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Related papers: Optimal Strategies for Graph-Structured Bandits

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In multi-armed bandits with network interference (MABNI), the action taken by one node can influence the rewards of others, creating complex interdependence. While existing research on MABNI largely concentrates on minimizing regret, it…

Machine Learning · Computer Science 2025-10-14 Zichen Wang , Haoyang Hong , Chuanhao Li , Haoxuan Li , Zhiheng Zhang , Huazheng Wang

We consider a bandit problem over a graph where the rewards are not directly observed. Instead, the decision maker can compare two nodes and receive (stochastic) information pertaining to the difference in their value. The graph structure…

Machine Learning · Computer Science 2011-09-13 Dotan Di Castro , Claudio Gentile , Shie Mannor

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…

Machine Learning · Statistics 2021-09-10 Sujay Bhatt , Ping Li , Gennady Samorodnitsky

We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the index of the arm up to their maximum, then decrease. We derive two lower bounds on the stopping time of any…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Marc Jourdan , Emilie Kaufmann , Rémy Degenne

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…

Machine Learning · Computer Science 2022-06-22 Matthieu Martin , Panayotis Mertikopoulos , Thibaud Rahier , Houssam Zenati

This paper investigates the grant-free random access with massive IoT devices. By embedding the data symbols in the signature sequences, joint device activity detection and data decoding can be achieved, which, however, significantly…

Machine Learning · Computer Science 2020-01-29 Jialin Dong , Jun Zhang , Yuanming Shi , Jessie Hui Wang

We consider a finite-armed structured bandit problem in which mean rewards of different arms are known functions of a common hidden parameter $\theta^*$. Since we do not place any restrictions of these functions, the problem setting…

Machine Learning · Statistics 2021-02-04 Samarth Gupta , Shreyas Chaudhari , Subhojyoti Mukherjee , Gauri Joshi , Osman Yağan

We consider Kernelized Bandits (KBs) to optimize a function $f : \mathcal{X} \rightarrow [0,1]$ belonging to the Reproducing Kernel Hilbert Space (RKHS) $\mathcal{H}_k$. Mainstream works on kernelized bandits focus on a subgaussian noise…

Machine Learning · Statistics 2024-07-10 Marco Mussi , Simone Drago , Alberto Maria Metelli

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

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this work, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Rémi Munos , Branislav Kveton , Shipra Agrawal , Michal Valko

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

We consider a stochastic multi-armed bandit problem with i.i.d. rewards where the expected reward function is multimodal with at most m modes. We propose the first known computationally tractable algorithm for computing the solution to the…

Machine Learning · Statistics 2025-10-31 William Réveillard , Richard Combes

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

Machine Learning · Computer Science 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

We naturally generalize the on-line graph prediction problem to a version of stochastic contextual bandit problems where contexts are vertices in a graph and the structure of the graph provides information on the similarity of contexts.…

Machine Learning · Computer Science 2023-05-03 Jittat Fakcharoenphol , Chayutpong Prompak

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

Ensemble learning plays a crucial role in practical applications of online learning due to its enhanced classification performance and adaptable adjustment mechanisms. However, most weight allocation strategies in ensemble learning are…

Machine Learning · Computer Science 2025-03-21 Songqiao Hu , Zeyi Liu , Xiao He

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

Machine Learning · Computer Science 2025-10-07 Mehrasa Ahmadipour , Aurélien Garivier

We study a graph bandit setting where the objective of the learner is to detect the most influential node of a graph by requesting as little information from the graph as possible. One of the relevant applications for this setting is…

Machine Learning · Computer Science 2026-05-04 Alexandra Carpentier , Michal Valko
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