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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

In many digital contexts such as online news and e-tailing with many new users and items, recommendation systems face several challenges: i) how to make initial recommendations to users with little or no response history (i.e., cold-start…

Information Retrieval · Computer Science 2023-02-28 Boya Xu , Yiting Deng , Carl Mela

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

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

The cooperative bandit problem is a multi-agent decision problem involving a group of agents that interact simultaneously with a multi-armed bandit, while communicating over a network with delays. The central idea in this problem is to…

Machine Learning · Statistics 2022-05-31 Abhimanyu Dubey , Alex Pentland

This paper studies an instance of the multi-armed bandit (MAB) problem, specifically where several causal MABs operate chronologically in the same dynamical system. Practically the reward distribution of each bandit is governed by the same…

Machine Learning · Statistics 2021-12-06 Neil Dhir

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

Machine Learning · Computer Science 2023-04-20 Rahul Vaze , Manjesh K. Hanawal

We specify an experts algorithm with the following characteristics: (a) it uses only feedback from the actions actually chosen (bandit setup), (b) it can be applied with countably infinite expert classes, and (c) it copes with losses that…

Machine Learning · Computer Science 2007-05-23 Jan Poland , Marcus Hutter

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

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

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

Machine Learning · Computer Science 2025-06-17 Mansoor Davoodi , Setareh Maghsudi

A search engine recommends to the user a list of web pages. The user examines this list, from the first page to the last, and clicks on all attractive pages until the user is satisfied. This behavior of the user can be described by the…

Machine Learning · Computer Science 2016-06-02 Sumeet Katariya , Branislav Kveton , Csaba Szepesvári , Zheng Wen

Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such…

Multiagent Systems · Computer Science 2022-12-02 Wenlong Wang , Thomas Pfeiffer

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

Statistics Theory · Mathematics 2013-05-27 Vianney Perchet , Philippe Rigollet

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

High-content screening microscopy generates large amounts of live-cell imaging data, yet its potential remains constrained by the inability to determine when and where to image most effectively. Optimally balancing acquisition time,…

Applications · Statistics 2025-12-18 Jaume Anguera Peris , Songtao Cheng , Hanzhao Zhang , Wei Ouyang , Joakim Jaldén

Workers participating in a crowdsourcing platform can have a wide range of abilities and interests. An important problem in crowdsourcing is the task recommendation problem, in which tasks that best match a particular worker's preferences…

Human-Computer Interaction · Computer Science 2018-07-30 Qiyu Kang , Wee Peng Tay

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

Machine Learning · Statistics 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang
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