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We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

We study the optimal batch-regret tradeoff for batch linear contextual bandits. For any batch number $M$, number of actions $K$, time horizon $T$, and dimension $d$, we provide an algorithm and prove its regret guarantee, which, due to…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Xiangyang Ji , Yuan Zhou

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

The Colonel Blotto game is a renowned resource allocation problem with a long-standing literature in game theory (almost 100 years). However, its scope of application is still restricted by the lack of studies on the incomplete-information…

Computer Science and Game Theory · Computer Science 2019-09-12 Dong Quan Vu , Patrick Loiseau , Alonso Silva

In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…

Machine Learning · Statistics 2025-10-17 Joongkyu Lee , Min-hwan Oh

This paper addresses the problem of designing efficient no-swap regret algorithms for combinatorial bandits, where the number of actions $N$ is exponentially large in the dimensionality of the problem. In this setting, designing efficient…

Machine Learning · Computer Science 2026-02-03 Andreas Kontogiannis , Vasilis Pollatos , Panayotis Mertikopoulos , Ioannis Panageas

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

We study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…

Machine Learning · Computer Science 2023-01-31 Haipeng Luo , Hanghang Tong , Mengxiao Zhang , Yuheng Zhang

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…

Optimization and Control · Mathematics 2024-06-21 Kunpeng Zhang , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We study the attainable regret for online linear optimization problems with bandit feedback, where unlike the full-information setting, the player can only observe its own loss rather than the full loss vector. We show that the price of…

Machine Learning · Computer Science 2014-08-12 Ohad Shamir

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

Recent works have shown that agents facing independent instances of a stochastic $K$-armed bandit can collaborate to decrease regret. However, these works assume that each agent always recommends their individual best-arm estimates to other…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Sanjay Shakkottai , R. Srikant

In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound of $\Omega \left(…

Machine Learning · Computer Science 2023-06-14 Shaoang Li , Lan Zhang , Junhao Wang , Xiang-Yang Li

We consider an N-player multi-armed bandit game where each player chooses one out of M arms for T turns. Each player has different expected rewards for the arms, and the instantaneous rewards are independent and identically distributed or…

Computer Science and Game Theory · Computer Science 2021-04-06 Ilai Bistritz , Amir Leshem

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

Dueling bandits are widely used to model preferential feedback prevalent in many applications such as recommendation systems and ranking. In this paper, we study the Borda regret minimization problem for dueling bandits, which aims to…

Machine Learning · Computer Science 2023-09-27 Yue Wu , Tao Jin , Hao Lou , Farzad Farnoud , Quanquan Gu

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

Machine Learning · Computer Science 2024-01-18 Zhou Lu , Qiuyi Zhang , Xinyi Chen , Fred Zhang , David Woodruff , Elad Hazan