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In multi-armed bandits with network interference (MABNI), the action taken by one node can influence the rewards of others, creating complex interdependence. While existing research on MABNI largely concentrates on minimizing regret, it…

Machine Learning · Computer Science 2025-10-14 Zichen Wang , Haoyang Hong , Chuanhao Li , Haoxuan Li , Zhiheng Zhang , Huazheng Wang

We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…

Machine Learning · Computer Science 2020-10-14 András György , Pooria Joulani

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Machine Learning · Computer Science 2021-10-28 Liu Leqi , Fatma Kilinc-Karzan , Zachary C. Lipton , Alan L. Montgomery

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

We consider the problem of online fair division of indivisible goods to players when there are a finite number of types of goods and player values are drawn from distributions with unknown means. Our goal is to maximize social welfare…

Computer Science and Game Theory · Computer Science 2024-12-10 Ariel D. Procaccia , Benjamin Schiffer , Shirley Zhang

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…

Machine Learning · Computer Science 2023-12-18 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

We consider a bandit recommendations problem in which an agent's preferences (representing selection probabilities over recommended items) evolve as a function of past selections, according to an unknown $\textit{preference model}$. In each…

Machine Learning · Computer Science 2024-02-07 Arpit Agarwal , William Brown

Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…

Machine Learning · Computer Science 2019-10-29 Young Hun Jung , Ambuj Tewari

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

We study the K-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. The hardness of recommending Copeland winners, the arms that beat…

Machine Learning · Statistics 2016-05-25 Junpei Komiyama , Junya Honda , Hiroshi Nakagawa

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

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

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

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Machine Learning · Computer Science 2022-06-29 Srivas Chennu , Andrew Maher , Jamie Martin , Subash Prabanantham