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We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

Machine Learning · Statistics 2022-06-07 Wei Huang , Richard Combes , Cindy Trinh

In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

Machine Learning · Statistics 2022-03-16 Zhenlin Wang , Jonathan Scarlett

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

Various approaches have emerged for multi-armed bandits in distributed systems. The multiplayer dueling bandit problem, common in scenarios with only preference-based information like human feedback, introduces challenges related to…

Machine Learning · Computer Science 2025-04-24 Or Raveh , Junya Honda , Masashi Sugiyama

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

Machine Learning · Computer Science 2017-05-15 Djallel Bouneffouf , Raphaël Feraud

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Gergely Neu , Michal Valko

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

In this work we explore multi-arm bandit streaming model, especially in cases where the model faces resource bottleneck. We build over existing algorithms conditioned by limited arm memory at any instance of time. Specifically, we improve…

Machine Learning · Computer Science 2021-12-14 Santanu Rathod

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

Machine Learning · Computer Science 2022-07-13 Ilya Osadchiy , Kfir Y. Levy , Ron Meir

We present an efficient and generalised procedure to accurately identify the best (or near best) performing algorithm for each sub-task in a multi-problem domain. Our approach treats this as a set of best arm identification problems for…

Machine Learning · Computer Science 2026-04-22 Matthew Stephenson , Alex Newcombe , Eric Piette , Dennis Soemers

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Machine Learning · Computer Science 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…

Optimization and Control · Mathematics 2011-02-16 Haoyang Liu , Keqin Liu , Qing Zhao