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Related papers: Online Multi-Armed Bandits with Adaptive Inference

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We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

Machine Learning · Computer Science 2022-06-20 Zhi Wang , Chicheng Zhang , Kamalika Chaudhuri

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

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 study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

Machine Learning · Computer Science 2020-03-24 Sharan Vaswani , Abbas Mehrabian , Audrey Durand , Branislav Kveton

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

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

UCT, a state-of-the art algorithm for Monte Carlo tree sampling (MCTS), is based on UCB, a sampling policy for the Multi-armed Bandit Problem (MAB) that minimizes the accumulated regret. However, MCTS differs from MAB in that only the final…

Artificial Intelligence · Computer Science 2012-07-26 David Tolpin , Solomon Eyal Shimony

This paper studies regret minimization in a multi-armed bandit. It is well known that side information, such as the prior distribution of arm means in Thompson sampling, can improve the statistical efficiency of the bandit algorithm. While…

Machine Learning · Computer Science 2022-03-08 Rong Zhu , Branislav Kveton

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

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

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…

Machine Learning · Computer Science 2023-05-23 Han Qi , Yue Wang , Li Zhu

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

Machine Learning · Computer Science 2022-03-29 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

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

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