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We study the Combinatorial Pure Exploration problem with Continuous and Separable reward functions (CPE-CS) in the stochastic multi-armed bandit setting. In a CPE-CS instance, we are given several stochastic arms with unknown distributions,…

Machine Learning · Computer Science 2018-05-07 Weiran Huang , Jungseul Ok , Liang Li , Wei Chen

In this paper, we first study the problem of combinatorial pure exploration with full-bandit feedback (CPE-BL), where a learner is given a combinatorial action space $\mathcal{X} \subseteq \{0,1\}^d$, and in each round the learner pulls an…

Machine Learning · Computer Science 2020-12-16 Yihan Du , Yuko Kuroki , Wei Chen

We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls.…

Machine Learning · Computer Science 2022-08-23 Noa Ben-David , Sivan Sabato

We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we…

Machine Learning · Computer Science 2021-10-26 Yuko Kuroki , Liyuan Xu , Atsushi Miyauchi , Junya Honda , Masashi Sugiyama

Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly…

Machine Learning · Computer Science 2023-08-30 Yuko Kuroki , Junya Honda , Masashi Sugiyama

In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position…

Machine Learning · Computer Science 2020-06-24 Wei Chen , Yihan Du , Longbo Huang , Haoyu Zhao

In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…

Machine Learning · Computer Science 2023-03-17 Yihan Du , Wei Chen , Yuko Kuroki , Longbo Huang

We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given $K$ distributions and a collection of subsets $\mathcal{V} \subset 2^{[K]}$ of these distributions, and…

Machine Learning · Statistics 2019-05-29 Tongyi Cao , Akshay Krishnamurthy

We study the real-valued combinatorial pure exploration problem in the stochastic multi-armed bandit (R-CPE-MAB). We study the case where the size of the action set is polynomial with respect to the number of arms. In such a case, the…

Machine Learning · Computer Science 2025-01-10 Shintaro Nakamura , Masashi Sugiyama

We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given $n$ arms with unknown reward distributions, as well as a family $\mathcal{F}$ of feasible subsets over the…

Machine Learning · Computer Science 2017-06-06 Lijie Chen , Anupam Gupta , Jian Li , Mingda Qiao , Ruosong Wang

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

Machine Learning · Computer Science 2023-11-16 Shintaro Nakamura , Masashi Sugiyama

In this paper, we introduce the constrained best mixed arm identification (CBMAI) problem with a fixed budget. This is a pure exploration problem in a stochastic finite armed bandit model. Each arm is associated with a reward and multiple…

Machine Learning · Computer Science 2024-05-27 Dengwang Tang , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

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

The combinatorial pure exploration of causal bandits is the following online learning task: given a causal graph with unknown causal inference distributions, in each round we choose a subset of variables to intervene or do no intervention,…

Machine Learning · Computer Science 2023-03-15 Nuoya Xiong , Wei Chen

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Machine Learning · Computer Science 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

Preference-based Pure Exploration (PrePEx) aims to identify with a given confidence level the set of Pareto optimal arms in a vector-valued (aka multi-objective) bandit, where the reward vectors are ordered via a (given) preference cone…

Machine Learning · Computer Science 2025-08-25 Udvas Das , Apurv Shukla , Debabrota Basu

Pure exploration is one of the fundamental problems in multi-armed bandits (MAB). However, existing works mostly focus on specific pure exploration tasks, without a holistic view of the general pure exploration problem. This work fills this…

Machine Learning · Statistics 2025-03-12 Di Wu , Chengshuai Shi , Ruida Zhou , Cong Shen

In active sequential testing, also termed pure exploration, a learner is tasked with the goal to adaptively acquire information so as to identify an unknown ground-truth hypothesis with as few queries as possible. This problem, originally…

Machine Learning · Computer Science 2026-02-23 Alessio Russo , Yin-Ching Lee , Ryan Welch , Aldo Pacchiano

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

Machine Learning · Computer Science 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

How should a firm allocate its limited interviewing resources to select the optimal cohort of new employees from a large set of job applicants? How should that firm allocate cheap but noisy resume screenings and expensive but in-depth…

Machine Learning · Computer Science 2019-03-15 Candice Schumann , Samsara N. Counts , Jeffrey S. Foster , John P. Dickerson
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