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Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

Machine Learning · Computer Science 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

Machine Learning · Computer Science 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

The success of many healthcare programs depends on participants' adherence. We consider the problem of scheduling interventions in low resource settings (e.g., placing timely support calls from health workers) to increase adherence and/or…

Artificial Intelligence · Computer Science 2023-05-23 Panayiotis Danassis , Shresth Verma , Jackson A. Killian , Aparna Taneja , Milind Tambe

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Machine Learning · Computer Science 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

This study introduces ContextWIN, a novel architecture that extends the Neural Whittle Index Network (NeurWIN) model to address Restless Multi-Armed Bandit (RMAB) problems with a context-aware approach. By integrating a mixture of experts…

Machine Learning · Computer Science 2024-10-15 Zhanqiu Guo , Wayne Wang

We consider nonstationary multi-armed bandit problems where the model parameters of the arms change over time. We introduce the adaptive resetting bandit (ADR-bandit), a bandit algorithm class that leverages adaptive windowing techniques…

Machine Learning · Statistics 2023-10-27 Junpei Komiyama , Edouard Fouché , Junya Honda

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

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

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

Recognizing implicit visual and textual patterns is essential in many real-world applications of modern AI. However, tackling long-tail pattern recognition tasks remains challenging for current pre-trained foundation models such as LLMs and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Minxue Tang , Yangyang Yu , Aolin Ding , Maziyar Baran Pouyan , Taha Belkhouja , Yujia Bao

Large language models (LLMs) have become powerful and widely used systems for language understanding and generation, while multi-armed bandit (MAB) algorithms provide a principled framework for adaptive decision-making under uncertainty.…

Computation and Language · Computer Science 2026-03-10 Siguang Chen , Chunli Lv , Miao Xie

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the…

Machine Learning · Computer Science 2026-04-02 Gabriel Turinici

Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…

Machine Learning · Computer Science 2026-02-18 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Anastasiia Soboleva

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji
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