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Related papers: Pure Exploration in Asynchronous Federated Bandits

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This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Machine Learning · Computer Science 2020-06-23 Julian Katz-Samuels , Lalit Jain , Zohar Karnin , Kevin Jamieson

We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we…

Machine Learning · Computer Science 2021-10-26 Yuko Kuroki , Liyuan Xu , Atsushi Miyauchi , Junya Honda , Masashi Sugiyama

The target of $\mathcal{X}$-armed bandit problem is to find the global maximum of an unknown stochastic function $f$, given a finite budget of $n$ evaluations. Recently, $\mathcal{X}$-armed bandits have been widely used in many situations.…

Machine Learning · Statistics 2015-10-27 Cheng Chen , Shuang Liu , Zhihua Zhang , Wu-Jun Li

Bandit algorithms have garnered significant attention due to their practical applications in real-world scenarios. However, beyond simple settings such as multi-arm or linear bandits, optimal algorithms remain scarce. Notably, no optimal…

Machine Learning · Statistics 2025-02-10 Eduardo Ochoa Rivera , Ambuj Tewari

Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…

Machine Learning · Computer Science 2026-02-05 Udvas Das , Debabrota Basu

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

This work establishes the first framework of federated $\mathcal{X}$-armed bandit, where different clients face heterogeneous local objective functions defined on the same domain and are required to collaboratively figure out the global…

Machine Learning · Statistics 2023-05-16 Wenjie Li , Qifan Song , Jean Honorio , Guang Lin

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Machine Learning · Computer Science 2023-11-06 Chuanhao Li , Chong Liu , Yu-Xiang Wang

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 recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…

Machine Learning · Computer Science 2025-10-01 Jingqi Fan , Canzhe Zhao , Shuai Li , Siwei Wang

This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…

Information Theory · Computer Science 2007-10-09 Lifeng Lai , Hesham El Gamal , Hai Jiang , H. Vincent Poor

Federated learning has emerged as an innovative paradigm of collaborative machine learning. Unlike conventional machine learning, a global model is collaboratively learned while data remains distributed over a tremendous number of client…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Sangmin Bae , Jin-woo Lee , Seyoung Yun

Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly…

Machine Learning · Computer Science 2023-08-30 Yuko Kuroki , Junya Honda , Masashi Sugiyama

We study the pure exploration problem subject to a matroid constraint (Best-Basis) in a stochastic multi-armed bandit game. In a Best-Basis instance, we are given $n$ stochastic arms with unknown reward distributions, as well as a matroid…

Machine Learning · Computer Science 2016-05-26 Lijie Chen , Anupam Gupta , Jian Li

In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…

Machine Learning · Computer Science 2023-03-17 Yihan Du , Wei Chen , Yuko Kuroki , Longbo Huang

Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…

Machine Learning · Statistics 2019-06-26 Rémy Degenne , Wouter M. Koolen , Pierre Ménard

We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…

Machine Learning · Computer Science 2023-06-06 Xiao-Yue Gong , Mark Sellke

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović