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In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

Machine Learning · Statistics 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…

Machine Learning · Computer Science 2026-03-30 Ashutosh Soni , Peizhong Ju , Atilla Eryilmaz , Ness B. Shroff

Recent advances in wireless radio frequency (RF) energy harvesting allows sensor nodes to increase their lifespan by remotely charging their batteries. The amount of energy harvested by the nodes varies depending on their ambient…

Machine Learning · Computer Science 2020-06-17 Debamita Ghosh , Arun Verma , Manjesh K. Hanawal

Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this…

Machine Learning · Computer Science 2020-10-28 Guanlin Liu , Lifeng lai

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

Machine Learning · Computer Science 2019-10-14 Siddhant Garg , Aditya Kumar Akash

We formulate the problem of sampling and recovering clustered graph signal as a multi-armed bandit (MAB) problem. This formulation lends naturally to learning sampling strategies using the well-known gradient MAB algorithm. In particular,…

Machine Learning · Statistics 2018-05-16 Oleksii Abramenko , Alexander Jung

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

Machine Learning · Computer Science 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…

Machine Learning · Computer Science 2026-05-14 Idan Barnea , Ofir Schlisselberg , Yishay Mansour

We extend the adversarial/non-stochastic multi-play multi-armed bandit (MPMAB) to the case where the number of arms to play is variable. The work is motivated by the fact that the resources allocated to scan different critical locations in…

Machine Learning · Computer Science 2021-10-28 Yiyang Wang , Neda Masoud

In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

Optimization and Control · Mathematics 2025-05-12 Yu Bai , Yiming Li , Xi Xiong

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

We provide a simple method to combine stochastic bandit algorithms. Our approach is based on a "meta-UCB" procedure that treats each of $N$ individual bandit algorithms as arms in a higher-level $N$-armed bandit problem that we solve with a…

Machine Learning · Computer Science 2020-12-25 Ashok Cutkosky , Abhimanyu Das , Manish Purohit

Mean field game facilitates analyzing multi-armed bandit (MAB) for a large number of agents by approximating their interactions with an average effect. Existing mean field models for multi-agent MAB mostly assume a binary reward function,…

Multiagent Systems · Computer Science 2021-05-11 Xiong Wang , Riheng Jia

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji

Sampling from the equilibrium distribution has always been a major problem in molecular simulations due to the very high dimensionality of conformational space. Over several decades, many approaches have been used to overcome the problem.…

Computational Physics · Physics 2020-03-02 Adrià Pérez , Pablo Herrera-Nieto , Stefan Doerr , Gianni De Fabritiis

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

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
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