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Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…

Machine Learning · Computer Science 2026-04-02 Jiabin Lin , Shana Moothedath

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

Machine Learning · Computer Science 2023-09-06 Haolin Liu , Chen-Yu Wei , Julian Zimmert

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

We consider the problem of asynchronous online combinatorial optimization on a network of communicating agents. At each time step, some of the agents are stochastically activated, requested to make a prediction, and the system pays the…

Machine Learning · Computer Science 2021-02-10 Riccardo Della Vecchia , Tommaso Cesari

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

Heavy-tailed bandits have been extensively studied since the seminal work of \citet{Bubeck2012BanditsWH}. In particular, heavy-tailed linear bandits, enabling efficient learning with both a large number of arms and heavy-tailed noises, have…

Machine Learning · Computer Science 2025-08-20 Canzhe Zhao , Shinji Ito , Shuai Li

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee

We introduce a novel framework called combinatorial logistic bandits (CLogB), where in each round, a subset of base arms (called the super arm) is selected, with the outcome of each base arm being binary and its expectation following a…

Machine Learning · Computer Science 2025-05-15 Xutong Liu , Xiangxiang Dai , Xuchuang Wang , Mohammad Hajiesmaili , John C. S. Lui

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

Machine Learning · Computer Science 2023-03-17 Weitong Zhang , Jiafan He , Zhiyuan Fan , Quanquan Gu

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Machine Learning · Computer Science 2016-02-25 Tor Lattimore

We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…

Machine Learning · Computer Science 2026-03-30 Zhuoyu Cheng , Kohei Hatano , Eiji Takimoto

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

Machine Learning · Computer Science 2023-02-27 Shinji Ito , Kei Takemura

We study linear dueling bandits in volatile environments characterized by the simultaneous presence of post-serving contexts, delayed feedback, and adversarial corruption. Feedback is subject to unknown stochastic or adversarial delays and…

Machine Learning · Computer Science 2026-05-20 Youngmin Oh

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

Machine Learning · Computer Science 2015-10-20 Huasen Wu , R. Srikant , Xin Liu , Chong Jiang

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

In this paper, we study a linear bandit optimization problem in a federated setting where a large collection of distributed agents collaboratively learn a common linear bandit model. Standard federated learning algorithms applied to this…

Machine Learning · Computer Science 2022-04-05 Ali Jadbabaie , Haochuan Li , Jian Qian , Yi Tian

In this paper, we study \emph{Federated Bandit}, a decentralized Multi-Armed Bandit problem with a set of $N$ agents, who can only communicate their local data with neighbors described by a connected graph $G$. Each agent makes a sequence…

Machine Learning · Computer Science 2021-04-08 Zhaowei Zhu , Jingxuan Zhu , Ji Liu , Yang Liu