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Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Machine Learning · Computer Science 2024-11-01 Benjamin Howson , Sarah Filippi , Ciara Pike-Burke

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Machine Learning · Computer Science 2019-02-08 Nischal Agrawal , Prasanna Chaporkar

We solve the COLT 2013 open problem of \citet{SCB} on minimizing regret in the setting of advice-efficient multiarmed bandits with expert advice. We give an algorithm for the setting of K arms and N experts out of which we are allowed to…

Machine Learning · Computer Science 2013-07-09 Satyen Kale

In this paper, we propose and evaluate different learning strategies based on Multi-Arm Bandit (MAB) algorithms. They allow Internet of Things (IoT) devices to improve their access to the network and their autonomy, while taking into…

Networking and Internet Architecture · Computer Science 2019-02-28 Remi Bonnefoi , Lilian Besson , Julio Manco-Vasquez , Christophe Moy

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

We study a new stochastic multi-player multi-armed bandits (MP-MAB) problem, where the reward distribution changes if a collision occurs on the arm. Existing literature always assumes a zero reward for involved players if collision happens,…

Information Theory · Computer Science 2021-09-01 Chengshuai Shi , Cong Shen

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

Machine Learning · Computer Science 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant

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

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

Machine Learning · Computer Science 2023-07-11 Sepehr Elahi , Baran Atalar , Sevda Öğüt , Cem Tekin

Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this…

Machine Learning · Computer Science 2020-10-28 Guanlin Liu , Lifeng lai

Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…

Machine Learning · Computer Science 2021-11-03 Tan Li , Linqi Song

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

Machine Learning · Computer Science 2019-08-19 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Machine Learning · Computer Science 2016-02-25 Tor Lattimore

We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), whose asymptotic regret matches the lower bound of…

Statistics Theory · Mathematics 2011-06-01 Odalric-Ambrym Maillard , Rémi Munos , Gilles Stoltz

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

Machine Learning · Statistics 2019-06-26 Oleksandr Zadorozhnyi , Gilles Blanchard , Alexandra Carpentier

The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a small number of total samples. The procedure cannot be…

Machine Learning · Statistics 2013-12-30 Kevin Jamieson , Matthew Malloy , Robert Nowak , Sébastien Bubeck

We study the $K$-Max combinatorial multi-armed bandits problem with continuous outcome distributions and weak value-index feedback: each base arm has an unknown continuous outcome distribution, and in each round the learning agent selects…

Machine Learning · Computer Science 2025-02-20 Yu Chen , Siwei Wang , Longbo Huang , Wei Chen
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