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Related papers: Multi-Armed Bandits with Self-Information Rewards

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We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

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

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

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

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

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 Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Yin Sun , Ness Shroff

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Machine Learning · Computer Science 2021-10-27 Anand Kalvit , Assaf Zeevi

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

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 study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain
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