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Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this work, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Rémi Munos , Branislav Kveton , Shipra Agrawal , Michal Valko

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…

Machine Learning · Computer Science 2025-02-04 Adrienne Tuynman , Rémy Degenne

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

Training data for machine translation (MT) is often sourced from a multitude of large corpora that are multi-faceted in nature, e.g. containing contents from multiple domains or different levels of quality or complexity. Naturally, these…

Computation and Language · Computer Science 2021-10-15 Julia Kreutzer , David Vilar , Artem Sokolov

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

The combinatorial multi-armed bandit model is designed to maximize cumulative rewards in the presence of uncertainty by activating a subset of arms in each round. This paper is inspired by two critical applications in wireless networks,…

Machine Learning · Computer Science 2025-09-17 Xiaoyi Wu , Bin Li

Kinodynamic motion planners allow robots to perform complex manipulation tasks under dynamics constraints or with black-box models. However, they struggle to find high-quality solutions, especially when a steering function is unavailable.…

Robotics · Computer Science 2023-08-29 Marco Faroni , Dmitry Berenson

Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the…

Machine Learning · Computer Science 2019-06-04 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…

Machine Learning · Computer Science 2023-07-06 Mohammad Javad Azizi , Branislav Kveton , Mohammad Ghavamzadeh

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

Machine Learning · Computer Science 2021-06-29 Maria Dimakopoulou , Zhimei Ren , Zhengyuan Zhou

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

Multi-armed bandits are one of the theoretical pillars of reinforcement learning. Recently, the investigation of quantum algorithms for multi-armed bandit problems was started, and it was found that a quadratic speed-up (in query…

Quantum Physics · Physics 2025-03-26 Simon Buchholz , Jonas M. Kübler , Bernhard Schölkopf

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Machine Learning · Computer Science 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

Federated learning has emerged as an innovative paradigm of collaborative machine learning. Unlike conventional machine learning, a global model is collaboratively learned while data remains distributed over a tremendous number of client…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Sangmin Bae , Jin-woo Lee , Seyoung Yun

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

We study the task of bandit learning, also known as best-arm identification, under the assumption that the true reward function f belongs to a known, but arbitrary, function class F. We seek a general theory of bandit learnability, akin to…

Machine Learning · Computer Science 2025-06-18 Nataly Brukhim , Aldo Pacchiano , Miroslav Dudik , Robert Schapire

The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature. Existing results relate in precise ways the sign and…

Statistics Theory · Mathematics 2021-02-24 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo
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