English
Related papers

Related papers: Bandits with Delayed, Aggregated Anonymous Feedbac…

200 papers

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

Machine Learning · Computer Science 2015-07-20 Aleksandr Vorobev , Gleb Gusev

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We study the stochastic multi-armed bandit problem when one knows the value $\mu^{(\star)}$ of an optimal arm, as a well as a positive lower bound on the smallest positive gap $\Delta$. We propose a new randomized policy that attains a…

Statistics Theory · Mathematics 2013-02-13 Sébastien Bubeck , Vianney Perchet , Philippe Rigollet

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

Reinforcement learning typically assumes that agents observe feedback for their actions immediately, but in many real-world applications (like recommendation systems) feedback is observed in delay. This paper studies online learning in…

Machine Learning · Computer Science 2021-12-16 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour

In this paper we present a model for the hidden Markovian bandit problem with linear rewards. As opposed to current work on Markovian bandits, we do not assume that the state is known to the decision maker before making the decision.…

Machine Learning · Computer Science 2021-01-25 Michal Yemini , Amir Leshem , Anelia Somekh-Baruch

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

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

Machine Learning · Computer Science 2022-05-24 Han Wu , Stefan Wager

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…

Optimization and Control · Mathematics 2020-04-09 Udari Madhushani , Naomi Ehrich Leonard

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based…

Machine Learning · Statistics 2015-06-30 Junpei Komiyama , Junya Honda , Hisashi Kashima , Hiroshi Nakagawa

We study networks of communicating learning agents that cooperate to solve a common nonstochastic bandit problem. Agents use an underlying communication network to get messages about actions selected by other agents, and drop messages that…

Machine Learning · Computer Science 2016-06-02 Nicolo' Cesa-Bianchi , Claudio Gentile , Yishay Mansour , Alberto Minora

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

Machine Learning · Computer Science 2021-10-26 Ramakrishnan Krishnamurthy , Aditya Gopalan

In combinatorial semi-bandits, a learner repeatedly selects from a combinatorial decision set of arms, receives the realized sum of rewards, and observes the rewards of the individual selected arms as feedback. In this paper, we extend this…

Machine Learning · Computer Science 2025-09-17 Yuxiao Wen

In this paper, we consider the problem of multi-armed bandits with a large, possibly infinite number of correlated arms. We assume that the arms have Bernoulli distributed rewards, independent across time, where the probabilities of success…

Machine Learning · Computer Science 2011-11-21 Chong Jiang , R. Srikant

In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…

Statistics Theory · Mathematics 2022-06-06 Solenne Gaucher , Alexandra Carpentier , Christophe Giraud

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

Machine Learning · Computer Science 2018-01-08 Melody Y. Guan , Heinrich Jiang
‹ Prev 1 3 4 5 6 7 10 Next ›