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We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result…

Machine Learning · Computer Science 2012-02-20 Kareem Amin , Michael Kearns , Umar Syed

We consider the problem of recovering a latent graph where the observations at each node are \emph{aliased}, and transitions are stochastic. Observations are gathered by an agent traversing the graph. Aliasing means that multiple nodes emit…

Machine Learning · Computer Science 2023-09-27 Miguel Lazaro-Gredilla , Ishan Deshpande , Sivaramakrishnan Swaminathan , Meet Dave , Dileep George

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

The locality of a graph problem is the smallest distance $T$ such that each node can choose its own part of the solution based on its radius-$T$ neighborhood. In many settings, a graph problem can be solved efficiently with a distributed or…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-14 Yi-Jun Chang , Jan Studený , Jukka Suomela

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

Machine Learning · Statistics 2022-05-18 Young-Geun Choi , Gi-Soo Kim , Seunghoon Paik , Myunghee Cho Paik

The well-studied DISPERSION problem is a fundamental coordination problem in distributed robotics, where a set of mobile robots must relocate so that each occupies a distinct node of a network. DISPERSION assumes that a robot can settle at…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-06 Himani , Supantha Pandit , Gokarna Sharma

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen…

Machine Learning · Computer Science 2015-11-18 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

Bandit algorithms solve diverse sequential decision-making problems, but are often too sample-inefficient for from-scratch personalization. To substantially reduce exploration times, latent bandit algorithms exploit cross-instance structure…

Machine Learning · Computer Science 2026-05-11 Emil Carlsson , Newton Mwai , Fredrik D. Johansson

We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

Machine Learning · Computer Science 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

We study the problem of leader selection in leader-follower multi-agent systems that are subject to stochastic disturbances. This problem arises in applications such as vehicle formation control, distributed clock synchronization, and…

Optimization and Control · Mathematics 2014-10-27 Stacy Patterson

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he…

Machine Learning · Computer Science 2011-10-26 Shie Mannor , Ohad Shamir

The goal of this paper is to detect objects by exploiting their interrelationships. Contrary to existing methods, which learn objects and relations separately, our key idea is to learn the object-relation distribution jointly. We first…

Computer Vision and Pattern Recognition · Computer Science 2023-09-28 Aritra Bhowmik , Yu Wang , Nora Baka , Martin R. Oswald , Cees G. M. Snoek

Suppose a target is hidden in one of the vertices of an edge-weighted graph according to a known probability distribution. The expanding search problem asks for a search sequence of the vertices so as to minimize the expected time for…

Discrete Mathematics · Computer Science 2019-11-21 Ben Hermans , Roel Leus , Jannik Matuschke

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

In this paper we consider a robot patrolling problem in which events arrive randomly over time at the vertices of a graph. When an event arrives it remains active for a random amount of time. If that time active exceeds a certain threshold,…

Robotics · Computer Science 2014-09-17 Ahmad Bilal Asghar , Stephen L. Smith

In a linear stochastic bandit model, each arm is a vector in an Euclidean space and the observed return at each time step is an unknown linear function of the chosen arm at that time step. In this paper, we investigate the problem of…

Machine Learning · Computer Science 2019-10-25 Qiyu Kang , Wee Peng Tay