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We study reward poisoning attacks on Combinatorial Multi-armed Bandits (CMAB). We first provide a sufficient and necessary condition for the attackability of CMAB, a notion to capture the vulnerability and robustness of CMAB. The…

Machine Learning · Computer Science 2024-06-05 Rishab Balasubramanian , Jiawei Li , Prasad Tadepalli , Huazheng Wang , Qingyun Wu , Haoyu Zhao

Multi-objective bandits have attracted increasing attention for their broad applicability, with \(d\)-dimensional reward vectors inducing Pareto regret. There has been a subtle debate over whether this added structure makes the problem…

Machine Learning · Computer Science 2026-05-08 Changkun Guan , Mengfan Xu

We study the problem of selecting $K$ arms with the highest expected rewards in a stochastic $n$-armed bandit game. This problem has a wide range of applications, e.g., A/B testing, crowdsourcing, simulation optimization. Our goal is to…

Machine Learning · Computer Science 2017-06-06 Jiecao Chen , Xi Chen , Qin Zhang , Yuan Zhou

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…

Machine Learning · Computer Science 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann

We introduce and study a new variant of the multi-armed bandit problem (MAB), called the survival bandit problem (S-MAB). While in both problems, the objective is to maximize the so-called cumulative reward, in this new variant, the…

Machine Learning · Computer Science 2024-01-09 Charles Riou , Junya Honda , Masashi Sugiyama

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

Machine Learning · Computer Science 2023-11-09 Wei Wang , Sattar Vakili , Ilija Bogunovic

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…

Machine Learning · Computer Science 2025-01-24 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

Machine Learning · Computer Science 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive stochastic bandit algorithm for obtaining a probably approximately correct (PAC) solution to…

Optimization and Control · Mathematics 2022-06-16 Marie Billaud-Friess , Arthur Macherey , Anthony Nouy , Clémentine Prieur

The Multiarmed Bandits (MAB) problem has been extensively studied and has seen many practical applications in a variety of fields. The Survival Multiarmed Bandits (S-MAB) open problem is an extension which constrains an agent to a budget…

Machine Learning · Computer Science 2024-11-06 Peter Veroutis , Frédéric Godin

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

Machine Learning · Statistics 2020-06-19 Laura Niss , Ambuj Tewari

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

In this paper, we provide the first investigation into adaptive combinatorial experimental design, focusing on the trade-off between regret minimization and statistical power in combinatorial multi-armed bandits (CMAB). While minimizing…

Machine Learning · Computer Science 2026-03-02 Hongrui Xie , Junyu Cao , Kan Xu

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

Machine Learning · Statistics 2026-05-21 Sakshi Arya , Hyebin Song