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We consider stochastic multi-armed bandit problems with graph feedback, where the decision maker is allowed to observe the neighboring actions of the chosen action. We allow the graph structure to vary with time and consider both…

Machine Learning · Computer Science 2017-11-10 Fang Liu , Swapna Buccapatnam , Ness Shroff

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship,…

Machine Learning · Computer Science 2016-11-23 Stefano Paladino , Francesco Trovò , Marcello Restelli , Nicola Gatti

Many algorithms for data analysis exist, especially for classification problems. To solve a data analysis problem, a proper algorithm should be chosen, and also its hyperparameters should be selected. In this paper, we present a new method…

Machine Learning · Computer Science 2016-11-08 Valeria Efimova , Andrey Filchenkov , Anatoly Shalyto

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 2026-05-21 Tomáš Kocák , Michal Valko , Rémi Munos , Branislav Kveton , Shipra Agrawal

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 this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

Machine Learning · Statistics 2022-03-16 Zhenlin Wang , Jonathan Scarlett

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Machine Learning · Computer Science 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

We investigate an efficient context-dependent clustering technique for recommender systems based on exploration-exploitation strategies through multi-armed bandits over multiple users. Our algorithm dynamically groups users based on their…

Machine Learning · Statistics 2016-05-03 Shuai Li , Claudio Gentile , Alexandros Karatzoglou

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…

Machine Learning · Computer Science 2016-12-20 Paul Reverdy , Vaibhav Srivastava , Naomi Ehrich Leonard

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

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

We study a variant of the thresholding bandit problem (TBP) in the context of outlier detection, where the objective is to identify the outliers whose rewards are above a threshold. Distinct from the traditional TBP, the threshold is…

Machine Learning · Computer Science 2022-03-22 Xiaojin Zhang , Honglei Zhuang , Shengyu Zhang , Yuan Zhou

We study the adversarial multi-armed bandit problem where partial observations are available and where, in addition to the loss incurred for each action, a \emph{switching cost} is incurred for shifting to a new action. All previously known…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Teodor V. Marinov , Mehryar Mohri

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

Machine Learning · Statistics 2016-05-30 Andrea Locatelli , Maurilio Gutzeit , Alexandra Carpentier

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…

Machine Learning · Computer Science 2023-06-16 Shubhada Agrawal , Sandeep Juneja , Karthikeyan Shanmugam , Arun Sai Suggala
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