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We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

Machine Learning · Statistics 2025-05-21 Shogo Iwazaki , Junpei Komiyama , Masaaki Imaizumi

We study the heavy-tailed stochastic bandit problem in the cooperative multi-agent setting, where a group of agents interact with a common bandit problem, while communicating on a network with delays. Existing algorithms for the stochastic…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

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

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized experiments across various fields. While algorithms for…

Econometrics · Economics 2025-05-21 Ramon van den Akker , Bas J. M. Werker , Bo Zhou

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

Machine Learning · Computer Science 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Machine Learning · Statistics 2018-03-13 Eralp Turğay , Doruk Öner , Cem Tekin

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low

We present regret minimization algorithms for the contextual multi-armed bandit (CMAB) problem over $K$ actions in the presence of delayed feedback, a scenario where loss observations arrive with delays chosen by an adversary. As a…

Machine Learning · Computer Science 2025-10-13 Orin Levy , Liad Erez , Alon Cohen , Yishay Mansour

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

In this paper, we introduce the COmbinatorial Multi-Objective Multi-Armed Bandit (COMO-MAB) problem that captures the challenges of combinatorial and multi-objective online learning simultaneously. In this setting, the goal of the learner…

Machine Learning · Computer Science 2018-03-13 Doruk Öner , Altuğ Karakurt , Atilla Eryılmaz , Cem Tekin

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy
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