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Related papers: Multi-armed Bandit Problems with Strategic Arms

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There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

Machine Learning · Computer Science 2022-06-02 Giulia Romano , Andrea Agostini , Francesco Trovò , Nicola Gatti , Marcello Restelli

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

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

Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

We consider a multi-armed bandit setting in which each arm has a public and a private reward distribution. An observer expects an agent to follow Thompson Sampling according to the public rewards, however, the deceptive agent aims to…

Machine Learning · Computer Science 2025-10-13 I. Arda Vurankaya , Mustafa O. Karabag , Wesley A. Suttle , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Adversarial attacks against stochastic multi-armed bandit (MAB) algorithms have been extensively studied in the literature. In this work, we focus on reward poisoning attacks and find most existing attacks can be easily detected by our…

Machine Learning · Computer Science 2024-02-22 Zhiwei Wang , Huazheng Wang , Hongning Wang

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

Machine Learning · Statistics 2026-04-17 Yasin Abbasi-Yadkori , Peter L. Bartlett , Victor Gabillon , Alan Malek , Michal Valko

We study adversarial attacks that manipulate the reward signals to control the actions chosen by a stochastic multi-armed bandit algorithm. We propose the first attack against two popular bandit algorithms: $\epsilon$-greedy and UCB,…

Machine Learning · Computer Science 2018-10-30 Kwang-Sung Jun , Lihong Li , Yuzhe Ma , Xiaojin Zhu

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

Assistance games (also known as cooperative inverse reinforcement learning games) have been proposed as a model for beneficial AI, wherein a robotic agent must act on behalf of a human principal but is initially uncertain about the humans…

Artificial Intelligence · Computer Science 2020-07-21 Arnaud Fickinger , Simon Zhuang , Dylan Hadfield-Menell , Stuart Russell

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

We consider decentralized stochastic multi-armed bandit problem with multiple players in the case of different communication probabilities between players. Each player makes a decision of pulling an arm without cooperation while aiming to…

Machine Learning · Computer Science 2017-11-07 Noyan Evirgen , Alper Kose

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability distribution. Such a utilitarian perspective and focus on…

Machine Learning · Statistics 2025-05-01 Meltem Tatlı , Arpan Mukherjee , Prashanth L. A. , Karthikeyan Shanmugam , Ali Tajer

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Machine Learning · Computer Science 2014-11-05 Marta Soare , Alessandro Lazaric , Rémi Munos

We investigate the Multi-Armed Bandit problem with Temporally-Partitioned Rewards (TP-MAB) setting in this paper. In the TP-MAB setting, an agent will receive subsets of the reward over multiple rounds rather than the entire reward for the…

Machine Learning · Computer Science 2022-11-15 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli
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