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We study the representative arm identification (RAI) problem in the multi-armed bandits (MAB) framework, wherein we have a collection of arms, each associated with an unknown reward distribution. An underlying instance is defined by a…

Machine Learning · Computer Science 2024-08-27 Sarvesh Gharat , Aniket Yadav , Nikhil Karamchandani , Jayakrishnan Nair

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be represented by a unit interval graph (UIG) where each node…

Machine Learning · Computer Science 2019-09-04 Xiao Xu , Sattar Vakili , Qing Zhao , Ananthram Swami

We consider the quantum version of the bandit problem known as {\em best arm identification} (BAI). We first propose a quantum modeling of the BAI problem, which assumes that both the learning agent and the environment are quantum; we then…

Machine Learning · Computer Science 2020-09-23 Balthazar Casalé , Giuseppe Di Molfetta , Hachem Kadri , Liva Ralaivola

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

Reinforcement learning involves decision making in dynamic and uncertain environments and constitutes a crucial element of artificial intelligence. In our previous work, we experimentally demonstrated that the ultrafast chaotic oscillatory…

Emerging Technologies · Computer Science 2018-03-28 Makoto Naruse , Takatomo Mihana , Hirokazu Hori , Hayato Saigo , Kazuya Okamura , Mikio Hasegawa , Atsushi Uchida

We consider the distributed SGD problem, where a main node distributes gradient calculations among $n$ workers. By assigning tasks to all the workers and waiting only for the $k$ fastest ones, the main node can trade-off the algorithm's…

Information Theory · Computer Science 2022-06-29 Maximilian Egger , Rawad Bitar , Antonia Wachter-Zeh , Deniz Gündüz

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies the exploration-exploitation tradeoff. Standard formulations exclude risk in decision making. Risk notably complicates the basic reward-maximising…

Machine Learning · Computer Science 2021-02-05 Joel Q. L. Chang , Qiuyu Zhu , Vincent Y. F. Tan

In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…

Machine Learning · Computer Science 2025-06-30 Chen Peng , Di Zhang , Urbashi Mitra

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

The knowledge gradient (KG) algorithm is a popular and effective algorithm for the best arm identification (BAI) problem. Due to the complex calculation of KG, theoretical analysis of this algorithm is difficult, and existing results are…

Machine Learning · Statistics 2022-11-23 Yanwen Li , Siyang Gao

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Statistics Theory · Mathematics 2019-02-04 Alexander Kolnogorov , Sergey Garbar

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

In this paper, we extend the sampling theory on graphs by constructing a framework that exploits the structure in product graphs for efficient sampling and recovery of bandlimited graph signals that lie on them. Product graphs are graphs…

Information Theory · Computer Science 2018-09-27 Rohan Varma , Jelena Kovačević

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

While a common assumption in graph signal analysis is the smoothness of the signals or the band-limitedness of their spectrum, in many instances the spectrum of real graph data may be concentrated at multiple regions of the spectrum,…

Machine Learning · Statistics 2025-02-20 Osman Furkan Kar , Gülce Turhan , Elif Vural