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Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

Machine Learning · Computer Science 2022-03-30 Jiabin Lin , Xian Yeow Lee , Talukder Jubery , Shana Moothedath , Soumik Sarkar , Baskar Ganapathysubramanian

We consider the multi-armed bandit setting with a twist. Rather than having just one decision maker deciding which arm to pull in each round, we have $n$ different decision makers (agents). In the simple stochastic setting, we show that a…

Machine Learning · Computer Science 2022-02-07 Christopher Jung , Sampath Kannan , Neil Lutz

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…

Machine Learning · Computer Science 2021-04-26 Yufei Ruan , Jiaqi Yang , Yuan Zhou

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We study the problem of transfer-learning in the setting of stochastic linear bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning this representation in the…

Machine Learning · Statistics 2023-08-16 Leonardo Cella , Karim Lounici , Grégoire Pacreau , Massimiliano Pontil

We study how to scale distributed bandit submodular coordination under realistic communication constraints in bandwidth, data rate, and connectivity. We are motivated by multi-agent tasks of active situational awareness in unknown,…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Zirui Xu , Vasileios Tzoumas

The contextual bandit problem, where agents arrive sequentially with personal contexts and the system adapts its arm allocation decisions accordingly, has recently garnered increasing attention for enabling more personalized outcomes.…

Machine Learning · Computer Science 2025-05-06 Yiting Hu , Lingjie Duan

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…

Optimization and Control · Mathematics 2024-06-21 Kunpeng Zhang , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We study a federated linear bandits model, where $M$ clients communicate with a central server to solve a linear contextual bandits problem with finite adversarial action sets that may be different across clients. To address the unique…

Machine Learning · Computer Science 2023-11-03 Li Fan , Ruida Zhou , Chao Tian , Cong Shen

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

We study the problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

Machine Learning · Computer Science 2024-02-27 Hantao Yang , Xutong Liu , Zhiyong Wang , Hong Xie , John C. S. Lui , Defu Lian , Enhong Chen

The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…

Machine Learning · Computer Science 2024-03-13 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

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

Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can…

Machine Learning · Computer Science 2024-09-27 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…

Machine Learning · Computer Science 2025-04-08 Bongsoo Yi , Yue Kang , Yao Li

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

Machine Learning · Computer Science 2024-09-05 Nirjhar Das , Gaurav Sinha
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