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Related papers: Generic Outlier Detection in Multi-Armed Bandit

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Outlier recognition is a fundamental problem in data analysis and has attracted a great deal of attention in the past decades. However, most existing methods still suffer from several issues such as high time and space complexities or…

Computational Geometry · Computer Science 2019-04-09 Hu Ding , Mingquan Ye

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

This paper studies a new variant of the stochastic multi-armed bandits problem where auxiliary information about the arm rewards is available in the form of control variates. In many applications like queuing and wireless networks, the arm…

Machine Learning · Computer Science 2022-01-19 Arun Verma , Manjesh K. Hanawal

We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…

Machine Learning · Statistics 2017-10-17 Liyuan Xu , Junya Honda , Masashi Sugiyama

We consider functional outlier detection from a geometric perspective, specifically: for functional data sets drawn from a functional manifold which is defined by the data's modes of variation in amplitude and phase. Based on this manifold,…

Machine Learning · Statistics 2021-09-15 Moritz Herrmann , Fabian Scheipl

Outliers are the points which are different from or inconsistent with the rest of the data. They can be novel, new, abnormal, unusual or noisy information. Outliers are sometimes more interesting than the majority of the data. The main…

Computer Vision and Pattern Recognition · Computer Science 2014-06-20 Singh Vijendra , Pathak Shivani

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be represented by a unit interval graph (UIG) where each node…

Machine Learning · Computer Science 2019-09-04 Xiao Xu , Sattar Vakili , Qing Zhao , Ananthram Swami

With predictive models becoming prevalent, companies are expanding the types of data they gather. As a result, the collected datasets consist not only of simple numerical features but also more complex objects such as time series, images,…

Machine Learning · Computer Science 2025-07-01 Sebastian Chwilczyński , Dariusz Brzezinski

Best-arm identification (BAI) in a fixed-budget setting is a bandit problem where the learning agent maximizes the probability of identifying the optimal (best) arm after a fixed number of observations. Most works on this topic study…

Machine Learning · Computer Science 2023-07-06 Mohammad Javad Azizi , Branislav Kveton , Mohammad Ghavamzadeh

This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…

Statistics Theory · Mathematics 2021-11-16 Jason Altschuler , Victor-Emmanuel Brunel , Alan Malek

We consider the problem of building visual anomaly detection systems for mobile robots. Standard anomaly detection models are trained using large datasets composed only of non-anomalous data. However, in robotics applications, it is often…

Computer Vision and Pattern Recognition · Computer Science 2022-09-21 Dario Mantegazza , Alessandro Giusti , Luca Maria Gambardella , Jérôme Guzzi

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

Clustering and outlier detection are two important tasks in data mining. Outliers frequently interfere with clustering algorithms to determine the similarity between objects, resulting in unreliable clustering results. Currently, only a few…

Machine Learning · Computer Science 2024-12-10 Qi Li , Shuliang Wang

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return…

Machine Learning · Statistics 2019-01-15 Maryam Aziz , Kevin Jamieson , Javed Aslam

The pure-exploration problem in stochastic multi-armed bandits aims to find one or more arms with the largest (or near largest) means. Examples include finding an {\epsilon}-good arm, best-arm identification, top-k arm identification, and…

Machine Learning · Statistics 2020-09-14 Blake Mason , Lalit Jain , Ardhendu Tripathy , Robert Nowak

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

Machine Learning · Computer Science 2022-03-29 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

Outlier, or anomaly, detection is essential for optimal performance of machine learning methods and statistical predictive models. It is not just a technical step in a data cleaning process but a key topic in many fields such as fraudulent…

Machine Learning · Computer Science 2020-02-19 O. Ramos Terrades , A. Berenguel , D. Gil