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When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Machine Learning · Computer Science 2026-02-10 Yilun Chen , Jiaqi Lu

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…

Machine Learning · Statistics 2024-10-07 Changxiao Cai , Jiacheng Zhang

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…

Machine Learning · Computer Science 2019-11-12 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman , Adam N. Letchford

A cellular-connected unmanned aerial vehicle (UAV)faces several key challenges concerning connectivity and energy efficiency. Through a learning-based strategy, we propose a general novel multi-armed bandit (MAB) algorithm to reduce…

Information Theory · Computer Science 2020-09-22 M. Mahdi Azari , Atefeh Hajijamali Arani , Fernando Rosas

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…

Machine Learning · Computer Science 2022-04-28 Francesco Pase , Deniz Gündüz , Michele Zorzi

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

Machine Learning · Computer Science 2019-10-14 Siddhant Garg , Aditya Kumar Akash

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…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

Multi-armed bandit (MAB) problems serve as a fundamental building block for more complex reinforcement learning algorithms. However, evaluating and comparing MAB algorithms remains challenging due to the lack of standardized conditions and…

Machine Learning · Computer Science 2025-11-03 Elise Wolf

We study the multi-fidelity multi-armed bandit (MF-MAB), an extension of the canonical multi-armed bandit (MAB) problem. MF-MAB allows each arm to be pulled with different costs (fidelities) and observation accuracy. We study both the best…

Machine Learning · Computer Science 2023-06-14 Xuchuang Wang , Qingyun Wu , Wei Chen , John C. S. Lui

We study the problem of selecting large language models (LLMs) for user queries in settings where multiple LLM providers submit the cost of solving a query. From the users' perspective, choosing an optimal model is a sequential,…

Computer Science and Game Theory · Computer Science 2026-02-17 Pronoy Patra , Sankarshan Damle , Manisha Padala , Sujit Gujar

Restless Multi-Armed Bandits (RMAB) is an apt model to represent decision-making problems in public health interventions (e.g., tuberculosis, maternal, and child care), anti-poaching planning, sensor monitoring, personalized recommendations…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

Multi-arm bandit (MAB) and stochastic linear bandit (SLB) are important models in reinforcement learning, and it is well-known that classical algorithms for bandits with time horizon $T$ suffer $\Omega(\sqrt{T})$ regret. In this paper, we…

Machine Learning · Computer Science 2022-05-31 Zongqi Wan , Zhijie Zhang , Tongyang Li , Jialin Zhang , Xiaoming Sun

We study the stochastic Multi-Armed Bandit (MAB) problem under worst-case regret and heavy-tailed reward distribution. We modify the minimax policy MOSS for the sub-Gaussian reward distribution by using saturated empirical mean to design a…

Machine Learning · Statistics 2020-11-19 Lai Wei , Vaibhav Srivastava

We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…

Machine Learning · Statistics 2012-04-10 Wassim Jouini , Christophe Moy

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

In human-computer interaction applications like hand gesture recognition, supervised learning models are often trained on a large population of users to achieve high task accuracy. However, due to individual variability in sensor signals…

Human-Computer Interaction · Computer Science 2025-09-12 Duke Lin , Michael Paskett , Ying Yang

We consider the Adversarial Multi-Armed Bandits (MAB) problem with unbounded losses, where the algorithms have no prior knowledge on the sizes of the losses. We present UMAB-NN and UMAB-G, two algorithms for non-negative and general…

Machine Learning · Statistics 2023-10-04 Mingyu Chen , Xuezhou Zhang