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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 define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a network graph with heterogeneous and stochastic…

Optimization and Control · Mathematics 2019-05-22 Udari Madhushani , Naomi Ehrich Leonard

We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

Machine Learning · Computer Science 2024-03-19 Sourav Chakraborty , Lijun Chen

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We study the regret in stochastic Multi-Armed Bandits (MAB) with multiple agents that communicate over an arbitrary connected communication graph. We analyzed a variant of Cooperative Successive Elimination algorithm, COOP-SE, and show an…

Machine Learning · Computer Science 2026-02-04 Idan Barnea , Tal Lancewicki , Yishay Mansour

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

Machine Learning · Computer Science 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

We consider a novel multi-arm bandit (MAB) setup, where a learner needs to communicate the actions to distributed agents over erasure channels, while the rewards for the actions are directly available to the learner through external…

Machine Learning · Statistics 2024-06-27 Osama Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

Machine Learning · Statistics 2024-04-08 Iñigo Urteaga , Chris H. Wiggins

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Hiba Dakdouk , Mohamed Sana , Mattia Merluzzi

We study the heavy-tailed stochastic bandit problem in the cooperative multi-agent setting, where a group of agents interact with a common bandit problem, while communicating on a network with delays. Existing algorithms for the stochastic…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

In this paper we examine the effectiveness of several multi-arm bandit algorithms when used as a trust system to select agents to delegate tasks to. In contrast to existing work, we allow for recursive delegation to occur. That is, a task…

Multiagent Systems · Computer Science 2023-11-03 Nir Oren

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Machine Learning · Computer Science 2019-01-31 Meghana Bande , Venugopal V. Veeravalli