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Cooperative multi-agent systems often face tasks that require coordinated actions under uncertainty. While multi-armed bandit (MAB) problems provide a powerful framework for decentralized learning, most prior work assumes individually…

Multiagent Systems · Computer Science 2025-06-23 Michael Ledford , William Regli

In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…

Machine Learning · Computer Science 2024-10-16 Eren Ozbay , Vijay Kamble

This paper considers two fundamental sequential decision-making problems: the problem of prediction with expert advice and the multi-armed bandit problem. We focus on stochastic regimes in which an adversary may corrupt losses, and we…

Machine Learning · Statistics 2021-09-24 Shinji Ito

With the increasing importance of data sharing for collaboration and innovation, it is becoming more important to ensure that data is managed and shared in a secure and trustworthy manner. Data governance is a common approach to managing…

Machine Learning · Computer Science 2025-10-29 Amir Jaberzadeh , Ajay Kumar Shrestha , Faijan Ahamad Khan , Mohammed Afaan Shaikh , Bhargav Dave , Jason Geng

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

Multi-armed bandit algorithms are fundamental tools for sequential decision-making under uncertainty, with widespread applications across domains such as clinical trials and personalized decision-making. As bandit algorithms are…

Machine Learning · Computer Science 2025-08-07 Dhruv Sarkar , Nishant Pandey , Sayak Ray Chowdhury

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

Machine Learning · Computer Science 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Information Theory · Computer Science 2021-01-13 Meghana Bande , Akshayaa Magesh , Venugopal V. Veeravalli

Algorand is a recent, open-source public or permissionless blockchain system that employs a novel proof-of-stake byzantine consensus protocol to efficiently scale the distributed transaction agreement problem to billions of users. In…

Cryptography and Security · Computer Science 2019-11-11 Mehdi Fooladgar , Mohammad Hossein Manshaei , Murtuza Jadliwala , Mohammad Ashiqur Rahman

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

Machine Learning · Computer Science 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

We consider a decentralized stochastic multi-armed bandit problem with multiple players. Each player aims to maximize his/her own reward by pulling an arm. The arms give rewards based on i.i.d. stochastic Bernoulli distributions. Players…

Machine Learning · Computer Science 2017-12-05 Noyan Evirgen , Alper Kose , Hakan Gokcesu

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…

Machine Learning · Computer Science 2018-11-06 Siwei Wang , Longbo Huang

Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

Machine Learning · Computer Science 2019-09-02 Chao Tao , Qin Zhang , Yuan Zhou

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

Machine Learning · Computer Science 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

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

We study a new stochastic multi-player multi-armed bandits (MP-MAB) problem, where the reward distribution changes if a collision occurs on the arm. Existing literature always assumes a zero reward for involved players if collision happens,…

Information Theory · Computer Science 2021-09-01 Chengshuai Shi , Cong Shen

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

Machine Learning · Computer Science 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant
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