Related papers: Multi-agent Multi-armed Bandits with Minimum Rewar…

A general framework of personalized federated multi-armed bandits (PF-MAB) is proposed, which is a new bandit paradigm analogous to the federated learning (FL) framework in supervised learning and enjoys the features of FL with…

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…

The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

We consider combinatorial semi-bandits over a set of arms ${\cal X} \subset \{0,1\}^d$ where rewards are uncorrelated across items. For this problem, the algorithm ESCB yields the smallest known regret bound $R(T) = {\cal O}\Big( {d (\ln…

In this paper, we propose a constant word (RAM model) algorithm for regret minimisation for both finite and infinite Stochastic Multi-Armed Bandit (MAB) instances. Most of the existing regret minimisation algorithms need to remember the…

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

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…

In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizing the expected return itself, which is the objective in the…

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant $\nu_{p}$ for $1<p\leq2$. First, we propose a novel robust estimator which does not require $\nu_{p}$…

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

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…

In this paper, we investigate a variant of the classical stochastic Multi-armed Bandit (MAB) problem, where the payoff received by an agent (either cost or reward) is both delayed, and directly corresponds to the magnitude of the delay.…

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…