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We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Machine Learning · Computer Science 2022-11-29 Fathima Zarin Faizal , Jayakrishnan Nair

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

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

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 study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

We present a new algorithm based on an gradient ascent for a general Active Exploration bandit problem in the fixed confidence setting. This problem encompasses several well studied problems such that the Best Arm Identification or…

Machine Learning · Statistics 2019-05-21 Pierre Ménard

The pure-exploration problem in stochastic multi-armed bandits aims to find one or more arms with the largest (or near largest) means. Examples include finding an {\epsilon}-good arm, best-arm identification, top-k arm identification, and…

Machine Learning · Statistics 2020-09-14 Blake Mason , Lalit Jain , Ardhendu Tripathy , Robert Nowak

We consider the problem of best arm identification in the multi-armed bandit model, under fixed confidence. Given a confidence input $\delta$, the goal is to identify the arm with the highest mean reward with a probability of at least 1 --…

Machine Learning · Statistics 2023-12-21 El Mehdi Saad , Gilles Blanchard , Nicolas Verzelen

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We investigate top-$m$ arm identification, a basic problem in bandit theory, in a multi-agent learning model in which agents collaborate to learn an objective function. We are interested in designing collaborative learning algorithms that…

Machine Learning · Computer Science 2022-11-29 Nikolai Karpov , Qin Zhang

This paper considers the problem of privacy-preservation in decentralized optimization, in which $N$ agents cooperatively minimize a global objective function that is the sum of $N$ local objective functions. We assume that each local…

Optimization and Control · Mathematics 2018-09-19 Chunlei Zhang , Huan Gao , Yongqiang Wang

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…

Statistics Theory · Mathematics 2022-03-08 Antoine Barrier , Aurélien Garivier , Tomáš Kocák

Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper…

Machine Learning · Statistics 2013-06-18 Kevin Jamieson , Matthew Malloy , Robert Nowak , Sebastien Bubeck

We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…

Machine Learning · Statistics 2021-10-12 Udari Madhushani , Naomi Ehrich Leonard

This work investigates the impact of ensuring local differential privacy in the thresholding bandit problem. We consider both the fixed budget and fixed confidence settings. We propose methods that utilize private responses, obtained…

Machine Learning · Computer Science 2025-08-26 Annalisa Barbara , Joseph Lazzaro , Ciara Pike-Burke

Decentralized optimization is crucial for multi-agent systems, with significant concerns about communication efficiency and privacy. This paper explores the role of efficient communication in decentralized stochastic gradient descent…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Wei Huo , Changxin Liu , Kemi Ding , Karl Henrik Johansson , Ling Shi

Privacy preservation is addressed for decentralized optimization, where $N$ agents cooperatively minimize the sum of $N$ convex functions private to these individual agents. In most existing decentralized optimization approaches,…

Optimization and Control · Mathematics 2018-07-03 Chunlei Zhang , Muaz Ahmad , Yongqiang Wang

We study the problem of collaborative best-arm identification in stochastic linear bandits under a fixed-budget scenario. In our learning model, we first consider multiple agents connected through a star network, interacting with a linear…

Machine Learning · Computer Science 2025-05-27 Sanjana Agrawal , Saúl A. Blanco

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet
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