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We study "adversarial scaling", a multi-armed bandit model where rewards have a stochastic and an adversarial component. Our model captures display advertising where the "click-through-rate" can be decomposed to a (fixed across time)…

Machine Learning · Computer Science 2020-09-01 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

We study adversarial attacks on linear stochastic bandits: by manipulating the rewards, an adversary aims to control the behaviour of the bandit algorithm. Perhaps surprisingly, we first show that some attack goals can never be achieved.…

Machine Learning · Computer Science 2022-07-05 Huazheng Wang , Haifeng Xu , Hongning Wang

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

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…

Machine Learning · Computer Science 2026-02-03 Seyed Mohammad Hadi Hosseini , Amir Najafi , Mahdieh Soleymani Baghshah

We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic…

Machine Learning · Computer Science 2019-03-29 Anupam Gupta , Tomer Koren , Kunal Talwar

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

Motivated by economic applications such as recommender systems, we study the behavior of stochastic bandits algorithms under \emph{strategic behavior} conducted by rational actors, i.e., the arms. Each arm is a \emph{self-interested}…

Machine Learning · Computer Science 2020-11-16 Zhe Feng , David C. Parkes , Haifeng Xu

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Information Theory · Computer Science 2021-01-13 Meghana Bande , Akshayaa Magesh , Venugopal V. Veeravalli

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

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 survey we cover a few stochastic and adversarial contextual bandit algorithms. We analyze each algorithm's assumption and regret bound.

Machine Learning · Computer Science 2016-02-02 Li Zhou