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Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

Machine Learning · Computer Science 2025-08-14 Arpan Mukherjee , Shashanka Ubaru , Keerthiram Murugesan , Karthikeyan Shanmugam , Ali Tajer

The combinatorial stochastic semi-bandit problem is an extension of the classical multi-armed bandit problem in which an algorithm pulls more than one arm at each stage and the rewards of all pulled arms are revealed. One difference with…

Machine Learning · Computer Science 2016-12-07 Rémy Degenne , Vianney Perchet

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

In combinatorial semi-bandits, a learner repeatedly selects from a combinatorial decision set of arms, receives the realized sum of rewards, and observes the rewards of the individual selected arms as feedback. In this paper, we extend this…

Machine Learning · Computer Science 2025-09-17 Yuxiao Wen

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…

Machine Learning · Statistics 2024-04-03 Yanyan Dong , Vincent Y. F. Tan

In the combinatorial semi-bandit (CSB) problem, a player selects an action from a combinatorial action set and observes feedback from the base arms included in the action. While CSB is widely applicable to combinatorial optimization…

Machine Learning · Computer Science 2025-09-15 Shintaro Nakamura , Yuko Kuroki , Wei Chen

We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…

Machine Learning · Computer Science 2021-11-08 Rianne de Heide , James Cheshire , Pierre Ménard , Alexandra Carpentier

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

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

We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…

Machine Learning · Computer Science 2015-05-19 Alexandra Carpentier , Michal Valko

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

Machine Learning · Computer Science 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…

Machine Learning · Statistics 2025-02-11 Ivan Lau , Jonathan Scarlett
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