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Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

This paper proposes a new method for the K-armed dueling bandit problem, a variation on the regular K-armed bandit problem that offers only relative feedback about pairs of arms. Our approach extends the Upper Confidence Bound algorithm to…

Machine Learning · Computer Science 2013-12-18 Masrour Zoghi , Shimon Whiteson , Remi Munos , Maarten de Rijke

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Machine Learning · Computer Science 2024-11-01 Benjamin Howson , Sarah Filippi , Ciara Pike-Burke

We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

Machine Learning · Computer Science 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

We focus on the problem of best-arm identification in a stochastic multi-arm bandit with temporally decreasing variances for the arms' rewards. We model arm rewards as Gaussian random variables with fixed means and variances that decrease…

Machine Learning · Computer Science 2025-02-12 Tamojeet Roychowdhury , Kota Srinivas Reddy , Krishna P Jagannathan , Sharayu Moharir

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Yin Sun , Ness Shroff

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

How should a robot that collaborates with multiple people decide upon the distribution of resources (e.g. social attention, or parts needed for an assembly)? People are uniquely attuned to how resources are distributed. A decision to…

Artificial Intelligence · Computer Science 2020-12-08 Houston Claure , Yifang Chen , Jignesh Modi , Malte Jung , Stefanos Nikolaidis

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an appropriate randomization…

Machine Learning · Statistics 2019-09-06 Sakshi Arya , Yuhong Yang

In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

Machine Learning · Computer Science 2025-09-03 Chanakya Varude , Jay Chaudhary , Siddharth Kaushik , Prasanna Chaporkar

Learning with expert advice and multi-armed bandit are two classic online decision problems which differ on how the information is observed in each round of the game. We study a family of problems interpolating the two. For a vector…

Machine Learning · Computer Science 2023-08-07 Houshuang Chen , Yuchen He , Chihao Zhang

We formulate the problem of eliciting agents' preferences with the goal of finding a Kemeny ranking as a Dueling Bandits problem. Here the bandits' arms correspond to alternatives that need to be ranked and the feedback corresponds to a…

Machine Learning · Computer Science 2023-12-20 Anne-Marie George , Christos Dimitrakakis

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

Machine Learning · Computer Science 2025-10-27 Shunta Nonaga , Koji Tabata , Yuta Mizuno , Tamiki Komatsuzaki

We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…

Machine Learning · Computer Science 2013-11-05 Eshcar Hillel , Zohar Karnin , Tomer Koren , Ronny Lempel , Oren Somekh

We consider the stochastic and adversarial settings of continuum armed bandits where the arms are indexed by [0,1]^d. The reward functions r:[0,1]^d -> R are assumed to intrinsically depend on at most k coordinate variables implying…

Machine Learning · Computer Science 2014-08-25 Hemant Tyagi , Bernd Gärtner