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The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

Numerical Analysis · Mathematics 2022-02-22 Yiming Xu , Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We consider function optimization as a sequential decision making problem under budget constraint. This constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a…

Machine Learning · Computer Science 2026-05-06 Philippe Preux , Rémi Munos , Michal Valko

Contextual bandits have become popular as they offer a middle ground between very simple approaches based on multi-armed bandits and very complex approaches using the full power of reinforcement learning. They have demonstrated success in…

Methodology · Statistics 2017-11-13 Kristjan Greenewald , Ambuj Tewari , Predrag Klasnja , Susan Murphy

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

Multi-armed bandit (MAB) algorithms are efficient approaches to reduce the opportunity cost of online experimentation and are used by companies to find the best product from periodically refreshed product catalogs. However, these algorithms…

Machine Learning · Computer Science 2024-12-19 Mohsen Bayati , Junyu Cao , Wanning Chen

Motivated by dynamic parameter optimization in finite, but large action (configurations) spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose…

Machine Learning · Computer Science 2025-05-27 Chen Avin , Zvi Lotker , Shie Mannor , Gil Shabat , Hanan Shteingart , Roey Yadgar

In the edge computing paradigm, mobile devices offload the computational tasks to an edge server by routing the required data over the wireless network. The full potential of edge computing becomes realized only if a smart device selects…

Machine Learning · Computer Science 2020-08-25 Saeed Ghoorchian , Setareh Maghsudi

We study the Bandit Clustering (BC) problem under the fixed confidence setting, where the objective is to group a collection of data sequences (arms) into clusters through sequential sampling from adaptively selected arms at each time step…

Machine Learning · Computer Science 2026-01-15 G Dhinesh Chandran , Kota Srinivas Reddy , Srikrishna Bhashyam

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

The Combined Algorithm Selection and Hyperparameter optimization (CASH) is a challenging resource allocation problem in the field of AutoML. We propose MaxUCB, a max k-armed bandit method to trade off exploring different model classes and…

Machine Learning · Computer Science 2025-11-20 Amir Rezaei Balef , Claire Vernade , Katharina Eggensperger

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…

Machine Learning · Computer Science 2021-04-07 Chenjun Xiao , Yifan Wu , Tor Lattimore , Bo Dai , Jincheng Mei , Lihong Li , Csaba Szepesvari , Dale Schuurmans

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…

Computation · Statistics 2026-01-05 Foo Hui-Mean , Yuan-chin Ivan Chang

A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only…

Machine Learning · Computer Science 2015-04-15 Branislav Kveton , Zheng Wen , Azin Ashkan , Hoda Eydgahi , Brian Eriksson

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

With rapid advances in computing systems, there is an increasing demand for more effective and efficient access control (AC) approaches. Recently, Attribute Based Access Control (ABAC) approaches have been shown to be promising in…

Machine Learning · Computer Science 2021-05-19 Leila Karimi , Mai Abdelhakim , James Joshi

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

Machine Learning · Computer Science 2018-04-18 Fang Liu , Sinong Wang , Swapna Buccapatnam , Ness Shroff

This paper investigates off-policy evaluation in contextual bandits, aiming to quantify the performance of a target policy using data collected under a different and potentially unknown behavior policy. Recently, methods based on conformal…

Machine Learning · Statistics 2025-07-23 Yilong Wan , Yuqiang Li , Xianyi Wu

We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…

Machine Learning · Computer Science 2020-05-26 Andrea Tirinzoni , Alessandro Lazaric , Marcello Restelli
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