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The competitive multi-armed bandit (CMAB) problem is related to social issues such as maximizing total social benefits while preserving equality among individuals by overcoming conflicts between individual decisions, which could seriously…

We propose two linear bandits algorithms with per-step complexity sublinear in the number of arms $K$. The algorithms are designed for applications where the arm set is extremely large and slowly changing. Our key realization is that…

Machine Learning · Computer Science 2022-06-13 Shuo Yang , Tongzheng Ren , Sanjay Shakkottai , Eric Price , Inderjit S. Dhillon , Sujay Sanghavi

As electronic computing approaches its performance limits, photonic accelerators have emerged as promising alternatives. Photonic accelerators exploiting semiconductor-laser synchronization have been studied for decision-making. While…

The subset sum problem is a typical NP-complete problem that is hard to solve efficiently in time due to the intrinsic superpolynomial-scaling property. Increasing the problem size results in a vast amount of time consuming in…

Emerging Technologies · Computer Science 2020-02-13 Xiao-Yun Xu , Xuan-Lun Huang , Zhan-Ming Li , Jun Gao , Zhi-Qiang Jiao , Yao Wang , Ruo-Jing Ren , H. P. Zhang , Xian-Min Jin

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

Machine Learning · Computer Science 2025-08-14 Arpan Mukherjee , Shashanka Ubaru , Keerthiram Murugesan , Karthikeyan Shanmugam , Ali Tajer

Photonic accelerators have recently attracted soaring interest, harnessing the ultimate nature of light for information processing. Collective decision-making with a laser network, employing the chaotic and synchronous dynamics of optically…

This paper presents an efficient algorithm to solve the sleeping bandit with multiple plays problem in the context of an online recommendation system. The problem involves bounded, adversarial loss and unknown i.i.d. distributions for arm…

Machine Learning · Computer Science 2023-07-28 Jianjun Yuan , Wei Lee Woon , Ludovik Coba

Collective decision making is important for maximizing total benefits while preserving equality among individuals in the competitive multi-armed bandit (CMAB) problem, wherein multiple players try to gain higher rewards from multiple slot…

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One should determine the most effective…

Statistics Theory · Mathematics 2017-05-30 Alexander Kolnogorov , Alexander Nazin , Dmitry Shiyan

A spatial photonic Ising machine (SPIM) handles large-scale combinatorial optimization problems owing to optical processing with spatial parallelism. However, iterative feedback in the search for optimal solutions limits processing speed…

Optics · Physics 2025-02-27 Suguru Shimomura , Jun Tanida , Yusuke Ogura

In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess…

Systems and Control · Electrical Eng. & Systems 2023-07-21 P. C. N. Verheijen , M. Haghi , M. Lazar , D. Goswami

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…

Data Structures and Algorithms · Computer Science 2013-06-19 Sudipto Guha , Kamesh Munagala

How can we make use of information parallelism in online decision making problems while efficiently balancing the exploration-exploitation trade-off? In this paper, we introduce a batch Thompson Sampling framework for two canonical online…

Machine Learning · Computer Science 2021-06-04 Amin Karbasi , Vahab Mirrokni , Mohammad Shadravan

By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…

Signal Processing · Electrical Eng. & Systems 2020-05-28 Naoki Narisawa , Nicolas Chauvet , Mikio Hasegawa , Makoto Naruse

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

Machine Learning · Computer Science 2017-05-02 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

Optical computing has gained significant attention as a potential solution to the growing computational demands of machine learning, particularly for tasks requiring large-scale data processing and high energy efficiency. Optical systems…

Optics · Physics 2024-11-04 Bahadır Utku Kesgin , Uğur Teğin