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This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

This paper proposes GProp, a deep reinforcement learning algorithm for continuous policies with compatible function approximation. The algorithm is based on two innovations. Firstly, we present a temporal-difference based method for…

Machine Learning · Computer Science 2015-09-11 David Balduzzi , Muhammad Ghifary

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li

Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…

Machine Learning · Computer Science 2023-12-25 Shufan Wang , Guojun Xiong , Jian Li

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell

Scheduling in multi-channel wireless communication system presents formidable challenges in effectively allocating resources. To address these challenges, we investigate a multi-resource restless matching bandit (MR-RMB) model for…

Machine Learning · Computer Science 2024-08-21 Nida Zamir , I-Hong Hou

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

Machine Learning · Computer Science 2026-02-16 Seockbean Song , Chenyu Gan , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

Aligning multimodal large language models (MLLMs) with human preferences often relies on single-signal, model-based reward methods. Such monolithic rewards often lack confidence calibration across domain-specific tasks, fail to capture…

Artificial Intelligence · Computer Science 2025-10-08 Radha Gulhane , Sathish Reddy Indurthi

Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…

Machine Learning · Computer Science 2024-03-12 Ian A. Kash , Lev Reyzin , Zishun Yu

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

Neural and Evolutionary Computing · Computer Science 2023-02-16 Deniz Preil , Michael Krapp

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

Machine Learning · Computer Science 2025-06-17 Mansoor Davoodi , Setareh Maghsudi

Restless multi-armed bandits (RMAB) have demonstrated success in optimizing resource allocation for large beneficiary populations in public health settings. Unfortunately, RMAB models lack flexibility to adapt to evolving public health…

Multiagent Systems · Computer Science 2025-05-29 Nikhil Behari , Edwin Zhang , Yunfan Zhao , Aparna Taneja , Dheeraj Nagaraj , Milind Tambe

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier

Restless Multi-Armed Bandits (RMABs) have been successfully applied to resource allocation problems in a variety of settings, including public health. With the rapid development of powerful large language models (LLMs), they are…

Controlling a non-statically bipedal robot is challenging due to the complex dynamics and multi-criterion optimization involved. Recent works have demonstrated the effectiveness of deep reinforcement learning (DRL) for simulation and…

Robotics · Computer Science 2021-12-23 Changxin Huang , Guangrun Wang , Zhibo Zhou , Ronghui Zhang , Liang Lin