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We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

We consider a practically motivated variant of the canonical online fair allocation problem: a decision-maker has a budget of perishable resources to allocate over a fixed number of rounds. Each round sees a random number of arrivals, and…

Optimization and Control · Mathematics 2026-04-03 Siddhartha Banerjee , Chamsi Hssaine , Sean R. Sinclair

Traditionally, when recommender systems are formalized as multi-armed bandits, the policy of the recommender system influences the rewards accrued, but not the length of interaction. However, in real-world systems, dissatisfied users may…

Machine Learning · Computer Science 2024-02-19 Omer Ben-Porat , Lee Cohen , Liu Leqi , Zachary C. Lipton , Yishay Mansour

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

Machine Learning · Computer Science 2022-08-22 Vishakha Patil , Vineet Nair , Ganesh Ghalme , Arindam Khan

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

Machine Learning · Computer Science 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

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

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

Motivated by the fact that humans like some level of unpredictability or novelty, and might therefore get quickly bored when interacting with a stationary policy, we introduce a novel non-stationary bandit problem, where the expected reward…

Machine Learning · Computer Science 2022-03-08 Pierre Laforgue , Giulia Clerici , Nicolò Cesa-Bianchi , Ran Gilad-Bachrach

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Machine Learning · Computer Science 2022-11-29 Fathima Zarin Faizal , Jayakrishnan Nair

In a linear stochastic bandit model, each arm is a vector in an Euclidean space and the observed return at each time step is an unknown linear function of the chosen arm at that time step. In this paper, we investigate the problem of…

Machine Learning · Computer Science 2019-10-25 Qiyu Kang , Wee Peng Tay

This paper introduces the informational multi-armed bandit (IMAB) model in which at each round, a player chooses an arm, observes a symbol, and receives an unobserved reward in the form of the symbol's self-information. Thus, the expected…

Information Theory · Computer Science 2022-09-07 Nir Weinberger , Michal Yemini

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Systems and Control · Computer Science 2018-01-22 Varun Mehta , Rahul Meshram , Kesav Kaza , S. N. Merchant

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Information Theory · Computer Science 2021-01-13 Meghana Bande , Akshayaa Magesh , Venugopal V. Veeravalli

In this paper, we study Contextual Unsupervised Sequential Selection (USS), a new variant of the stochastic contextual bandits problem where the loss of an arm cannot be inferred from the observed feedback. In our setup, arms are associated…

Machine Learning · Computer Science 2020-10-26 Arun Verma , Manjesh K. Hanawal , Csaba Szepesvári , Venkatesh Saligrama

We investigate the regret-minimisation problem in a multi-armed bandit setting with arbitrary corruptions. Similar to the classical setup, the agent receives rewards generated independently from the distribution of the arm chosen at each…

Machine Learning · Statistics 2023-09-29 Shubhada Agrawal , Timothée Mathieu , Debabrota Basu , Odalric-Ambrym Maillard