens,…

Information Theory · Computer Science 2021-09-01 Chengshuai Shi , Cong Shen

In this paper, we propose and evaluate different learning strategies based on Multi-Arm Bandit (MAB) algorithms. They allow Internet of Things (IoT) devices to improve their access to the network and their autonomy, while taking into…

Networking and Internet Architecture · Computer Science 2019-02-28 Remi Bonnefoi , Lilian Besson , Julio Manco-Vasquez , Christophe Moy

We present an approach to Intelligent Tutoring Systems which adaptively personalizes sequences of learning activities to maximize skills acquired by students, taking into account the limited time and motivational resources. At a given point…

Artificial Intelligence · Computer Science 2019-07-17 Benjamin Clement , Didier Roy , Pierre-Yves Oudeyer , Manuel Lopes

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

Machine Learning · Statistics 2025-10-10 Lai Wei , Ambuj Tewari , Michael A. Cianfrocco
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