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We study fixed budget constrained best-arm identification in grouped bandits, where each arm consists of multiple independent attributes with stochastic rewards. An arm is considered feasible only if all its attributes' means are above a…

Machine Learning · Computer Science 2026-03-05 Raunak Mukherjee , Sharayu Moharir

We study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits. Concretely, given a fixed time budget $T\in \mathbb{N}$, finite arm set $\mathcal{X} \subset \mathbb{R}^d$, and a potentially adversarial…

Machine Learning · Statistics 2026-03-12 Leo Maynard-Zhang , Zhihan Xiong , Kevin Jamieson , Maryam Fazel

We study best arm identification (BAI) in linear bandits in the fixed-budget regime under differential privacy constraints, when the arm rewards are supported on the unit interval. Given a finite budget $T$ and a privacy parameter…

Machine Learning · Computer Science 2024-01-18 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the…

Machine Learning · Computer Science 2015-03-02 Kevin Jamieson , Ameet Talwalkar

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

Machine Learning · Computer Science 2024-02-21 Po-An Wang , Ruo-Chun Tzeng , Alexandre Proutiere

Currently the Dempster-Shafer based algorithm and Uniform Random Probability based algorithm are the preferred method of resolving security games, in which defenders are able to identify attackers and only strategy remained ambiguous.…

Artificial Intelligence · Computer Science 2015-08-11 Hossein Khani , Mohsen Afsharchi

In the field of Artificial Intelligence, traditional approaches to choosing moves in games involve the we of the minimax algorithm. However, recent research results indicate that minimizing may not always be the best approach. In this paper…

Artificial Intelligence · Computer Science 2013-04-15 Dana Nau , Paul Purdom , Chun-Hung Tzeng

In this work, we present a novel framework for Best Arm Identification (BAI) under fairness constraints, a setting that we refer to as \textit{F-BAI} (fair BAI). Unlike traditional BAI, which solely focuses on identifying the optimal arm…

Machine Learning · Computer Science 2024-09-02 Alessio Russo , Filippo Vannella

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

Machine Learning · Computer Science 2021-04-06 Jianyi Yang , Shaolei Ren

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

Econometrics · Economics 2025-10-02 Paul S. Koh

Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the…

Machine Learning · Computer Science 2026-04-02 Gabriel Turinici

We consider the problem of pure exploration with subset-wise preference feedback, which contains $N$ arms with features. The learner is allowed to query subsets of size $K$ and receives feedback in the form of a noisy winner. The goal of…

Machine Learning · Computer Science 2021-04-13 Shubham Gupta , Aadirupa Saha , Sumeet Katariya

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

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat

Expressing confidence is challenging for embodied agents navigating dynamic multimodal environments, where uncertainty arises from both perception and decision-making processes. We present the first work investigating embodied confidence…

Artificial Intelligence · Computer Science 2025-03-14 Tianjiao Yu , Vedant Shah , Muntasir Wahed , Kiet A. Nguyen , Adheesh Juvekar , Tal August , Ismini Lourentzou

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

Machine Learning · Statistics 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh

We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

Machine Learning · Computer Science 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different…

Machine Learning · Statistics 2016-01-27 Akshay Krishnamurthy

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

Machine Learning · Computer Science 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

The traditional approach to choosing moves in game-playing programs is the minimax procedure. The general belief underlying its use is that increasing search depth improves play. Recent research has shown that given certain simplifying…

Artificial Intelligence · Computer Science 2013-04-15 Bruce Abramson