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We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…

Machine Learning · Computer Science 2024-05-29 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Machine Learning · Computer Science 2015-09-29 Manjesh K. Hanawal , Amir Leshem , Venkatesh Saligrama

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

Machine Learning · Computer Science 2023-04-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…

Machine Learning · Computer Science 2019-11-19 Yogev Bar-On , Yishay Mansour

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

The stochastic $K$-armed bandit problem has been studied extensively due to its applications in various domains ranging from online advertising to clinical trials. In practice however, the number of arms can be very large resulting in large…

Machine Learning · Computer Science 2022-05-03 Arpit Agarwal , Sanjeev Khanna , Prathamesh Patil

We study stochastic linear bandits where, in each round, the learner receives a set of actions (i.e., feature vectors), from which it chooses an element and obtains a stochastic reward. The expected reward is a fixed but unknown linear…

Machine Learning · Computer Science 2024-06-04 Tianyuan Jin , Kyoungseok Jang , Nicolò Cesa-Bianchi

We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly $K$ out of $N$ possible arms have to be played (with $1\leq K \leq N$). In…

Machine Learning · Computer Science 2017-11-17 Datong P. Zhou , Claire J. Tomlin

We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a…

Machine Learning · Computer Science 2017-05-10 Yevgeny Seldin , Gábor Lugosi

We consider the framework of stochastic multi-armed bandit problems and study the possibilities and limitations of forecasters that perform an on-line exploration of the arms. These forecasters are assessed in terms of their simple regret,…

Statistics Theory · Mathematics 2010-07-26 Sébastien Bubeck , Rémi Munos , Gilles Stoltz

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

We consider the bandit problem of selecting $K$ out of $N$ arms at each time step. The reward can be a non-linear function of the rewards of the selected individual arms. The direct use of a multi-armed bandit algorithm requires choosing…

Machine Learning · Computer Science 2026-02-16 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek Umrawal

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

Machine Learning · Computer Science 2023-01-31 Yuzhe Ma , Zhijin Zhou

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

Machine Learning · Statistics 2019-06-26 Oleksandr Zadorozhnyi , Gilles Blanchard , Alexandra Carpentier