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In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

Machine Learning · Computer Science 2024-05-21 Han Qi , Guo Fei , Li Zhu

We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…

Machine Learning · Statistics 2012-04-10 Wassim Jouini , Christophe Moy

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

Federated learning (FL) offers a decentralized training approach for machine learning models, prioritizing data privacy. However, the inherent heterogeneity in FL networks, arising from variations in data distribution, size, and device…

Machine Learning · Computer Science 2023-10-31 Zhou Ni , Morteza Hashemi

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

While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires…

Machine Learning · Computer Science 2019-06-27 Vinay Praneeth Boda , Prashanth L. A

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

Machine Learning · Computer Science 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant

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

We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…

Artificial Intelligence · Computer Science 2024-10-10 Gustavo de Freitas Fonseca , Lucas Coelho e Silva , Paulo André Lima de Castro

In this paper, we consider a multi-armed bandit (MAB) instance and study how to identify the best arm when arm commands are conveyed from a central learner to a distributed agent over a discrete memoryless channel (DMC). Depending on the…

Information Theory · Computer Science 2026-04-03 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

The Knowledge Gradient (KG) policy was originally proposed for online ranking and selection problems but has recently been adapted for use in online decision making in general and multi-armed bandit problems (MABs) in particular. We study…

Machine Learning · Statistics 2017-04-07 James Edwards , Paul Fearnhead , Kevin Glazebrook

Recognizing implicit visual and textual patterns is essential in many real-world applications of modern AI. However, tackling long-tail pattern recognition tasks remains challenging for current pre-trained foundation models such as LLMs and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Minxue Tang , Yangyang Yu , Aolin Ding , Maziyar Baran Pouyan , Taha Belkhouja , Yujia Bao

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…

Machine Learning · Computer Science 2016-12-20 Paul Reverdy , Vaibhav Srivastava , Naomi Ehrich Leonard

In this study, we delve into the Thresholding Linear Bandit (TLB) problem, a nuanced domain within stochastic Multi-Armed Bandit (MAB) problems, focusing on maximizing decision accuracy against a linearly defined threshold under resource…

Machine Learning · Computer Science 2024-03-12 Yun-Ang Wu , Yun-Da Tsai , Shou-De Lin

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Machine Learning · Computer Science 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen