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The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…

Machine Learning · Computer Science 2025-02-10 Ruiyuan Huang , Zengfeng Huang

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem…

We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…

Machine Learning · Computer Science 2023-05-30 Pinyan Lu , Chao Tao , Xiaojin Zhang

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Machine Learning · Computer Science 2022-12-14 Guojun Xiong , Jian Li

In the fixed budget thresholding bandit problem, an algorithm sequentially allocates a budgeted number of samples to different distributions. It then predicts whether the mean of each distribution is larger or lower than a given threshold.…

Machine Learning · Computer Science 2021-10-19 Reda Ouhamma , Rémy Degenne , Pierre Gaillard , Vianney Perchet

Data cleansing aims to improve model performance by removing a set of harmful instances from the training dataset. Data Shapley is a common theoretically guaranteed method to evaluate the contribution of each instance to model performance;…

Machine Learning · Computer Science 2024-02-14 Hiroyuki Namba , Shota Horiguchi , Masaki Hamamoto , Masashi Egi

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

The multi-armed bandit problem forms the foundation for solving a wide range of on-line stochastic optimization problems through a simple, yet effective mechanism. One simply casts the problem as a gambler that repeatedly pulls one out of N…

Artificial Intelligence · Computer Science 2017-08-08 Sondre Glimsdal , Ole-Christoffer Granmo

We present a formal model of human decision-making in explore-exploit tasks using the context of multi-armed bandit problems, where the decision-maker must choose among multiple options with uncertain rewards. We address the standard…

Machine Learning · Computer Science 2019-12-23 Paul Reverdy , Vaibhav Srivastava , Naomi E. Leonard

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this paper, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-04-21 Michal Valko , Rémi Munos , Branislav Kveton , Tomáš Kocák

We consider a bandit problem over a graph where the rewards are not directly observed. Instead, the decision maker can compare two nodes and receive (stochastic) information pertaining to the difference in their value. The graph structure…

Machine Learning · Computer Science 2011-09-13 Dotan Di Castro , Claudio Gentile , Shie Mannor

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold $\theta$, with a fixed budget of $T$ trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the…

Machine Learning · Computer Science 2019-05-28 Chao Tao , Saùl Blanco , Jian Peng , Yuan Zhou

Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper…

Machine Learning · Statistics 2013-06-18 Kevin Jamieson , Matthew Malloy , Robert Nowak , Sebastien Bubeck

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…

Machine Learning · Computer Science 2025-09-18 Han Qi , Fei Guo , Li Zhu , Qiaosheng Zhang

Classification bandits are multi-armed bandit problems whose task is to classify a given set of arms into either positive or negative class depending on whether the rate of the arms with the expected reward of at least h is not less than w…