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We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…

Machine Learning · Computer Science 2025-08-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

Long-context modeling is critical for a wide range of real-world tasks, including long-context question answering, summarization, and complex reasoning tasks. Recent studies have explored fine-tuning Large Language Models (LLMs) with…

Computation and Language · Computer Science 2026-04-10 Shaohua Duan , Pengcheng Huang , Xinze Li , Zhenghao Liu , Xiaoyuan Yi , Yukun Yan , Shuo Wang , Yu Gu , Ge Yu , Maosong Sun

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji

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

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

Machine Learning · Computer Science 2021-05-11 Jinhang Zuo , Carlee Joe-Wong

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Machine Learning · Computer Science 2023-02-16 Hossein Esfandiari , Alkis Kalavasis , Amin Karbasi , Andreas Krause , Vahab Mirrokni , Grigoris Velegkas

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

Machine Learning · Computer Science 2026-02-16 Seockbean Song , Chenyu Gan , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

Machine Learning · Computer Science 2024-05-29 Marco Mussi , Alessandro Montenegro , Francesco Trovó , Marcello Restelli , Alberto Maria Metelli

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain $m$ arms with the best…

Machine Learning · Computer Science 2025-04-17 Houshuang Chen , Yuchen He , Chihao Zhang

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

Machine Learning · Computer Science 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability distribution. Such a utilitarian perspective and focus on…

Machine Learning · Statistics 2025-05-01 Meltem Tatlı , Arpan Mukherjee , Prashanth L. A. , Karthikeyan Shanmugam , Ali Tajer

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

Machine Learning · Computer Science 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

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

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We consider the contextual combinatorial bandit setting where in each round, the learning agent, e.g., a recommender system, selects a subset of "arms," e.g., products, and observes rewards for both the individual base arms, which are a…

Machine Learning · Computer Science 2025-04-22 Baran Atalar , Carlee Joe-Wong

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
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