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Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Machine Learning · Computer Science 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen

Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…

Machine Learning · Statistics 2018-06-07 Zalán Borsos , Andreas Krause , Kfir Y. Levy

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

Artificial Intelligence · Computer Science 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen

In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…

Machine Learning · Computer Science 2016-10-18 Wen Sun , Debadeepta Dey , Ashish Kapoor

In real-world machine learning applications, there is a cost associated with sampling of different features. Budgeted learning can be used to select which feature-values to acquire from each instance in a dataset, such that the best model…

Machine Learning · Computer Science 2019-03-14 Eran Fainman , Bracha Shapira , Lior Rokach , Yisroel Mirsky

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…

Machine Learning · Computer Science 2021-07-27 Sho Takemori , Masahiro Sato

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

Machine Learning · Computer Science 2017-05-02 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…

Machine Learning · Computer Science 2026-05-19 S Akash , Pratik Gajane , Jawar Singh

Stochastic Lipschitz bandit algorithms balance exploration and exploitation, and have been used for a variety of important task domains. In this paper, we present a framework for Lipschitz bandit methods that adaptively learns partitions of…

Machine Learning · Statistics 2021-01-25 Tianyu Wang , Weicheng Ye , Dawei Geng , Cynthia Rudin

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

Machine Learning · Computer Science 2023-11-30 Kumar Kshitij Patel , Lingxiao Wang , Aadirupa Saha , Nati Sebro

In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…

Machine Learning · Computer Science 2024-10-16 Eren Ozbay , Vijay Kamble

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on…

Machine Learning · Computer Science 2025-03-11 Jifan Zhang , Lalit Jain , Kevin Jamieson

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

Machine Learning · Computer Science 2020-02-19 Ziwei Guan , Kaiyi Ji , Donald J Bucci , Timothy Y Hu , Joseph Palombo , Michael Liston , Yingbin Liang

We consider the problem of minimizing the regret in stochastic multi-armed bandit, when the measure of goodness of an arm is not the mean return, but some general function of the mean and the variance.We characterize the conditions under…

Machine Learning · Computer Science 2014-05-06 Alexander Zimin , Rasmus Ibsen-Jensen , Krishnendu Chatterjee

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

Machine Learning · Statistics 2026-04-17 Yasin Abbasi-Yadkori , Peter L. Bartlett , Victor Gabillon , Alan Malek , Michal Valko
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