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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

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

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 study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

We study a novel heterogeneous multi-agent multi-armed bandit problem with a cluster structure induced by stochastic block models, influencing not only graph topology, but also reward heterogeneity. Specifically, agents are distributed on…

Machine Learning · Computer Science 2025-02-13 Mengfan Xu , Liren Shan , Fatemeh Ghaffari , Xuchuang Wang , Xutong Liu , Mohammad Hajiesmaili

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

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

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

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 multi-player multi-armed bandit setting in the presence of adversaries that attempt to negatively affect the rewards received by the players in the system. The reward distributions for any given arm are heterogeneous across…

Machine Learning · Statistics 2025-01-31 Akshayaa Magesh , Venugopal V. Veeravalli

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 · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of…

Multiagent Systems · Computer Science 2024-08-08 Lucia Gordon , Esther Rolf , Milind Tambe

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

Machine Learning · Computer Science 2017-05-15 Djallel Bouneffouf , Raphaël Feraud

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

We consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

Machine Learning · Computer Science 2019-06-20 Tomer Gafni , Kobi Cohen

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

Machine Learning · Computer Science 2021-05-25 Anand Kalvit , Assaf Zeevi