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While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. In this paper, we first derive upper bounds for the utility of selecting different…

Artificial Intelligence · Computer Science 2018-06-06 Christos Dimitrakakis

One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample…

Machine Learning · Computer Science 2021-11-19 Jean Tarbouriech , Matteo Pirotta , Michal Valko , Alessandro Lazaric

In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…

Machine Learning · Computer Science 2017-06-06 Joon Kwon , Vianney Perchet , Claire Vernade

Recent advances in bandit tools and techniques for sequential learning are steadily enabling new applications and are promising the resolution of a range of challenging related problems. We study the game tree search problem, where the goal…

Machine Learning · Statistics 2017-11-07 Emilie Kaufmann , Wouter Koolen

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

In this paper we revisit the fixed-confidence identification of the Pareto optimal set in a multi-objective multi-armed bandit model. As the sample complexity to identify the exact Pareto set can be very large, a relaxation allowing to…

Machine Learning · Statistics 2023-11-06 Cyrille Kone , Emilie Kaufmann , Laura Richert

In this paper, we formulate an evolutionarymultiple access control game with continuousvariable actions and coupled constraints. We characterize equilibria of the game and show that the pure equilibria are Pareto optimal and also resilient…

Computer Science and Game Theory · Computer Science 2015-03-19 Quanyan Zhu , Hamidou Tembine , Tamer Basar

We study the greedy (exploitation-only) algorithm in bandit problems with a known reward structure. We allow arbitrary finite reward structures, while prior work focused on a few specific ones. We fully characterize when the greedy…

Machine Learning · Computer Science 2025-11-10 Aleksandrs Slivkins , Yunzong Xu , Shiliang Zuo

We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a lower bound valid for any risk $\delta$ and any…

Statistics Theory · Mathematics 2018-07-25 Aurélien Garivier , Pierre Ménard , Laurent Rossi , Pierre Menard

A core challenge of evolutionary search is the need to balance between exploration of the search space and exploitation of highly fit regions. Quality-diversity search has explicitly walked this tightrope between a population's diversity…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Konstantinos Sfikas , Antonios Liapis , Georgios N. Yannakakis

We study the query complexity of approximate notions of Nash equilibrium in games with a large number of players $n$. Our main result states that for $n$-player binary-action games and for constant $\varepsilon$, the query complexity of an…

Computer Science and Game Theory · Computer Science 2014-07-21 Yakov Babichenko

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

Machine Learning · Computer Science 2025-08-08 Newton Mwai , Emil Carlsson , Fredrik D. Johansson

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

Machine Learning · Computer Science 2020-01-09 Daniel Russo , Benjamin Van Roy

We study best-arm identification in stochastic multi-armed bandits under the fixed-confidence setting, focusing on instances with multiple optimal arms. Unlike prior work that addresses the unknown-number-of-optimal-arms case, we consider…

Machine Learning · Computer Science 2026-03-05 Lan V. Truong

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with…

Data Structures and Algorithms · Computer Science 2013-07-18 Sudipto Guha , Kamesh Munagala

We study stochastic multi-armed bandits with many players. The players do not know the number of players, cannot communicate with each other and if multiple players select a common arm they collide and none of them receive any reward. We…

Machine Learning · Computer Science 2018-09-18 Manjesh K. Hanawal , Sumit J. Darak

Exploration in environments with sparse rewards has been a persistent problem in reinforcement learning (RL). Many tasks are natural to specify with a sparse reward, and manually shaping a reward function can result in suboptimal…

Machine Learning · Computer Science 2018-02-27 Ashvin Nair , Bob McGrew , Marcin Andrychowicz , Wojciech Zaremba , Pieter Abbeel

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu
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