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The combinatorial stochastic semi-bandit problem is an extension of the classical multi-armed bandit problem in which an algorithm pulls more than one arm at each stage and the rewards of all pulled arms are revealed. One difference with…

Machine Learning · Computer Science 2016-12-07 Rémy Degenne , Vianney Perchet

We study adaptive combinatorial maximization, which is a core challenge in machine learning, with applications in active learning as well as many other domains. We study the Bayesian setting, and consider the objectives of maximization…

Machine Learning · Computer Science 2025-10-09 Shlomi Weitzman , Sivan Sabato

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

Machine Learning · Statistics 2023-06-02 Taehyun Hwang , Kyuwook Chai , Min-hwan Oh

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

In this paper, we study the stochastic combinatorial multi-armed bandit problem under semi-bandit feedback. While much work has been done on algorithms that optimize the expected reward for linear as well as some general reward functions,…

Machine Learning · Computer Science 2021-12-03 Shaarad Ayyagari , Ambedkar Dukkipati

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

We present a new method for counterfactual explanations (CFEs) based on Bayesian optimisation that applies to both classification and regression models. Our method is a globally convergent search algorithm with support for arbitrary…

Machine Learning · Computer Science 2021-06-30 Thomas Spooner , Danial Dervovic , Jason Long , Jon Shepard , Jiahao Chen , Daniele Magazzeni

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

We study an online stochastic matching problem in which an algorithm sequentially matches $U$ users to $K$ arms, aiming to maximize cumulative reward over $T$ rounds under budget constraints. Without structural assumptions, computing the…

Machine Learning · Computer Science 2026-02-11 Omer Ben-Porat , Gur Keinan , Rotem Torkan

We study the optimal contract problem in the \emph{combinatorial actions} framework of D\"utting et al.~[FOCS'21], where a principal delegates a project to an agent who chooses a subset of hidden, costly actions, and the resulting reward is…

Computer Science and Game Theory · Computer Science 2026-03-17 Michal Feldman , Liat Yashin

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

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Gauri Joshi , Osman Yağan

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Machine Learning · Computer Science 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We study pure exploration in bandits, where the dimension of the feature representation can be much larger than the number of arms. To overcome the curse of dimensionality, we propose to adaptively embed the feature representation of each…

Machine Learning · Statistics 2022-03-18 Yinglun Zhu , Dongruo Zhou , Ruoxi Jiang , Quanquan Gu , Rebecca Willett , Robert Nowak

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

We consider the problem of finding, through adaptive sampling, which of $n$ options (arms) has the largest mean. Our objective is to determine a rule which identifies the best arm with a fixed minimum confidence using as few observations as…

Machine Learning · Computer Science 2022-03-17 MohammadJavad Azizi , Sheldon M Ross , Zhengyu Zhang

The paper addresses the Multiplayer Multi-Armed Bandit (MMAB) problem, where $M$ decision makers or players collaborate to maximize their cumulative reward. When several players select the same arm, a collision occurs and no reward is…

Machine Learning · Computer Science 2019-10-29 Alexandre Proutiere , Po-An Wang

We study reward-free and reward-agnostic exploration in episodic finite-horizon Markov decision processes (MDPs), where an agent explores an unknown environment without observing external rewards. Reward-free exploration aims to enable…

Machine Learning · Computer Science 2026-05-18 Oran Ridel , Alon Cohen