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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

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

Extracting actionable intelligence from distributed, heterogeneous, correlated and high-dimensional data sources requires run-time processing and learning both locally and globally. In the last decade, a large number of meta-learning…

Machine Learning · Computer Science 2016-11-01 Cem Tekin , Jinsung Yoon , Mihaela van der Schaar

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…

Machine Learning · Statistics 2021-09-10 Sujay Bhatt , Ping Li , Gennady Samorodnitsky

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

Stochastic multi-agent multi-armed bandits typically assume that the rewards from each arm follow a fixed distribution, regardless of which agent pulls the arm. However, in many real-world settings, rewards can depend on the sensitivity of…

Multiagent Systems · Computer Science 2024-08-08 Lucia Gordon , Esther Rolf , Milind Tambe

What can an agent learn in a stochastic Multi-Armed Bandit (MAB) problem from a dataset that contains just a single sample for each arm? Surprisingly, in this work, we demonstrate that even in such a data-starved setting it may still be…

Machine Learning · Computer Science 2024-02-27 Ruiqi Zhang , Yuexiang Zhai , Andrea Zanette

Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…

Machine Learning · Computer Science 2020-09-17 Arun Verma , Manjesh K. Hanawal , Nandyala Hemachandra

WiFi densification leads to the existence of multiple overlapping coverage areas, which allows user stations (STAs) to choose between different Access Points (APs). The standard WiFi association method makes the STAs select the AP with the…

Networking and Internet Architecture · Computer Science 2020-05-29 Marc Carrascosa , Boris Bellalta

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

Automated algorithm selection and hyperparameter tuning facilitates the application of machine learning. Traditional multi-armed bandit strategies look to the history of observed rewards to identify the most promising arms for optimizing…

Machine Learning · Computer Science 2020-05-29 Mischa Schmidt , Julia Gastinger , Sébastien Nicolas , Anett Schülke

Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…

Machine Learning · Computer Science 2026-05-28 Yanlin Qu , Hongseok Namkoong , Assaf Zeevi

Thompson sampling has proven effective across a wide range of stationary bandit environments. However, as we demonstrate in this paper, it can perform poorly when applied to non-stationary environments. We attribute such failures to the…

Machine Learning · Computer Science 2025-05-06 Yueyang Liu , Xu Kuang , Benjamin Van Roy

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…

Machine Learning · Computer Science 2017-10-09 Qiang Ha

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 · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

Machine Learning · Computer Science 2017-05-02 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

Non-stationary multi-armed bandits (NS-MABs) model sequential decision-making problems in which the expected rewards of a set of actions, a.k.a.~arms, evolve over time. In this paper, we fill a gap in the literature by providing a novel…

Machine Learning · Statistics 2025-06-17 Marco Fiandri , Alberto Maria Metelli , Francesco Trovò

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Hiba Dakdouk , Mohamed Sana , Mattia Merluzzi
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