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We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

We consider the problem where $N$ agents collaboratively interact with an instance of a stochastic $K$ arm bandit problem for $K \gg N$. The agents aim to simultaneously minimize the cumulative regret over all the agents for a total of $T$…

Machine Learning · Computer Science 2021-02-18 Mridul Agarwal , Vaneet Aggarwal , Kamyar Azizzadenesheli

Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…

Machine Learning · Computer Science 2023-07-04 Vahid Balazadeh , Abir De , Adish Singla , Manuel Gomez-Rodriguez

When deployed in the world, a learning agent such as a recommender system or a chatbot often repeatedly interacts with another learning agent (such as a user) over time. In many such two-agent systems, each agent learns separately and the…

Machine Learning · Computer Science 2024-06-24 Kate Donahue , Nicole Immorlica , Meena Jagadeesan , Brendan Lucier , Aleksandrs Slivkins

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

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

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

Multi-agent systems (MAS) are central to applications such as swarm robotics and traffic routing, where agents must coordinate in a decentralized manner to achieve a common objective. Stochastic Shortest Path (SSP) problems provide a…

Machine Learning · Computer Science 2025-12-16 Utkarsh U. Chavan , Prashant Trivedi , Nandyala Hemachandra

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

Preventing collisions in multi-robot navigation is crucial for deployment. This requirement hinders the use of learning-based approaches, such as multi-agent reinforcement learning (MARL), on their own due to their lack of safety…

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

Machine Learning · Computer Science 2019-06-11 Hossein Aboutalebi , Doina Precup , Tibor Schuster

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Machine Learning · Statistics 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

Machine Learning · Computer Science 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…

Machine Learning · Computer Science 2022-02-24 Cenk Baykal , Lucas Liebenwein , Dan Feldman , Daniela Rus

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

We consider a policy gradient algorithm applied to a finite-arm bandit problem with Bernoulli rewards. We allow learning rates to depend on the current state of the algorithm, rather than use a deterministic time-decreasing learning rate.…

Machine Learning · Computer Science 2021-09-24 Denis Denisov , Neil Walton

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan