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This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting. However, the…

Machine Learning · Computer Science 2026-03-03 Kaixuan Ji , Qingyue Zhao , Heyang Zhao , Qiwei Di , Quanquan Gu

Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains…

Machine Learning · Statistics 2021-11-02 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

The upper confidence bound (UCB) policy is recognized as an order-optimal solution for the classical total-reward bandit problem. While similar UCB-based approaches have been applied to the max bandit problem, which aims to maximize the…

Machine Learning · Statistics 2024-11-04 Nobuaki Kikkawa , Hiroshi Ohno

We study the linear contextual bandit problem with finite action sets. When the problem dimension is $d$, the time horizon is $T$, and there are $n \leq 2^{d/2}$ candidate actions per time period, we (1) show that the minimax expected…

Machine Learning · Statistics 2020-08-20 Yingkai Li , Yining Wang , Yuan Zhou

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Shreyas Chaudhari , Gauri Joshi , Osman Yağan

We present a formal model of human decision-making in explore-exploit tasks using the context of multi-armed bandit problems, where the decision-maker must choose among multiple options with uncertain rewards. We address the standard…

Machine Learning · Computer Science 2019-12-23 Paul Reverdy , Vaibhav Srivastava , Naomi E. Leonard

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

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

Machine Learning · Statistics 2021-02-17 Rajat Sen , Alexander Rakhlin , Lexing Ying , Rahul Kidambi , Dean Foster , Daniel Hill , Inderjit Dhillon

Hyperdimensional Computing (HDC), also known as Vector Symbolic Architectures, is a computing paradigm that combines the strengths of symbolic reasoning with the efficiency and scalability of distributed connectionist models in artificial…

Machine Learning · Computer Science 2025-01-29 Marco Angioli , Antonello Rosato , Marcello Barbirotta , Rocco Martino , Francesco Menichelli , Mauro Olivieri

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

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

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

Machine Learning · Computer Science 2023-03-27 Yikun Ban , Jingrui He

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems. The majority of prior work typically studies and solves individual MAB and CMAB in isolation for a given problem and associated data.…