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We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

Machine Learning · Computer Science 2022-08-22 Vishakha Patil , Vineet Nair , Ganesh Ghalme , Arindam Khan

Generative Adversarial Networks (GANs) can successfully approximate a probability distribution and produce realistic samples. However, open questions such as sufficient convergence conditions and mode collapse still persist. In this paper,…

Machine Learning · Computer Science 2019-03-13 Thang Doan , Joao Monteiro , Isabela Albuquerque , Bogdan Mazoure , Audrey Durand , Joelle Pineau , R Devon Hjelm

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…

Information Retrieval · Computer Science 2019-08-20 Meisam Hejazinia , Kyler Eastman , Shuqin Ye , Abbas Amirabadi , Ravi Divvela

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

Decision trees, without appropriate constraints, can easily become overly complex and prone to overfit, capturing noise rather than generalizable patterns. To resolve this problem,pruning operation is a crucial part in optimizing decision…

Machine Learning · Computer Science 2025-08-11 Hasibul Karim Shanto , Umme Ayman Koana , Shadikur Rahman

Recent literature has demonstrated promising results for training Generative Adversarial Networks by employing a set of discriminators, in contrast to the traditional game involving one generator against a single adversary. Such methods…

Machine Learning · Computer Science 2019-01-28 Isabela Albuquerque , João Monteiro , Thang Doan , Breandan Considine , Tiago Falk , Ioannis Mitliagkas

We present a new algorithm based on an gradient ascent for a general Active Exploration bandit problem in the fixed confidence setting. This problem encompasses several well studied problems such that the Best Arm Identification or…

Machine Learning · Statistics 2019-05-21 Pierre Ménard

Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When…

Machine Learning · Computer Science 2014-01-07 Nicolas Galichet , Michèle Sebag , Olivier Teytaud

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

The knowledge gradient (KG) algorithm is a popular and effective algorithm for the best arm identification (BAI) problem. Due to the complex calculation of KG, theoretical analysis of this algorithm is difficult, and existing results are…

Machine Learning · Statistics 2022-11-23 Yanwen Li , Siyang Gao

We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

Optimization and Control · Mathematics 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

Machine Learning · Statistics 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Engineering optimization is typically multiobjective and multidisciplinary with complex constraints, and the solution of such complex problems requires efficient optimization algorithms. Recently, Xin-She Yang proposed a bat-inspired…

Optimization and Control · Mathematics 2012-03-30 Xin-She Yang

The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…

Machine Learning · Computer Science 2019-08-22 Jules Kruijswijk , Petri Parvinen , Maurits Kaptein

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

Integrated terrestrial and non-terrestrial network (TN-NTN) architectures offer a promising solution for expanding coverage and improving capacity for the network. While non-terrestrial networks (NTNs) are primarily exploited for these…

Networking and Internet Architecture · Computer Science 2025-06-12 Henri Alam , Antonio de Domenico , Tareq Si Salem , Florian Kaltenberger