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In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

Machine Learning · Statistics 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

Systems and Control · Computer Science 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Most of the existing federated multi-armed bandits (FMAB) designs are based on the presumption that clients will implement the specified design to collaborate with the server. In reality, however, it may not be possible to modify the…

Machine Learning · Statistics 2023-11-21 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

Machine Learning · Computer Science 2020-08-04 Qiuyu Zhu , Vincent Y. F. Tan

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…

Machine Learning · Computer Science 2021-10-01 Marco Gabrielli , Francesco Trovò , Manuela Antonelli

Due to its static protocol design, IEEE 802.11 (aka Wi-Fi) channel access lacks adaptability to address dynamic network conditions, resulting in inefficient spectrum utilization, unnecessary contention, and packet collisions. This paper…

Networking and Internet Architecture · Computer Science 2025-11-14 Miguel Casasnovas , Francesc Wilhelmi , Richard Combes , Maksymilian Wojnar , Katarzyna Kosek-Szott , Szymon Szott , Anders Jonsson , Luis Esteve , Boris Bellalta

As the complexities of processors keep increasing, the task of effectively verifying their integrity and security becomes ever more daunting. The intricate web of instructions, microarchitectural features, and interdependencies woven into…

Cryptography and Security · Computer Science 2023-11-27 Vasudev Gohil , Rahul Kande , Chen Chen , Ahmad-Reza Sadeghi , Jeyavijayan Rajendran

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

Machine Learning · Statistics 2025-12-09 Gyu Yeol Kim , Min-hwan Oh

Static recommendation methods like collaborative filtering suffer from the inherent limitation of performing real-time personalization for cold-start users. Online recommendation, e.g., multi-armed bandit approach, addresses this limitation…

Information Retrieval · Computer Science 2022-10-06 Shijun Li , Wenqiang Lei , Qingyun Wu , Xiangnan He , Peng Jiang , Tat-Seng Chua

The multi-armed bandit problem (MBP) is the problem of finding, as accurately and quickly as possible, the most profitable option from a set of options that gives stochastic rewards by referring to past experiences. Inspired by fluctuated…

Artificial Intelligence · Computer Science 2015-02-16 Song-Ju Kim , Masashi Aono

Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…

Machine Learning · Computer Science 2023-08-22 Jackson A. Killian , Manish Jain , Yugang Jia , Jonathan Amar , Erich Huang , Milind Tambe

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

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Machine Learning · Statistics 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

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

Large language models (LLMs) have become powerful and widely used systems for language understanding and generation, while multi-armed bandit (MAB) algorithms provide a principled framework for adaptive decision-making under uncertainty.…

Computation and Language · Computer Science 2026-03-10 Siguang Chen , Chunli Lv , Miao Xie

Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained,…

Machine Learning · Computer Science 2018-07-17 Shuai Jiang , Kan Li , Richard Yi Da Xu