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We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

We consider the problem of latent bandits with cluster structure where there are multiple users, each with an associated multi-armed bandit problem. These users are grouped into \emph{latent} clusters such that the mean reward vectors of…

Machine Learning · Computer Science 2023-07-12 Soumyabrata Pal , Arun Sai Suggala , Karthikeyan Shanmugam , Prateek Jain

Efficiently trading off exploration and exploitation is one of the key challenges in online Reinforcement Learning (RL). Most works achieve this by carefully estimating the model uncertainty and following the so-called optimistic model.…

Machine Learning · Computer Science 2024-09-16 Asaf Cassel , Orin Levy , Yishay Mansour

We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…

Machine Learning · Computer Science 2022-04-05 Tianrui Chen , Aditya Gangrade , Venkatesh Saligrama

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…

Data Structures and Algorithms · Computer Science 2020-02-19 Hossein Esfandiari , Amin Karbasi , Abbas Mehrabian , Vahab Mirrokni

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

In recent years there is a growing effort to provide learning algorithms for spectrum collaboration. In this paper we present a medium access control protocol which allows spectrum collaboration with minimal regret and high spectral…

Networking and Internet Architecture · Computer Science 2024-02-08 Tomer Boyarski , Wenbo Wang , Amir Leshem

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

Machine Learning · Computer Science 2023-01-31 Yuzhe Ma , Zhijin Zhou

We argue for giving users the ability to lease bandwidth temporarily from any mobile network operator. We propose, prototype, and evaluate a spectrum market for mobile network access, where multiple network operators offer blocks of…

Networking and Internet Architecture · Computer Science 2021-02-09 Thomas Sandholm , Sayandev Mukherjee

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…

Statistics Theory · Mathematics 2015-09-30 Adam D. Bull

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

Machine Learning · Computer Science 2021-10-26 Ramakrishnan Krishnamurthy , Aditya Gopalan

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this…

Machine Learning · Computer Science 2019-05-03 Sébastien Bubeck , Yuanzhi Li , Yuval Peres , Mark Sellke

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

Machine Learning · Computer Science 2023-12-13 Qinyi Chen , Negin Golrezaei , Djallel Bouneffouf