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We propose a novel technique for analyzing adaptive sampling called the {\em Simulator}. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how…

Machine Learning · Computer Science 2023-04-25 Max Simchowitz , Kevin Jamieson , Benjamin Recht

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

Machine Learning · Statistics 2025-12-09 Gyu Yeol Kim , Min-hwan Oh

We propose an adaptive sampling approach for multiple testing which aims to maximize statistical power while ensuring anytime false discovery control. We consider $n$ distributions whose means are partitioned by whether they are below or…

Machine Learning · Statistics 2019-07-18 Kevin Jamieson , Lalit Jain

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

In this work, we study multi-source test-time model adaptation from user feedback, where K distinct models are established for adaptation. To allow efficient adaptation, we cast the problem as a stochastic decision-making process, aiming to…

Computation and Language · Computer Science 2023-06-13 Hai Ye , Qizhe Xie , Hwee Tou Ng

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…

Machine Learning · Computer Science 2026-03-26 Shubham Vaishnav , Praveen Kumar Donta , Sindri Magnússon

Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…

Machine Learning · Computer Science 2023-08-16 Ethan Che , Hongseok Namkoong

This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Margaux Brégère , Julie Keisler

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

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain…

Machine Learning · Computer Science 2019-04-24 Djallel Bouneffouf , Irina Rish

We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized experiments across various fields. While algorithms for…

Econometrics · Economics 2025-05-21 Ramon van den Akker , Bas J. M. Werker , Bo Zhou

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…

Computation · Statistics 2026-01-05 Foo Hui-Mean , Yuan-chin Ivan Chang

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen

In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to…

Machine Learning · Statistics 2022-03-28 Zhendong Shi , Ercan E. Kuruoglu , Xiaoli Wei
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