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We study the adversarial multi-armed bandit problem where partial observations are available and where, in addition to the loss incurred for each action, a \emph{switching cost} is incurred for shifting to a new action. All previously known…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Teodor V. Marinov , Mehryar Mohri

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Machine Learning · Computer Science 2020-03-26 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

We consider adversarial multi-armed bandit problems where the learner is allowed to observe losses of a number of arms beside the arm that it actually chose. We study the case where all non-chosen arms reveal their loss with a fixed but…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Gergely Neu , Michal Valko

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

Machine Learning · Computer Science 2021-05-25 Anand Kalvit , Assaf Zeevi

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We consider an extension to the restless multi-armed bandit (RMAB) problem with unknown arm dynamics, where an unknown exogenous global Markov process governs the rewards distribution of each arm. Under each global state, the rewards…

Machine Learning · Computer Science 2023-01-04 Tomer Gafni , Michal Yemini , Kobi Cohen

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

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

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Machine Learning · Computer Science 2019-03-08 Virag Shah , Jose Blanchet , Ramesh Johari

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Machine Learning · Computer Science 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

We formulate and study a decentralized multi-armed bandit (MAB) problem. There are M distributed players competing for N independent arms. Each arm, when played, offers i.i.d. reward according to a distribution with an unknown parameter. At…

Optimization and Control · Mathematics 2015-05-14 Keqin Liu , Qing Zhao

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

The stochastic $K$-armed bandit problem has been studied extensively due to its applications in various domains ranging from online advertising to clinical trials. In practice however, the number of arms can be very large resulting in large…

Machine Learning · Computer Science 2022-05-03 Arpit Agarwal , Sanjeev Khanna , Prathamesh Patil

We study the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural…

Machine Learning · Statistics 2019-11-01 Ciara Pike-Burke , Steffen Grünewälder

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