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In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best…

Machine Learning · Statistics 2013-11-12 Matthew W. Hoffman , Bobak Shahriari , Nando de Freitas

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

Machine Learning · Computer Science 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

Conversion rate optimization means designing web interfaces such that more visitors perform a desired action (such as register or purchase) on the site. One promising approach, implemented in Sentient Ascend, is to optimize the design using…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Xin Qiu , Risto Miikkulainen

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 multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

Machine Learning · Computer Science 2021-01-05 Djallel Bouneffouf

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

Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…

Machine Learning · Statistics 2022-08-08 Amit Peleg , Naama Pearl , Ron Meir

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

Systems and Control · Computer Science 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Traditional curriculum learning proceeds from easy to hard samples, yet defining a reliable notion of difficulty remains elusive. Prior work has used submodular functions to induce difficulty scores in curriculum learning. We reinterpret…

Machine Learning · Computer Science 2025-12-01 Prateek Chanda , Prayas Agrawal , Saral Sureka , Lokesh Reddy Polu , Atharv Kshirsagar , Ganesh Ramakrishnan

We consider applying multi-armed bandits to model-assisted designs for dose-finding clinical trials. Multi-armed bandits are very simple and powerful methods to determine actions to maximize a reward in a limited number of trials. Among the…

Methodology · Statistics 2022-01-17 Masahiro Kojima

In this paper, we explore the use of multi-armed bandit online learning techniques to solve distributed resource selection problems. As an example, we focus on the problem of network selection. Mobile devices often have several wireless…

Computer Science and Game Theory · Computer Science 2018-05-15 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm…

Machine Learning · Computer Science 2026-01-28 Tianyi Xu , Jiaxin Liu , Nicholas Mattei , Zizhan Zheng

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

Numerical Analysis · Mathematics 2022-02-22 Yiming Xu , Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation. Due to the superior performance and low feedback learning without the learning to act in multiple…

Information Retrieval · Computer Science 2022-10-25 Shenghao Xu

We introduce the functional bandit problem, where the objective is to find an arm that optimises a known functional of the unknown arm-reward distributions. These problems arise in many settings such as maximum entropy methods in natural…

Machine Learning · Statistics 2014-05-13 Long Tran-Thanh , Jia Yuan Yu
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