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We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

Machine Learning · Computer Science 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…

Machine Learning · Computer Science 2022-04-29 Zongqi Wan , Xiaoming Sun , Jialin Zhang

We study the adversarial multi-armed bandit problem in a setting where the player incurs a unit cost each time he switches actions. We prove that the player's $T$-round minimax regret in this setting is $\widetilde{\Theta}(T^{2/3})$,…

Machine Learning · Computer Science 2013-11-21 Ofer Dekel , Jian Ding , Tomer Koren , Yuval Peres

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

Machine Learning · Computer Science 2026-05-08 Harin Lee , Min-hwan Oh

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

We consider online learning with feedback graphs, a sequential decision-making framework where the learner's feedback is determined by a directed graph over the action set. We present a computationally efficient algorithm for learning in…

Machine Learning · Computer Science 2022-06-02 Chloé Rouyer , Dirk van der Hoeven , Nicolò Cesa-Bianchi , Yevgeny Seldin

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous…

Machine Learning · Computer Science 2015-05-19 Alexandra Carpentier , Michal Valko

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

We study a general class of online learning problems where the feedback is specified by a graph. This class includes online prediction with expert advice and the multi-armed bandit problem, but also several learning problems where the…

Machine Learning · Computer Science 2015-02-27 Noga Alon , Nicolò Cesa-Bianchi , Ofer Dekel , Tomer Koren

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

We study the online learning with feedback graphs framework introduced by Mannor and Shamir (2011), in which the feedback received by the online learner is specified by a graph $G$ over the available actions. We develop an algorithm that…

Machine Learning · Computer Science 2021-07-21 Liad Erez , Tomer Koren

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

We revisit the problem of stochastic online learning with feedback graphs, with the goal of devising algorithms that are optimal, up to constants, both asymptotically and in finite time. We show that, surprisingly, the notion of optimal…

Machine Learning · Computer Science 2022-06-22 Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

In this paper, we consider the problem of multi-armed bandits with a large, possibly infinite number of correlated arms. We assume that the arms have Bernoulli distributed rewards, independent across time, where the probabilities of success…

Machine Learning · Computer Science 2011-11-21 Chong Jiang , R. Srikant

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

Machine Learning · Statistics 2023-06-02 Taehyun Hwang , Kyuwook Chai , Min-hwan Oh