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We give a new algorithm for best arm identification in linearly parameterised bandits in the fixed confidence setting. The algorithm generalises the well-known LUCB algorithm of Kalyanakrishnan et al. (2012) by playing an arm which…

Machine Learning · Computer Science 2019-11-11 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan

We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…

Machine Learning · Computer Science 2020-06-16 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

We investigate the problem of batched best arm identification in multi-armed bandits, where we aim to identify the best arm from a set of $n$ arms while minimizing both the number of samples and batches. We introduce an algorithm that…

Machine Learning · Computer Science 2025-01-30 Tianyuan Jin , Qin Zhang , Dongruo Zhou

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

We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…

Machine Learning · Computer Science 2021-11-08 Rianne de Heide , James Cheshire , Pierre Ménard , Alexandra Carpentier

We consider the problem of finding, through adaptive sampling, which of $n$ options (arms) has the largest mean. Our objective is to determine a rule which identifies the best arm with a fixed minimum confidence using as few observations as…

Machine Learning · Computer Science 2022-03-17 MohammadJavad Azizi , Sheldon M Ross , Zhengyu Zhang

The combinatorial stochastic semi-bandit problem is an extension of the classical multi-armed bandit problem in which an algorithm pulls more than one arm at each stage and the rewards of all pulled arms are revealed. One difference with…

Machine Learning · Computer Science 2016-12-07 Rémy Degenne , Vianney Perchet

The beam alignment (BA) problem consists in accurately aligning the transmitter and receiver beams to establish a reliable communication link in wireless communication systems. Existing BA methods search the entire beam space to identify…

Information Theory · Computer Science 2022-10-25 Yi Wei , Zixin Zhong , Vincent Y. F. Tan

We study the problem of identifying the top $m$ arms in a multi-armed bandit game. Our proposed solution relies on a new algorithm based on successive rejects of the seemingly bad arms, and successive accepts of the good ones. This…

Machine Learning · Computer Science 2012-05-16 Sébastien Bubeck , Tengyao Wang , Nitin Viswanathan

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

This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive stochastic bandit algorithm for obtaining a probably approximately correct (PAC) solution to…

Optimization and Control · Mathematics 2022-06-16 Marie Billaud-Friess , Arthur Macherey , Anthony Nouy , Clémentine Prieur

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

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 representative arm identification (RAI) problem in the multi-armed bandits (MAB) framework, wherein we have a collection of arms, each associated with an unknown reward distribution. An underlying instance is defined by a…

Machine Learning · Computer Science 2024-08-27 Sarvesh Gharat , Aniket Yadav , Nikhil Karamchandani , Jayakrishnan Nair

We introduce a new graphical bilinear bandit problem where a learner (or a \emph{central entity}) allocates arms to the nodes of a graph and observes for each edge a noisy bilinear reward representing the interaction between the two end…

Machine Learning · Computer Science 2021-06-14 Geovani Rizk , Albert Thomas , Igor Colin , Rida Laraki , Yann Chevaleyre

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

We propose a multi-agent variant of the classical multi-armed bandit problem, in which there are $N$ agents and $K$ arms, and pulling an arm generates a (possibly different) stochastic reward for each agent. Unlike the classical multi-armed…

Computer Science and Game Theory · Computer Science 2021-02-25 Safwan Hossain , Evi Micha , Nisarg Shah

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…

We study both stream-based and pool-based active learning with neural network approximations. A recent line of works proposed bandit-based approaches that transformed active learning into a bandit problem, achieving both theoretical and…

Machine Learning · Computer Science 2024-04-22 Yikun Ban , Ishika Agarwal , Ziwei Wu , Yada Zhu , Kommy Weldemariam , Hanghang Tong , Jingrui He

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat
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