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We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard

We consider a variant of the stochastic multi-armed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in…

Machine Learning · Computer Science 2015-12-10 Jonathan Rosenski , Ohad Shamir , Liran Szlak

Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…

Machine Learning · Computer Science 2025-03-13 William Chang , Yuanhao Lu

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

We introduce a novel extension of the canonical multi-armed bandit problem that incorporates an additional strategic innovation: abstention. In this enhanced framework, the agent is not only tasked with selecting an arm at each time step,…

Machine Learning · Computer Science 2026-03-24 Junwen Yang , Tianyuan Jin , Vincent Y. F. Tan

We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

Machine Learning · Computer Science 2022-07-13 Ilya Osadchiy , Kfir Y. Levy , Ron Meir

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

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

We study the problem of identifying the best arm in a multi-armed bandit environment when each arm is a time-homogeneous and ergodic discrete-time Markov process on a common, finite state space. The state evolution on each arm is governed…

Machine Learning · Statistics 2022-03-30 P. N. Karthik , Kota Srinivas Reddy , Vincent Y. F. Tan

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

A standard assumption adopted in the multi-armed bandit (MAB) framework is that the mean rewards are constant over time. This assumption can be restrictive in the business world as decision-makers often face an evolving environment where…

Machine Learning · Computer Science 2021-08-24 Ningyuan Chen , Chun Wang , Longlin Wang

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Networking and Internet Architecture · Computer Science 2019-01-24 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

Setting up the future Internet of Things (IoT) networks will require to support more and more communicating devices. We prove that intelligent devices in unlicensed bands can use Multi-Armed Bandit (MAB) learning algorithms to improve…

Networking and Internet Architecture · Computer Science 2018-07-03 Rémi Bonnefoi , Lilian Besson , Christophe Moy , Emilie Kaufmann , Jacques Palicot

In the edge computing paradigm, mobile devices offload the computational tasks to an edge server by routing the required data over the wireless network. The full potential of edge computing becomes realized only if a smart device selects…

Machine Learning · Computer Science 2020-08-25 Saeed Ghoorchian , Setareh Maghsudi

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…

Artificial Intelligence · Computer Science 2012-07-24 Francis Maes , Damien Ernst , Louis Wehenkel

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…

Machine Learning · Computer Science 2021-02-02 Xiang Zhou , Yi Xiong , Ningyuan Chen , Xuefeng Gao

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins