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In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

Machine Learning · Computer Science 2024-05-21 Han Qi , Guo Fei , Li Zhu

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

Machine Learning · Computer Science 2023-03-02 Zhongxiang Dai , Yao Shu , Arun Verma , Flint Xiaofeng Fan , Bryan Kian Hsiang Low , Patrick Jaillet

In federated learning (FL), model training is distributed over clients and local models are aggregated by a central server. The performance of uploaded models in such situations can vary widely due to imbalanced data distributions,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-14 Kang Wei , Jun Li , Chuan Ma , Ming Ding , Cailian Chen , Shi Jin , Zhu Han , H. Vincent Poor

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…

Machine Learning · Computer Science 2025-09-18 Han Qi , Fei Guo , Li Zhu , Qiaosheng Zhang

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

We study a variant of the classical stochastic $K$-armed bandit where observing the outcome of each arm is expensive, but cheap approximations to this outcome are available. For example, in online advertising the performance of an ad can be…

Machine Learning · Computer Science 2016-11-01 Kirthevasan Kandasamy , Gautam Dasarathy , Jeff Schneider , Barnabás Póczos

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

Machine Learning · Computer Science 2025-03-12 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Machine Learning · Computer Science 2021-10-27 Anand Kalvit , Assaf Zeevi

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

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

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

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Machine Learning · Computer Science 2023-11-06 Chuanhao Li , Chong Liu , Yu-Xiang Wang

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

Statistics Theory · Mathematics 2024-12-10 Qiyang Han , Koulik Khamaru , Cun-Hui Zhang

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 introduce a novel framework of combinatorial multi-armed bandits (CMAB) with multivariant and probabilistically triggering arms (CMAB-MT), where the outcome of each arm is a $d$-dimensional multivariant random variable and the feedback…

Machine Learning · Computer Science 2025-04-24 Xutong Liu , Siwei Wang , Jinhang Zuo , Han Zhong , Xuchuang Wang , Zhiyong Wang , Shuai Li , Mohammad Hajiesmaili , John C. S. Lui , Wei Chen

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

Machine Learning · Computer Science 2026-01-19 Ilgam Latypov , Alexandra Suvorikova , Alexey Kroshnin , Alexander Gasnikov , Yuriy Dorn

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji