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We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Machine Learning · Computer Science 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

Statistics Theory · Mathematics 2013-03-29 Junya Honda , Akimichi Takemura

This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

Machine Learning · Computer Science 2021-05-05 Siddharth Barman , Ramakrishnan Krishnamurthy , Saladi Rahul

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

Restless multi-armed bandits (RMAB) is a framework for allocating limited resources under uncertainty. It is an extremely useful model for monitoring beneficiaries and executing timely interventions to ensure maximum benefit in public…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

We introduce and study a new variant of the multi-armed bandit problem (MAB), called the survival bandit problem (S-MAB). While in both problems, the objective is to maximize the so-called cumulative reward, in this new variant, the…

Machine Learning · Computer Science 2024-01-09 Charles Riou , Junya Honda , Masashi Sugiyama

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

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

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

Information Retrieval · Computer Science 2021-08-23 Ding Xiang , Becky West , Jiaqi Wang , Xiquan Cui , Jinzhou Huang

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

Machine Learning · Computer Science 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

Machine Learning · Computer Science 2017-05-15 Djallel Bouneffouf , Raphaël Feraud

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Machine Learning · Computer Science 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti

A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…

Machine Learning · Computer Science 2021-03-02 Orestis Papadigenopoulos , Constantine Caramanis

We consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

Machine Learning · Computer Science 2019-06-20 Tomer Gafni , Kobi Cohen

In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…

Machine Learning · Computer Science 2022-07-11 Alexander Galozy , Slawomir Nowaczyk

Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…

Machine Learning · Computer Science 2023-08-22 Jackson A. Killian , Manish Jain , Yugang Jia , Jonathan Amar , Erich Huang , Milind Tambe
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