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Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

We introduce a novel framework of combinatorial multi-armed bandits (CMAB) with multivariant and probabilistically triggering arms (CMAB-MT), where the outcome of each arm is a $d$-dimensional multivariant random variable and the feedback…

Machine Learning · Computer Science 2025-04-24 Xutong Liu , Siwei Wang , Jinhang Zuo , Han Zhong , Xuchuang Wang , Zhiyong Wang , Shuai Li , Mohammad Hajiesmaili , John C. S. Lui , Wei Chen

We consider a variant of the best arm identification (BAI) problem in multi-armed bandits (MAB) in which there are two sets of arms (source and target), and the objective is to determine the best target arm while only pulling source arms.…

Machine Learning · Computer Science 2021-12-09 Ojash Neopane , Aaditya Ramdas , Aarti Singh

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…

Signal Processing · Electrical Eng. & Systems 2020-05-28 Naoki Narisawa , Nicolas Chauvet , Mikio Hasegawa , Makoto Naruse

This paper considers a stochastic Multi-Armed Bandit (MAB) problem with dual objectives: (i) quick identification and commitment to the optimal arm, and (ii) reward maximization throughout a sequence of $T$ consecutive rounds. Though each…

Machine Learning · Computer Science 2024-05-31 Qining Zhang , Lei Ying

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

Machine Learning · Computer Science 2020-08-04 Qiuyu Zhu , Vincent Y. F. Tan

We study a hinted heterogeneous multi-agent multi-armed bandits problem (HMA2B), where agents can query low-cost observations (hints) in addition to pulling arms. In this framework, each of the $M$ agents has a unique reward distribution…

Machine Learning · Computer Science 2025-02-28 Amirmahdi Mirfakhar , Xuchuang Wang , Jinhang Zuo , Yair Zick , Mohammad Hajiesmaili

We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…

Machine Learning · Computer Science 2016-07-12 Shipra Agrawal , Nikhil R. Devanur , Lihong Li

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

Methodology · Statistics 2026-02-13 Rohit Kanrar , Chunlin Li , Zara Ghodsi , Margaret Gamalo

Motivated by recursive learning in Markov Decision Processes, this paper studies best-arm identification in bandit problems where each arm's reward is drawn from a multinomial distribution with a known support. We compare the performance {…

Machine Learning · Computer Science 2025-02-19 Mehrasa Ahmadipour , élise Crepon , Aurélien Garivier

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

Recent 2D CNN-based domain adaptation approaches struggle with long-range dependencies due to limited receptive fields, making it difficult to adapt to target domains with significant spatial distribution changes. While transformer-based…

Computer Vision and Pattern Recognition · Computer Science 2025-05-08 A. Enes Doruk , Hasan F. Ates

Large Language Models (LLMs) have emerged as a pivotal research area, yet the attention module remains a critical bottleneck in LLM inference, even with techniques like KVCache to mitigate redundant computations. While various top-$k$…

In stochastic contextual bandit (SCB) problems, an agent selects an action based on certain observed context to maximize the cumulative reward over iterations. Recently there have been a few studies using a deep neural network (DNN) to…

Machine Learning · Computer Science 2021-04-23 Tan Zhu , Guannan Liang , Chunjiang Zhu , Haining Li , Jinbo Bi

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula
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