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We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

We study the stochastic multi-armed bandit problem in the $P$-pass streaming model. In this problem, the $n$ arms are present in a stream and at most $m<n$ arms and their statistics can be stored in the memory. We give a complete…

Machine Learning · Computer Science 2024-07-09 Yuchen He , Zichun Ye , Chihao Zhang

Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…

Machine Learning · Statistics 2015-10-01 Junpei Komiyama , Junya Honda , Hiroshi Nakagawa

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

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

In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

Machine Learning · Computer Science 2025-09-03 Chanakya Varude , Jay Chaudhary , Siddharth Kaushik , Prasanna Chaporkar

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

Machine Learning · Computer Science 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We give nearly-tight upper and lower bounds for the improving multi-armed bandits problem. An instance of this problem has $k$ arms, each of whose reward function is a concave and increasing function of the number of times that arm has been…

Machine Learning · Computer Science 2024-04-02 Avrim Blum , Kavya Ravichandran

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

Machine Learning · Computer Science 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

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

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 generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

Machine Learning · Computer Science 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers