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Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose…

Machine Learning · Statistics 2019-04-23 Pierre Perrault , Vianney Perchet , Michal Valko

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this paper, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-05-21 Tomáš Kocák , Michal Valko , Rémi Munos , Branislav Kveton , Shipra Agrawal

This paper formulates a new Best-Arm Identification problem in the non-stationary stochastic bandits setting, where the means of all arms are shifted in the same way due to a global influence of the environment. The aim is to identify the…

Machine Learning · Computer Science 2024-08-23 Phurinut Srisawad , Juergen Branke , Long Tran-Thanh

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

Machine Learning · Computer Science 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling…

Machine Learning · Computer Science 2020-06-12 Ziqi Liu , Zhengwei Wu , Zhiqiang Zhang , Jun Zhou , Shuang Yang , Le Song , Yuan Qi

Fixed-budget best-arm identification (BAI) is a bandit problem where the agent maximizes the probability of identifying the optimal arm within a fixed budget of observations. In this work, we study this problem in the Bayesian setting. We…

Machine Learning · Computer Science 2023-06-16 Alexia Atsidakou , Sumeet Katariya , Sujay Sanghavi , Branislav Kveton

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

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

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

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

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…

Machine Learning · Statistics 2025-02-11 Ivan Lau , Jonathan Scarlett

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We study the causal bandit problem when the causal graph is unknown and develop an efficient algorithm for finding the parent node of the reward node using atomic interventions. We derive the exact equation for the expected number of…

Machine Learning · Statistics 2023-06-09 Mikhail Konobeev , Jalal Etesami , Negar Kiyavash

In order to distribute the best arm identification task as close as possible to the user's devices, on the edge of the Radio Access Network, we propose a new problem setting, where distributed players collaborate to find the best arm. This…

Artificial Intelligence · Computer Science 2017-03-30 Raphaël Féraud

We consider multi-armed bandit problems in social groups wherein each individual has bounded memory and shares the common goal of learning the best arm/option. We say an individual learns the best option if eventually (as $t\to \infty$) it…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-27 Lili Su , Martin Zubeldia , Nancy Lynch

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship,…

Machine Learning · Computer Science 2016-11-23 Stefano Paladino , Francesco Trovò , Marcello Restelli , Nicola Gatti

In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…

Machine Learning · Computer Science 2024-10-22 Brian Cho , Dominik Meier , Kyra Gan , Nathan Kallus