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We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Multi-armed bandit (MAB) algorithms are efficient approaches to reduce the opportunity cost of online experimentation and are used by companies to find the best product from periodically refreshed product catalogs. However, these algorithms…

Machine Learning · Computer Science 2024-12-19 Mohsen Bayati , Junyu Cao , Wanning Chen

In this paper, we provide the first investigation into adaptive combinatorial experimental design, focusing on the trade-off between regret minimization and statistical power in combinatorial multi-armed bandits (CMAB). While minimizing…

Machine Learning · Computer Science 2026-03-02 Hongrui Xie , Junyu Cao , Kan Xu

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

Machine Learning · Computer Science 2026-05-11 Ishank Juneja , Carlee Joe-Wong , Osman Yağan

Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…

Machine Learning · Statistics 2024-10-07 Changxiao Cai , Jiacheng Zhang

Multi-objective bandits have attracted increasing attention for their broad applicability, with \(d\)-dimensional reward vectors inducing Pareto regret. There has been a subtle debate over whether this added structure makes the problem…

Machine Learning · Computer Science 2026-05-08 Changkun Guan , Mengfan Xu

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Machine Learning · Statistics 2018-03-13 Eralp Turğay , Doruk Öner , Cem Tekin

Multi-objective optimization (MOO) is a prevalent challenge for Deep Learning, however, there exists no scalable MOO solution for truly deep neural networks. Prior work either demand optimizing a new network for every point on the Pareto…

Machine Learning · Computer Science 2021-10-15 Michael Ruchte , Josif Grabocka

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Machine Learning · Computer Science 2026-04-20 Pedro R. Pires , Gregorio F. Azevedo , Pietro L. Campos , Rafael T. Sereicikas , Tiago A. Almeida

In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Rémy Degenne , Emilie Kaufmann , Alberto Maria Metelli , Marcello Restelli

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…

Machine Learning · Computer Science 2021-10-01 Marco Gabrielli , Francesco Trovò , Manuela Antonelli

The multi objective bandit setting has traditionally been regarded as more complex than the single objective case, as multiple objectives must be optimized simultaneously. In contrast to this prevailing view, we demonstrate that when…

Machine Learning · Statistics 2026-02-16 Heesang Ann , Min-hwan Oh