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Related papers: Adversarial Bandits with Multi-User Delayed Feedba…

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Conducting experiments with objectives that take significant delays to materialize (e.g. conversions, add-to-cart events, etc.) is challenging. Although the classical "split sample testing" is still valid for the delayed feedback, the…

Information Retrieval · Computer Science 2022-02-03 Zenan Wang , Carlos Carrion , Xiliang Lin , Fuhua Ji , Yongjun Bao , Weipeng Yan

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

Artificial Intelligence · Computer Science 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen

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

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

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

Information Retrieval · Computer Science 2021-08-23 Ding Xiang , Becky West , Jiaqi Wang , Xiquan Cui , Jinzhou Huang

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 present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al.…

Machine Learning · Computer Science 2019-11-20 Tobias Sommer Thune , Nicolò Cesa-Bianchi , Yevgeny Seldin

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

Machine Learning · Computer Science 2021-05-11 Jinhang Zuo , Carlee Joe-Wong

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

Machine Learning · Computer Science 2025-10-21 Ofir Schlisselberg , Tal Lancewicki , Peter Auer , Yishay Mansour

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane