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Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

Machine Learning · Statistics 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi

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

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Gergely Neu , Michal Valko

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

Machine Learning · Computer Science 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

We study the restless contextual multi-play multi-armed bandit (MP-MAB) problem for channel allocation in the opportunity spectrum access (OSA) scenario. Most existing MP-MAB methods are impractical for real-world OSA systems as they assume…

Machine Learning · Computer Science 2026-05-26 Ruiyu Li , Guangxia Li , Xiao Lu , Jichao Liu , Yan Jin

We consider a fully decentralized multi-player stochastic multi-armed bandit setting where the players cannot communicate with each other and can observe only their own actions and rewards. The environment may appear differently to…

Machine Learning · Computer Science 2021-12-30 Akshayaa Magesh , Venugopal V. Veeravalli

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

Machine Learning · Computer Science 2012-11-06 Sébastien Bubeck , Nicolò Cesa-Bianchi

In this work I study the problem of adversarial perturbations to rewards, in a Multi-armed bandit (MAB) setting. Specifically, I focus on an adversarial attack to a UCB type best-arm identification policy applied to a stochastic MAB. The…

Machine Learning · Computer Science 2022-09-14 Varsha Pendyala

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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 · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

In this paper, we explore the use of multi-armed bandit online learning techniques to solve distributed resource selection problems. As an example, we focus on the problem of network selection. Mobile devices often have several wireless…

Computer Science and Game Theory · Computer Science 2018-05-15 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

We consider a variant of the stochastic multi-armed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in…

Machine Learning · Computer Science 2015-12-10 Jonathan Rosenski , Ohad Shamir , Liran Szlak