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When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Machine Learning · Computer Science 2026-02-10 Yilun Chen , Jiaqi Lu

We consider a system with a local cache connected to a backend server and an end user population. A set of contents are stored at the the server where they continuously get updated. The local cache keeps copies, potentially stale, of a…

Networking and Internet Architecture · Computer Science 2025-04-10 Ankita Koley , Chandramani Singh

Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…

Machine Learning · Computer Science 2024-05-14 Abhishek Sinha

Crucial performance metrics of a caching algorithm include its ability to quickly and accurately learn a popularity distribution of requests. However, a majority of work on analytical performance analysis focuses on hit probability after an…

Networking and Internet Architecture · Computer Science 2020-04-02 Archana Bura , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland-Tremblay

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

In many multi-agent applications, tasks yield rewards only when executed by a coalition meeting an unknown size threshold; otherwise, feedback is fully censored. This censorship creates an identifiability problem: agents cannot distinguish…

Multiagent Systems · Computer Science 2026-05-27 Michael Ledford , William Regli

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

We introduce and study a new variant of the multi-armed bandit problem (MAB), called the survival bandit problem (S-MAB). While in both problems, the objective is to maximize the so-called cumulative reward, in this new variant, the…

Machine Learning · Computer Science 2024-01-09 Charles Riou , Junya Honda , Masashi Sugiyama

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…

Statistics Theory · Mathematics 2022-06-06 Solenne Gaucher , Alexandra Carpentier , Christophe Giraud

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

As an extension of the classical multi-armed bandit problem, multi-fidelity multi-armed bandits (MF-MAB) enable individual arms to be evaluated using diverse feedback sources that vary in both cost and accuracy. Prior stochastic models…

Machine Learning · Computer Science 2026-05-12 Muyun Lu , Haoyang Hong , Huazheng Wang , Ying Lin

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

Machine Learning · Computer Science 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant

Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…

Machine Learning · Computer Science 2026-03-30 R Sri Prakash , Nikhil Karamchandani , Sharayu Moharir

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Machine Learning · Computer Science 2026-04-20 Pedro R. Pires , Gregorio F. Azevedo , Pietro L. Campos , Rafael T. Sereicikas , Tiago A. Almeida

The exploration/exploitation trade-off is an inherent challenge in data-driven adaptive control. Though this trade-off has been studied for multi-armed bandits (MAB's) and reinforcement learning for linear systems; it is less well-studied…

Optimization and Control · Mathematics 2023-01-30 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

Machine Learning · Computer Science 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen