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Related papers: Bandit Learning with Delayed Impact of Actions

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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

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

Machine Learning · Computer Science 2022-06-02 Giulia Romano , Andrea Agostini , Francesco Trovò , Nicola Gatti , Marcello Restelli

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Machine Learning · Statistics 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Multi-arm bandit (MAB) and stochastic linear bandit (SLB) are important models in reinforcement learning, and it is well-known that classical algorithms for bandits with time horizon $T$ suffer $\Omega(\sqrt{T})$ regret. In this paper, we…

Machine Learning · Computer Science 2022-05-31 Zongqi Wan , Zhijie Zhang , Tongyang Li , Jialin Zhang , Xiaoming Sun

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

Machine Learning · Statistics 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

We study two-sided matching markets in which one side of the market (the players) does not have a priori knowledge about its preferences for the other side (the arms) and is required to learn its preferences from experience. Also, we assume…

Machine Learning · Computer Science 2021-06-23 Lydia T. Liu , Feng Ruan , Horia Mania , Michael I. Jordan

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…

Machine Learning · Computer Science 2026-01-21 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

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

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…

Machine Learning · Computer Science 2021-05-25 Alexia Atsidakou , Orestis Papadigenopoulos , Soumya Basu , Constantine Caramanis , Sanjay Shakkottai

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

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

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Computer Science and Game Theory · Computer Science 2020-06-01 Divya Padmanabhan , Satyanath Bhat , Prabuchandran K. J. , Shirish Shevade , Y. Narahari

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

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