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Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…

Machine Learning · Computer Science 2019-11-12 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman , Adam N. Letchford

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee

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 study the tail behavior of regret in stochastic multi-armed bandits for algorithms that are asymptotically optimal in expectation. While minimizing expected regret is the classical objective, recent work shows that even such algorithms…

Information Theory · Computer Science 2026-04-17 Subhodip Panda , Shubhada Agrawal

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

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 a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…

Machine Learning · Computer Science 2020-11-05 Tobias Jacobs , Mischa Schmidt , Sébastien Nicolas , Anett Schülke

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

Machine Learning · Computer Science 2022-03-30 Xingyu Zhou , Bo Ji

Recently proposed reward-conditioned policies (RCPs) offer an appealing alternative in reinforcement learning. Compared with policy gradient methods, policy learning in RCPs is simpler since it is based on supervised learning, and unlike…

Machine Learning · Computer Science 2024-06-18 Kai Xu , Farid Tajaddodianfar , Ben Allison

Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

Machine Learning · Computer Science 2022-03-30 Jiabin Lin , Xian Yeow Lee , Talukder Jubery , Shana Moothedath , Soumik Sarkar , Baskar Ganapathysubramanian

We introduce a novel framework called combinatorial logistic bandits (CLogB), where in each round, a subset of base arms (called the super arm) is selected, with the outcome of each base arm being binary and its expectation following a…

Machine Learning · Computer Science 2025-05-15 Xutong Liu , Xiangxiang Dai , Xuchuang Wang , Mohammad Hajiesmaili , John C. S. Lui

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

Machine Learning · Computer Science 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

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

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

Machine Learning · Computer Science 2021-10-12 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek K. Umrawal

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

We consider a multi-armed bandit problem in which a set of arms is registered by each agent, and the agent receives reward when its arm is selected. An agent might strategically submit more arms with replications, which can bring more…

Machine Learning · Computer Science 2021-10-26 Suho Shin , Seungjoon Lee , Jungseul Ok

Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to…

Machine Learning · Computer Science 2026-03-03 Arun Verma , Manjesh Kumar Hanawal , Arun Rajkumar