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We study EgalMAB, an egalitarian assignment problem in the context of stochastic multi-armed bandits. In EgalMAB, an agent is tasked with assigning a set of users to arms. At each time step, the agent must assign exactly one arm to each…

Machine Learning · Statistics 2024-10-10 Eugene Lim , Vincent Y. F. Tan , Harold Soh

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

We study multiplayer stochastic multi-armed bandit problems in which the players cannot communicate and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider two feedback…

Machine Learning · Computer Science 2021-04-06 Gabor Lugosi , Abbas Mehrabian

In this paper we study a generalized version of classical multi-armed bandits (MABs) problem by allowing for arbitrary constraints on constituent bandits at each decision point. The motivation of this study comes from many situations that…

Machine Learning · Computer Science 2014-10-07 Xiang-yang Li , Shaojie Tang , Yaqin Zhou

In this paper, we consider a bandit problem in which there are a number of groups each consisting of infinitely many arms. Whenever a new arm is requested from a given group, its mean reward is drawn from an unknown reservoir distribution…

Machine Learning · Statistics 2023-02-02 Ivan Lau , Yan Hao Ling , Mayank Shrivastava , Jonathan Scarlett

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

Machine Learning · Statistics 2024-04-08 Iñigo Urteaga , Chris H. Wiggins

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

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

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

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

Various approaches have emerged for multi-armed bandits in distributed systems. The multiplayer dueling bandit problem, common in scenarios with only preference-based information like human feedback, introduces challenges related to…

Machine Learning · Computer Science 2025-04-24 Or Raveh , Junya Honda , Masashi Sugiyama

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 consider an ad hoc network where multiple users access the same set of channels. The channel characteristics are unknown and could be different for each user (heterogeneous). No controller is available to coordinate channel selections by…

Machine Learning · Computer Science 2019-09-02 Harshvardhan Tibrewal , Sravan Patchala , Manjesh K. Hanawal , Sumit J. Darak

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

Machine Learning · Computer Science 2023-04-20 Rahul Vaze , Manjesh K. Hanawal

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

Machine Learning · Computer Science 2017-05-15 Djallel Bouneffouf , Raphaël Feraud

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

Machine Learning · Computer Science 2021-05-25 Anand Kalvit , Assaf Zeevi

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai