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Related papers: QoS-Aware Multi-Armed Bandits

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Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…

Machine Learning · Computer Science 2026-03-30 R Sri Prakash , Nikhil Karamchandani , Sharayu Moharir

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

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Machine Learning · Computer Science 2014-02-04 Shipra Agrawal , Navin Goyal

Next-generation wireless services are characterized by a diverse set of requirements, to sustain which, the wireless access points need to probe the users in the network periodically. In this regard, we study a novel multi-armed bandit…

Machine Learning · Computer Science 2022-11-28 Gourab Ghatak

We study fairness within the stochastic, \emph{multi-armed bandit} (MAB) decision making framework. We adapt the fairness framework of "treating similar individuals similarly" to this setting. Here, an `individual' corresponds to an arm and…

Machine Learning · Computer Science 2017-07-07 Yang Liu , Goran Radanovic , Christos Dimitrakakis , Debmalya Mandal , David C. Parkes

How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…

Machine Learning · Computer Science 2021-08-17 Runzhe Wan , Lin Ge , Rui Song

Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Machine Learning · Computer Science 2019-12-09 Abhimanyu Dubey , Alex Pentland

In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Rémy Degenne , Emilie Kaufmann , Alberto Maria Metelli , Marcello Restelli

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

We study best-arm identification in stochastic multi-armed bandits under the fixed-confidence setting, focusing on instances with multiple optimal arms. Unlike prior work that addresses the unknown-number-of-optimal-arms case, we consider…

Machine Learning · Computer Science 2026-03-05 Lan V. Truong

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Lihong Li , Quanquan Gu

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…

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Machine Learning · Computer Science 2018-05-23 Ruida Zhou , Chao Gan , Jing Yan , Cong Shen

Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…

Machine Learning · Computer Science 2020-09-17 Arun Verma , Manjesh K. Hanawal , Nandyala Hemachandra

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…

Machine Learning · Computer Science 2020-10-20 Djallel Bouneffouf , Raphaël Féraud , Sohini Upadhyay , Yasaman Khazaeni , Irina Rish

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

Machine Learning · Computer Science 2022-06-23 Romain Camilleri , Andrew Wagenmaker , Jamie Morgenstern , Lalit Jain , Kevin Jamieson