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Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

We consider the problem of \textit{best arm identification} with a \textit{fixed budget $T$}, in the $K$-armed stochastic bandit setting, with arms distribution defined on $[0,1]$. We prove that any bandit strategy, for at least one bandit…

Machine Learning · Statistics 2016-05-31 Alexandra Carpentier , Andrea Locatelli

In fixed-confidence best arm identification (BAI), the objective is to quickly identify the optimal option while controlling the probability of error below a desired threshold. Despite the plethora of BAI algorithms, existing methods…

Machine Learning · Computer Science 2026-01-05 Brian M. Cho , Nathan Kallus

In this work I study the problem of adversarial perturbations to rewards, in a Multi-armed bandit (MAB) setting. Specifically, I focus on an adversarial attack to a UCB type best-arm identification policy applied to a stochastic MAB. The…

Machine Learning · Computer Science 2022-09-14 Varsha Pendyala

Identifying active constraints from a point near an optimal solution is important both theoretically and practically in constrained continuous optimization, as it can help identify optimal Lagrange multipliers and essentially reduces an…

Optimization and Control · Mathematics 2025-09-03 Frank E. Curtis , Daniel P. Robinson , Lara Zebiane

Despite the improved accuracy of deep neural networks, the discovery of adversarial examples has raised serious safety concerns. In this paper, we study two variants of pointwise robustness, the maximum safe radius problem, which for a…

Machine Learning · Computer Science 2020-04-07 Min Wu , Matthew Wicker , Wenjie Ruan , Xiaowei Huang , Marta Kwiatkowska

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak

In pure-exploration problems, information is gathered sequentially to answer a question on the stochastic environment. While best-arm identification for linear bandits has been extensively studied in recent years, few works have been…

Machine Learning · Statistics 2022-06-10 Marc Jourdan , Rémy Degenne

We propose an action parsing algorithm to parse a video sequence containing an unknown number of actions into its action segments. We argue that context information, particularly the temporal information about other actions in the video…

Computer Vision and Pattern Recognition · Computer Science 2022-05-23 Nagita Mehrseresht

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

Machine Learning · Statistics 2022-04-07 Aymen Al Marjani , Tomáš Kocák , Aurélien Garivier

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Pierre Ménard , Xuedong Shang , Michal Valko

Best arm identification (BAI) aims to identify the highest-performance arm among a set of $K$ arms by collecting stochastic samples from each arm. In real-world problems, the best arm needs to satisfy additional feasibility constraints.…

Machine Learning · Computer Science 2026-01-26 Ting Cai , Kirthevasan Kandasamy

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

Machine Learning · Computer Science 2022-03-29 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

We consider the decentralized exploration problem: a set of players collaborate to identify the best arm by asynchronously interacting with the same stochastic environment. The objective is to insure privacy in the best arm identification…

Machine Learning · Computer Science 2023-01-18 Raphaël Féraud , Réda Alami , Romain Laroche

This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Machine Learning · Computer Science 2020-06-23 Julian Katz-Samuels , Lalit Jain , Zohar Karnin , Kevin Jamieson

In imperfect-information games, agents must make decisions based on partial knowledge of the game state. The Belief Stochastic Game model addresses this challenge by delegating state estimation to the game model itself. This allows agents…

Artificial Intelligence · Computer Science 2025-08-20 Achille Morenville , Éric Piette

This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…

Statistics Theory · Mathematics 2021-11-16 Jason Altschuler , Victor-Emmanuel Brunel , Alan Malek

Mutual localization is essential for coordination and cooperation in multi-robot systems. Previous works have tackled this problem by assuming available correspondences between measurements and received odometry estimations, which are…

Robotics · Computer Science 2022-03-18 Yingjian Wang , Xiangyong Wen , Longji Yin , Chao Xu , Yanjun Cao , Fei Gao

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

In this article, we prove the completeness of the following game search algorithms: unbounded best-first minimax with completion and descent with completion, i.e. we show that, with enough time, they find the best game strategy. We then…

Computer Science and Game Theory · Computer Science 2021-09-21 Quentin Cohen-Solal
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