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We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly $K$ out of $N$ possible arms have to be played (with $1\leq K \leq N$). In…

Machine Learning · Computer Science 2017-11-17 Datong P. Zhou , Claire J. Tomlin

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

Machine Learning · Computer Science 2023-01-31 Yuzhe Ma , Zhijin Zhou

We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

Machine Learning · Computer Science 2020-03-24 Sharan Vaswani , Abbas Mehrabian , Audrey Durand , Branislav Kveton

We consider a variant of the best arm identification task in stochastic multi-armed bandits. Motivated by risk-averse decision-making problems, our goal is to identify a set of $m$ arms with the highest $\tau$-quantile values within a fixed…

Machine Learning · Computer Science 2023-02-22 Mengyan Zhang , Cheng Soon Ong

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

Machine Learning · Computer Science 2023-07-11 Sepehr Elahi , Baran Atalar , Sevda Öğüt , Cem Tekin

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

Machine Learning · Computer Science 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

Machine Learning · Computer Science 2022-08-11 Fernando J. Yanez , Angela Zavaleta-Bernuy , Ziwen Han , Michael Liut , Anna Rafferty , Joseph Jay Williams

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

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…

Machine Learning · Computer Science 2020-06-16 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

Machine Learning · Computer Science 2024-05-29 Marco Mussi , Alessandro Montenegro , Francesco Trovó , Marcello Restelli , Alberto Maria Metelli

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

We study the problem of identifying the top $m$ arms in a multi-armed bandit game. Our proposed solution relies on a new algorithm based on successive rejects of the seemingly bad arms, and successive accepts of the good ones. This…

Machine Learning · Computer Science 2012-05-16 Sébastien Bubeck , Tengyao Wang , Nitin Viswanathan

We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…

Machine Learning · Computer Science 2018-07-12 Subhojyoti Mukherjee , K. P. Naveen , Nandan Sudarsanam , Balaraman Ravindran

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

Statistics Theory · Mathematics 2024-12-10 Qiyang Han , Koulik Khamaru , Cun-Hui Zhang

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 the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

Machine Learning · Statistics 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh