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In a linear stochastic bandit model, each arm is a vector in an Euclidean space and the observed return at each time step is an unknown linear function of the chosen arm at that time step. In this paper, we investigate the problem of…

Machine Learning · Computer Science 2019-10-25 Qiyu Kang , Wee Peng Tay

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

We consider a fully decentralized multi-player stochastic multi-armed bandit setting where the players cannot communicate with each other and can observe only their own actions and rewards. The environment may appear differently to…

Machine Learning · Computer Science 2021-12-30 Akshayaa Magesh , Venugopal V. Veeravalli

In this paper we examine the effectiveness of five mathematical models used to predict the outcomes of amateur darts games. These models not only predict the outcomes at the start of the game, but also update their estimations as the game…

Applications · Statistics 2025-11-19 Ayham Makhamra , Yelyzaveta Satynska , Michael Weselcouch

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. These utilities are unknown to the players. In each turn…

Computer Science and Game Theory · Computer Science 2020-08-24 Ilai Bistritz , Tavor Z. Baharav , Amir Leshem , Nicholas Bambos

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

Machine Learning · Statistics 2022-06-07 Wei Huang , Richard Combes , Cindy Trinh

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

Machine Learning · Computer Science 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…

Machine Learning · Computer Science 2018-03-29 Yuval Dagan , Koby Crammer

The crossing resolution of a non-planar drawing of a graph is the value of the minimum angle formed by any pair of crossing edges. Recent experiments have shown that the larger the crossing resolution is, the easier it is to read and…

Data Structures and Algorithms · Computer Science 2018-09-03 Michael A. Bekos , Henry Förster , Christian Geckeler , Lukas Holländer , Michael Kaufmann , Amadäus M. Spallek , Jan Splett

The article presents research on the use of Monte-Carlo Tree Search (MCTS) methods to create an artificial player for the popular card game "The Lord of the Rings". The game is characterized by complicated rules, multi-stage round…

Machine Learning · Computer Science 2021-09-27 Konrad Godlewski , Bartosz Sawicki

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

This article investigates the influence of luck and strategic considerations on performance of teams participating in the M6 investment challenge. We find that there is insufficient evidence to suggest that the extreme Sharpe ratios…

Portfolio Management · Quantitative Finance 2024-12-09 Filip Staněk

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

There are 134,459 distinct initial hands at the video poker game Jacks or Better, taking suit exchangeability into account. A computer program can determine the optimal strategy (i.e., which cards to hold) for each such hand, but a complete…

Optimization and Control · Mathematics 2020-02-24 S. N. Ethier , John Jungtae Kim , Jiyeon Lee

To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…

Machine Learning · Statistics 2026-01-01 Rafael Hanashiro , Patrick Jaillet

Flip a coin repeatedly, and stop whenever you want. Your payoff is the proportion of heads, and you wish to maximize this payoff in expectation. This so-called Chow-Robbins game is amenable to computer analysis, but while simple-minded…

Probability · Mathematics 2012-01-04 Olle Häggström , Johan Wästlund

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos

We introduce a general class of algorithms and supply a number of general results useful for analysing these algorithms when applied to regular graphs of large girth. As a result, we can transfer a number of results proved for random…

Combinatorics · Mathematics 2017-03-06 Carlos Hoppen , Nicholas Wormald

We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…

Machine Learning · Computer Science 2026-05-05 Amir Leshem

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