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Related papers: Combinatorial Bandits without Total Order for Arms

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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 study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…

Machine Learning · Computer Science 2024-05-14 Abhishek Sinha

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

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

Machine Learning · Statistics 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

Machine Learning · Statistics 2021-02-17 Rajat Sen , Alexander Rakhlin , Lexing Ying , Rahul Kidambi , Dean Foster , Daniel Hill , Inderjit Dhillon

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

In this paper, we study the combinatorial multi-armed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove that a class of…

Machine Learning · Computer Science 2017-07-25 A. Ömer Sarıtaç , Cem Tekin

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen…

Machine Learning · Computer Science 2015-11-18 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Yin Sun , Ness Shroff

In this paper, we study the stochastic version of the one-sided full information bandit problem, where we have $K$ arms $[K] = \{1, 2, \ldots, K\}$, and playing arm $i$ would gain reward from an unknown distribution for arm $i$ while…

Machine Learning · Computer Science 2019-06-21 Haoyu Zhao , Wei Chen

The multi-armed bandit formalism has been extensively studied under various attack models, in which an adversary can modify the reward revealed to the player. Previous studies focused on scenarios where the attack value either is bounded at…

Machine Learning · Computer Science 2020-02-19 Ziwei Guan , Kaiyi Ji , Donald J Bucci , Timothy Y Hu , Joseph Palombo , Michael Liston , Yingbin Liang

We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…

Machine Learning · Computer Science 2021-11-08 Rianne de Heide , James Cheshire , Pierre Ménard , Alexandra Carpentier

We study the corrupted bandit problem, i.e. a stochastic multi-armed bandit problem with $k$ unknown reward distributions, which are heavy-tailed and corrupted by a history-independent adversary or Nature. To be specific, the reward…

Machine Learning · Computer Science 2023-03-22 Debabrota Basu , Odalric-Ambrym Maillard , Timothée Mathieu

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

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

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

Machine Learning · Computer Science 2020-03-03 Semih Cayci , Atilla Eryilmaz , R. Srikant

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