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We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

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

This paper studies a new variant of the stochastic multi-armed bandits problem where auxiliary information about the arm rewards is available in the form of control variates. In many applications like queuing and wireless networks, the arm…

Machine Learning · Computer Science 2022-01-19 Arun Verma , Manjesh K. Hanawal

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

Machine Learning · Computer Science 2021-05-25 Anand Kalvit , Assaf Zeevi

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. The player receives a state-dependent reward each time it…

Optimization and Control · Mathematics 2022-11-15 Cem Tekin , Mingyan Liu

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

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to…

Machine Learning · Computer Science 2026-03-03 Arun Verma , Manjesh Kumar Hanawal , Arun Rajkumar

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

Machine Learning · Computer Science 2024-05-21 Han Qi , Guo Fei , Li Zhu

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

We consider a sequential multi-task problem, where each task is modeled as the stochastic multi-armed bandit with K arms. We assume the bandit tasks are adjacently similar in the sense that the difference between the mean rewards of the…

Machine Learning · Computer Science 2025-03-14 NR Rahul , Vaibhav Katewa

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

Machine Learning · Computer Science 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…

Machine Learning · Computer Science 2025-09-18 Han Qi , Fei Guo , Li Zhu , Qiaosheng Zhang

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar
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