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Related papers: Quantile Multi-Armed Bandits with 1-bit Feedback

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This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

Machine Learning · Statistics 2022-04-07 Aymen Al Marjani , Tomáš Kocák , Aurélien Garivier

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

We study the Stochastic Multi-armed Bandit problem under bounded arm-memory. In this setting, the arms arrive in a stream, and the number of arms that can be stored in the memory at any time, is bounded. The decision-maker can only pull…

Machine Learning · Computer Science 2020-12-10 Arnab Maiti , Vishakha Patil , Arindam Khan

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Machine Learning · Computer Science 2015-09-29 Manjesh K. Hanawal , Amir Leshem , Venkatesh Saligrama

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

Machine Learning · Computer Science 2023-11-09 Wei Wang , Sattar Vakili , Ilija Bogunovic

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

Machine Learning · Computer Science 2020-07-17 Nadav Merlis , Shie Mannor

We study a multi-objective multi-armed bandit problem in a dynamic environment. The problem portrays a decision-maker that sequentially selects an arm from a given set. If selected, each action produces a reward vector, where every element…

Machine Learning · Computer Science 2023-02-14 Amir Rezaei Balef , Setareh Maghsudi

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

Machine Learning · Statistics 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh

We study the fixed-confidence best-arm identification problem in unimodal bandits, in which the means of the arms increase with the index of the arm up to their maximum, then decrease. We derive two lower bounds on the stopping time of any…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Marc Jourdan , Emilie Kaufmann , Rémy Degenne

We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we…

Machine Learning · Computer Science 2021-10-26 Yuko Kuroki , Liyuan Xu , Atsushi Miyauchi , Junya Honda , Masashi Sugiyama

In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…

Machine Learning · Statistics 2023-07-03 Rémy Degenne

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

Machine Learning · Computer Science 2024-01-26 Emil Carlsson , Debabrota Basu , Fredrik D. Johansson , Devdatt Dubhashi

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

Machine Learning · Computer Science 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

Machine Learning · Computer Science 2019-01-28 Lawrence Chan , Dylan Hadfield-Menell , Siddhartha Srinivasa , Anca Dragan

In the Best-$k$-Arm problem, we are given $n$ stochastic bandit arms, each associated with an unknown reward distribution. We are required to identify the $k$ arms with the largest means by taking as few samples as possible. In this paper,…

Machine Learning · Computer Science 2017-02-15 Lijie Chen , Jian Li , Mingda Qiao

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized…

Machine Learning · Statistics 2019-02-26 Daniel T. Zhang , Young Hun Jung , Ambuj Tewari

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…

Machine Learning · Computer Science 2023-06-16 Shubhada Agrawal , Sandeep Juneja , Karthikeyan Shanmugam , Arun Sai Suggala

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