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Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

Artificial Intelligence · Computer Science 2026-04-08 Uljad Berdica , Fernando Acero , Anton Ipsen , Parisa Zehtabi , Michael Cashmore , Manuela Veloso

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

Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…

Machine Learning · Computer Science 2026-03-30 R Sri Prakash , Nikhil Karamchandani , Sharayu Moharir

Active inference proposes expected free energy as an objective for planning and decision-making to adequately balance exploitative and explorative drives in learning agents. The exploitative drive, or what an agent wants to achieve, is…

Artificial Intelligence · Computer Science 2025-12-04 Filippo Torresan , Ryota Kanai , Manuel Baltieri

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

Machine Learning · Computer Science 2020-12-22 Yonatan Gur , Ahmadreza Momeni

While training models and labeling data are resource-intensive, a wealth of pre-trained models and unlabeled data exists. To effectively utilize these resources, we present an approach to actively select pre-trained models while minimizing…

Machine Learning · Computer Science 2025-02-11 Xuefeng Liu , Fangfang Xia , Rick L. Stevens , Yuxin Chen

The multi-armed bandit problem (MBP) is the problem of finding, as accurately and quickly as possible, the most profitable option from a set of options that gives stochastic rewards by referring to past experiences. Inspired by fluctuated…

Artificial Intelligence · Computer Science 2015-02-16 Song-Ju Kim , Masashi Aono

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

While traditional economics assumes that humans are fully rational agents who always maximize their expected utility, in practice, we constantly observe apparently irrational behavior. One explanation is that people have limited…

Artificial Intelligence · Computer Science 2020-07-01 Xinming Liu , Joseph Y. Halpern

Enterprise Wireless Local Area Networks (WLANs) consist of multiple Access Points (APs) covering a given area. Finding a suitable network configuration able to maximize the performance of enterprise WLANs is a challenging task given the…

Machine Learning · Computer Science 2020-10-12 Álvaro López-Raventós , Boris Bellalta

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

Sensory inference under conditions of uncertainty is a major problem in both machine learning and computational neuroscience. An important but poorly understood aspect of sensory processing is the role of active sensing. Here, we present a…

Artificial Intelligence · Computer Science 2014-08-12 Sheeraz Ahmad , Angela Yu

Sensory inference under conditions of uncertainty is a major problem in both machine learning and computational neuroscience. An important but poorly understood aspect of sensory processing is the role of active sensing. Here, we present a…

Artificial Intelligence · Computer Science 2013-05-30 Sheeraz Ahmad , Angela J. Yu

Is there a canonical way to think of agency beyond reward maximisation? In this paper, we show that any type of behaviour complying with physically sound assumptions about how macroscopic biological agents interact with the world…

Artificial Intelligence · Computer Science 2024-01-24 Lancelot Da Costa , Samuel Tenka , Dominic Zhao , Noor Sajid

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Machine Learning · Computer Science 2018-10-23 Adam N. Elmachtoub , Ryan McNellis , Sechan Oh , Marek Petrik

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Active inference (AIF) unifies exploration and exploitation by minimizing the Expected Free Energy (EFE), balancing epistemic value (information gain) and pragmatic value (task performance) through a curiosity coefficient. Yet it has been…

Machine Learning · Computer Science 2026-02-06 Yingke Li , Anjali Parashar , Enlu Zhou , Chuchu Fan

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low
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