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We study how the regret guarantees of nonstochastic multi-armed bandits can be improved, if the effective range of the losses in each round is small (e.g. the maximal difference between two losses in a given round). Despite a recent…

Machine Learning · Computer Science 2020-01-03 Nicolò Cesa-Bianchi , Ohad Shamir

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

Machine Learning · Computer Science 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

This paper studies a new variant of the stochastic multi-armed bandits problem where auxiliary information about the arm rewards is available in the form of control variates. In many applications like queuing and wireless networks, the arm…

Machine Learning · Computer Science 2022-01-19 Arun Verma , Manjesh K. Hanawal

We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. The reward that the…

Machine Learning · Computer Science 2020-06-09 Nadav Merlis , Shie Mannor

We consider a sequential stochastic multi-armed bandit problem where the agent interacts with bandit over multiple episodes. The reward distribution of the arms remain constant throughout an episode but can change over different episodes.…

Machine Learning · Computer Science 2024-03-20 Rahul N R , Vaibhav Katewa

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…

Machine Learning · Computer Science 2019-12-17 Zhiyuan Liu , Huazheng Wang , Fan Shen , Kai Liu , Lijun Chen

In this paper, we propose a constant word (RAM model) algorithm for regret minimisation for both finite and infinite Stochastic Multi-Armed Bandit (MAB) instances. Most of the existing regret minimisation algorithms need to remember the…

Machine Learning · Computer Science 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

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

We consider a setting where multiple players sequentially choose among a common set of actions (arms). Motivated by a cognitive radio networks application, we assume that players incur a loss upon colliding, and that communication between…

Machine Learning · Computer Science 2019-02-22 Pragnya Alatur , Kfir Y. Levy , Andreas Krause

We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…

Machine Learning · Statistics 2018-04-25 Lai Wei , Vaibhav Srivastava

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

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one…

Machine Learning · Computer Science 2019-11-22 Jinhang Zuo , Xiaoxi Zhang , Carlee Joe-Wong

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 consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

Machine Learning · Computer Science 2019-06-20 Tomer Gafni , Kobi Cohen

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

Machine Learning · Computer Science 2022-06-02 Giulia Romano , Andrea Agostini , Francesco Trovò , Nicola Gatti , Marcello Restelli

We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…

Optimization and Control · Mathematics 2011-02-16 Haoyang Liu , Keqin Liu , Qing Zhao

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…

Machine Learning · Computer Science 2019-05-30 Yuanhao Wang , Jiachen Hu , Xiaoyu Chen , Liwei Wang