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Machine learning methods often assume that input features are available at no cost. However, in domains like healthcare, where acquiring features could be expensive or harmful, it is necessary to balance a feature's acquisition cost against…

Machine Learning · Statistics 2025-04-18 Henrik von Kleist , Alireza Zamanian , Ilya Shpitser , Narges Ahmidi

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

Each individual handles many tasks of finding the most profitable option from a set of options that stochastically provide rewards. Our society comprises a collection of such individuals, and the society is expected to maximise the total…

Artificial Intelligence · Computer Science 2015-04-15 Song-Ju Kim , Makoto Naruse , Masashi Aono

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

Mobile Context-Aware Recommender Systems can be naturally modelled as an exploration/exploitation trade-off (exr/exp) problem, where the system has to choose between maximizing its expected rewards dealing with its current knowledge…

Information Retrieval · Computer Science 2014-08-12 Djallel Bouneffouf

We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…

Machine Learning · Statistics 2019-03-01 Jean Tarbouriech , Alessandro Lazaric

Robots in uncertain real-world environments must perform both goal-directed and exploratory actions. However, most deep learning-based control methods neglect exploration and struggle under uncertainty. To address this, we adopt deep active…

Robotics · Computer Science 2025-12-02 Kentaro Fujii , Shingo Murata

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

In this paper, we consider a transfer Reinforcement Learning (RL) problem in continuous state and action spaces, under unobserved contextual information. For example, the context can represent the mental view of the world that an expert…

Machine Learning · Computer Science 2021-06-08 Chenyu Liu , Yan Zhang , Yi Shen , Michael M. Zavlanos

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…

Artificial Intelligence · Computer Science 2012-07-24 Francis Maes , Damien Ernst , Louis Wehenkel

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

Machine Learning · Computer Science 2026-02-16 Seockbean Song , Chenyu Gan , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

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

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Machine Learning · Computer Science 2019-02-12 Andreas Merentitis , Kashif Rasul , Roland Vollgraf , Abdul-Saboor Sheikh , Urs Bergmann

Active recognition enables robots to intelligently explore novel observations, thereby acquiring more information while circumventing undesired viewing conditions. Recent approaches favor learning policies from simulated or collected data,…

Computer Vision and Pattern Recognition · Computer Science 2023-11-27 Lei Fan , Mingfu Liang , Yunxuan Li , Gang Hua , Ying Wu

We consider the problem of decision-making under uncertainty in an environment with safety constraints. Many business and industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown…

Machine Learning · Computer Science 2023-01-31 Buse Sibel Korkmaz , Marta Zagórowska , Mehmet Mercangöz

Analogy-Based Estimation (ABE) is a popular method for non-algorithmic estimation due to its simplicity and effectiveness. The Analogy-Based Estimation (ABE) model was proposed by researchers, however, no optimal approach for reliable…

Software Engineering · Computer Science 2025-12-02 Tarun Chintada , Uday Kiran Cheera

The concept of free energy has its origins in 19th century thermodynamics, but has recently found its way into the behavioral and neural sciences, where it has been promoted for its wide applicability and has even been suggested as a…

Neurons and Cognition · Quantitative Biology 2020-12-08 Sebastian Gottwald , Daniel A. Braun

In this paper, we describe an integrated framework for autonomous decision making in a dynamic and interactive environment. We model the interactions between the ego agent and its operating environment as a two-player dynamic game, and…

Artificial Intelligence · Computer Science 2019-09-19 Sisi Li , Nan Li , Anouck Girard , Ilya Kolmanovsky

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran
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