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The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

Machine Learning · Computer Science 2021-01-05 Djallel Bouneffouf

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

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

Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…

Computer Science and Game Theory · Computer Science 2019-05-06 Yishay Mansour , Aleksandrs Slivkins , Vasilis Syrgkanis

Minesweeper is a popular spatial-based decision-making game that works with incomplete information. As an exemplary NP-complete problem, it is a major area of research employing various artificial intelligence paradigms. The present work…

Artificial Intelligence · Computer Science 2021-05-11 Yash Pratyush Sinha , Pranshu Malviya , Rupaj Kumar Nayak

We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…

Machine Learning · Computer Science 2018-08-24 Fabien C. Y. Benureau , Pierre-Yves Oudeyer

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

Machine Learning · Statistics 2022-03-16 Zhenlin Wang , Jonathan Scarlett

Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed…

Portfolio Management · Quantitative Finance 2017-09-14 Xiaoguang Huo , Feng Fu

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Humans possess innate collaborative capacities. However, effective teamwork often remains challenging. This study delves into the feasibility of collaboration within teams of rational, self-interested agents who engage in teamwork without…

Multiagent Systems · Computer Science 2024-09-27 Alejandra López de Aberasturi Gómez , Carles Sierra , Jordi Sabater-Mir

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

Machine Learning · Computer Science 2022-11-22 Parth K. Thaker , Mohit Malu , Nikhil Rao , Gautam Dasarathy

We present an approach to Intelligent Tutoring Systems which adaptively personalizes sequences of learning activities to maximize skills acquired by students, taking into account the limited time and motivational resources. At a given point…

Artificial Intelligence · Computer Science 2019-07-17 Benjamin Clement , Didier Roy , Pierre-Yves Oudeyer , Manuel Lopes

Due mostly to its application to cognitive radio networks, multiplayer bandits gained a lot of interest in the last decade. A considerable progress has been made on its theoretical aspect. However, the current algorithms are far from…

Machine Learning · Statistics 2024-06-04 Etienne Boursier , Vianney Perchet

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

Artificial Intelligence · Computer Science 2014-02-26 Volodymyr Kuleshov , Doina Precup

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

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Machine Learning · Computer Science 2023-12-14 Han Qi , Fei Guo , Li Zhu