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Related papers: Improved Algorithms for Adversarial Bandits with U…

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We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

Machine Learning · Computer Science 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multi-armed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low RKHS…

Machine Learning · Computer Science 2015-03-13 Niranjan Srinivas , Andreas Krause , Sham M. Kakade , Matthias Seeger

We study small-loss bounds for adversarial multi-armed bandits with graph feedback, that is, adaptive regret bounds that depend on the loss of the best arm or related quantities, instead of the total number of rounds. We derive the first…

Machine Learning · Computer Science 2020-06-24 Chung-Wei Lee , Haipeng Luo , Mengxiao Zhang

Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains…

Machine Learning · Statistics 2021-11-02 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

Machine Learning · Computer Science 2026-01-19 Ilgam Latypov , Alexandra Suvorikova , Alexey Kroshnin , Alexander Gasnikov , Yuriy Dorn

We consider an extension to the restless multi-armed bandit (RMAB) problem with unknown arm dynamics, where an unknown exogenous global Markov process governs the rewards distribution of each arm. Under each global state, the rewards…

Machine Learning · Computer Science 2022-10-11 Tomer Gafni , Michal Yemini , Kobi Cohen

We consider the combinatorial volatile Gaussian process (GP) semi-bandit problem. Each round, an agent is provided a set of available base arms and must select a subset of them to maximize the long-term cumulative reward. We study the…

Machine Learning · Computer Science 2025-02-13 Jack Sandberg , Niklas Åkerblom , Morteza Haghir Chehreghani

We consider an extension to the restless multi-armed bandit (RMAB) problem with unknown arm dynamics, where an unknown exogenous global Markov process governs the rewards distribution of each arm. Under each global state, the rewards…

Machine Learning · Computer Science 2023-01-04 Tomer Gafni , Michal Yemini , Kobi Cohen

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

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

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

Machine Learning · Computer Science 2024-11-14 Dorian Baudry , Kazuya Suzuki , Junya Honda

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

This paper is devoted to regret lower bounds in the classical model of stochastic multi-armed bandit. A well-known result of Lai and Robbins, which has then been extended by Burnetas and Katehakis, has established the presence of a…

Machine Learning · Statistics 2011-12-19 Antoine Salomon , Jean-Yves Audibert , Issam El Alaoui

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

Machine Learning · Computer Science 2025-10-13 Di Zhang

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

Machine Learning · Computer Science 2026-05-04 Zichun Ye , Runqi Wang , Xuchuang Wang , Xutong Liu , Shuai Li , Mohammad Hajiesmaili
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