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The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+\epsilon,…

Machine Learning · Statistics 2012-09-11 Sébastien Bubeck , Nicolò Cesa-Bianchi , Gábor Lugosi

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Machine Learning · Computer Science 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

Machine Learning · Computer Science 2025-06-12 Jingxuan Zhu , Alec Koppel , Alvaro Velasquez , Ji Liu

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

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

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this work, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Rémi Munos , Branislav Kveton , Shipra Agrawal , Michal Valko

We study a new type of K-armed bandit problem where the expected return of one arm may depend on the returns of other arms. We present a new algorithm for this general class of problems and show that under certain circumstances it is…

Machine Learning · Computer Science 2014-11-12 Tor Lattimore , Remi Munos

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

A stochastic multi-armed bandit problem with side information on the similarity and dissimilarity across different arms is considered. The action space of the problem can be represented by a unit interval graph (UIG) where each node…

Machine Learning · Computer Science 2019-09-04 Xiao Xu , Sattar Vakili , Qing Zhao , Ananthram Swami

We study the stochastic combinatorial semi-bandit problem with unrestricted feedback delays under merit-based fairness constraints. This is motivated by applications such as crowdsourcing, and online advertising, where immediate feedback is…

Machine Learning · Computer Science 2024-07-30 Ziqun Chen , Kechao Cai , Zhuoyue Chen , Jinbei Zhang , John C. S. Lui

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Machine Learning · Computer Science 2018-05-23 Ruida Zhou , Chao Gan , Jing Yan , Cong Shen

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

Machine Learning · Computer Science 2021-09-27 Ke Li , Yun Yang , Naveen N. Narisetty

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

Machine Learning · Computer Science 2022-06-02 Giulia Romano , Andrea Agostini , Francesco Trovò , Nicola Gatti , Marcello Restelli

We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…

Machine Learning · Computer Science 2018-07-12 Subhojyoti Mukherjee , K. P. Naveen , Nandan Sudarsanam , Balaraman Ravindran

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

Machine Learning · Computer Science 2020-05-05 Matthieu Jedor , Jonathan Louedec , Vianney Perchet