English
Related papers

Related papers: Online Meta-Learning in Adversarial Multi-Armed Ba…

200 papers

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

We study the Stochastic Multi-armed Bandit problem under bounded arm-memory. In this setting, the arms arrive in a stream, and the number of arms that can be stored in the memory at any time, is bounded. The decision-maker can only pull…

Machine Learning · Computer Science 2020-12-10 Arnab Maiti , Vishakha Patil , Arindam Khan

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 · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

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

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

We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

Machine Learning · Computer Science 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…

Machine Learning · Computer Science 2026-01-21 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

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

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We consider a novel multi-arm bandit (MAB) setup, where a learner needs to communicate the actions to distributed agents over erasure channels, while the rewards for the actions are directly available to the learner through external…

Machine Learning · Statistics 2024-06-27 Osama Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

We consider the problem of online fair division of indivisible goods to players when there are a finite number of types of goods and player values are drawn from distributions with unknown means. Our goal is to maximize social welfare…

Computer Science and Game Theory · Computer Science 2024-12-10 Ariel D. Procaccia , Benjamin Schiffer , Shirley Zhang

In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound of $\Omega \left(…

Machine Learning · Computer Science 2023-06-14 Shaoang Li , Lan Zhang , Junhao Wang , Xiang-Yang Li

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak