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We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Machine Learning · Computer Science 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

In this paper, we provide the first investigation into adaptive combinatorial experimental design, focusing on the trade-off between regret minimization and statistical power in combinatorial multi-armed bandits (CMAB). While minimizing…

Machine Learning · Computer Science 2026-03-02 Hongrui Xie , Junyu Cao , Kan Xu

We study how the regret guarantees of nonstochastic multi-armed bandits can be improved, if the effective range of the losses in each round is small (e.g. the maximal difference between two losses in a given round). Despite a recent…

Machine Learning · Computer Science 2020-01-03 Nicolò Cesa-Bianchi , Ohad Shamir

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based…

Machine Learning · Statistics 2015-06-30 Junpei Komiyama , Junya Honda , Hisashi Kashima , Hiroshi Nakagawa

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

Machine Learning · Computer Science 2024-11-14 Dorian Baudry , Kazuya Suzuki , Junya Honda

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

Machine Learning · Computer Science 2015-07-20 Aleksandr Vorobev , Gleb Gusev

We investigate the regret-minimisation problem in a multi-armed bandit setting with arbitrary corruptions. Similar to the classical setup, the agent receives rewards generated independently from the distribution of the arm chosen at each…

Machine Learning · Statistics 2023-09-29 Shubhada Agrawal , Timothée Mathieu , Debabrota Basu , Odalric-Ambrym Maillard

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an…

Machine Learning · Computer Science 2026-05-04 Akram Erraqabi , Alessandro Lazaric , Michal Valko , Emma Brunskill , Yun-En Liu

Recent works have shown that agents facing independent instances of a stochastic $K$-armed bandit can collaborate to decrease regret. However, these works assume that each agent always recommends their individual best-arm estimates to other…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Sanjay Shakkottai , R. Srikant

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

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

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…

Machine Learning · Computer Science 2026-04-02 Fateme Jamshidi , Mohammad Shahverdikondori , Negar Kiyavash

We study the impact of sharing exploration in multi-armed bandits in a grouped setting where a set of groups have overlapping feasible action sets [Baek and Farias '24]. In this grouped bandit setting, groups share reward observations, and…

Machine Learning · Computer Science 2025-06-13 Moïse Blanchard , Vineet Goyal

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

Machine Learning · Statistics 2018-12-14 Lai Wei , Vaibhav Srivastava

We study a cooperative multi-agent multi-armed bandits with M agents and K arms. The goal of the agents is to minimized the cumulative regret. We adapt a traditional Thompson Sampling algoirthm under the distributed setting. However, with…

Artificial Intelligence · Computer Science 2021-09-10 Jing Dong , Tan Li , Shaolei Ren , Linqi Song

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

Machine Learning · Computer Science 2025-04-23 Xuchuang Wang , Qirun Zeng , Jinhang Zuo , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Adam Wierman