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We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

Machine Learning · Computer Science 2020-03-03 Semih Cayci , Atilla Eryilmaz , R. Srikant

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Machine Learning · Computer Science 2015-09-29 Manjesh K. Hanawal , Amir Leshem , Venkatesh Saligrama

We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…

Performance · Computer Science 2020-05-15 Thomas Stahlbuhk , Brooke Shrader , Eytan Modiano

In this paper, we investigate federated contextual linear bandit learning within a wireless system that comprises a server and multiple devices. Each device interacts with the environment, selects an action based on the received reward, and…

Machine Learning · Computer Science 2023-08-29 Jiali Wang , Yuning Jiang , Xin Liu , Ting Wang , Yuanming Shi

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

We consider stochastic bandit problems with $K$ arms, each associated with a bounded distribution supported on the range $[m,M]$. We do not assume that the range $[m,M]$ is known and show that there is a cost for learning this range.…

Statistics Theory · Mathematics 2022-06-16 Hédi Hadiji , Gilles Stoltz

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…

Machine Learning · Computer Science 2020-10-14 András György , Pooria Joulani

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…

Data Structures and Algorithms · Computer Science 2020-02-19 Hossein Esfandiari , Amin Karbasi , Abbas Mehrabian , Vahab Mirrokni

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Machine Learning · Statistics 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…

Machine Learning · Computer Science 2013-11-05 Eshcar Hillel , Zohar Karnin , Tomer Koren , Ronny Lempel , Oren Somekh

We provide two distributed confidence ball algorithms for solving linear bandit problems in peer to peer networks with limited communication capabilities. For the first, we assume that all the peers are solving the same linear bandit…

Machine Learning · Computer Science 2016-06-08 Nathan Korda , Balazs Szorenyi , Shuai Li

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting. However, the…

Machine Learning · Computer Science 2026-03-03 Kaixuan Ji , Qingyue Zhao , Heyang Zhao , Qiwei Di , Quanquan Gu