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In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

Machine Learning · Computer Science 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Machine Learning · Computer Science 2019-03-08 Virag Shah , Jose Blanchet , Ramesh Johari

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

Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…

Machine Learning · Statistics 2024-10-07 Changxiao Cai , Jiacheng Zhang

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

Online healthcare communities provide users with various healthcare interventions to promote healthy behavior and improve adherence. When faced with too many intervention choices, however, individuals may find it difficult to decide which…

Machine Learning · Computer Science 2020-09-15 Tongxin Zhou , Yingfei Wang , Lu , Yan , Yong Tan

We consider a variant of the best arm identification (BAI) problem in multi-armed bandits (MAB) in which there are two sets of arms (source and target), and the objective is to determine the best target arm while only pulling source arms.…

Machine Learning · Computer Science 2021-12-09 Ojash Neopane , Aaditya Ramdas , Aarti Singh

Personalized recommender systems suffuse modern life, shaping what media we read and what products we consume. Algorithms powering such systems tend to consist of supervised learning-based heuristics, such as latent factor models with a…

Information Retrieval · Computer Science 2023-04-19 Liu Leqi , Giulio Zhou , Fatma Kılınç-Karzan , Zachary C. Lipton , Alan L. Montgomery

In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizing the expected return itself, which is the objective in the…

Machine Learning · Computer Science 2022-09-12 Yi Shen , Jessilyn Dunn , Michael M. Zavlanos

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Large language models (LLMs) have become powerful and widely used systems for language understanding and generation, while multi-armed bandit (MAB) algorithms provide a principled framework for adaptive decision-making under uncertainty.…

Computation and Language · Computer Science 2026-03-10 Siguang Chen , Chunli Lv , Miao Xie

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Machine Learning · Computer Science 2022-12-14 Guojun Xiong , Jian Li

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

In this paper, we propose a new multi-objective contextual multi-armed bandit (MAB) problem with two objectives, where one of the objectives dominates the other objective. Unlike single-objective MAB problems in which the learner obtains a…

Machine Learning · Computer Science 2018-06-04 Cem Tekin , Eralp Turgay

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

Neural and Evolutionary Computing · Computer Science 2023-02-16 Deniz Preil , Michael Krapp