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Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

The micro-randomized trial (MRT) is a sequential randomized experimental design to empirically evaluate the effectiveness of mobile health (mHealth) intervention components that may be delivered at hundreds or thousands of decision points.…

Methodology · Statistics 2021-12-14 Jieru Shi , Zhenke Wu , Walter Dempsey

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

Public health practitioners often have the goal of monitoring patients and maximizing patients' time spent in "favorable" or healthy states while being constrained to using limited resources. Restless multi-armed bandits (RMAB) are an…

Machine Learning · Computer Science 2024-12-12 Gauri Jain , Pradeep Varakantham , Haifeng Xu , Aparna Taneja , Prashant Doshi , Milind Tambe

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

Econometrics · Economics 2025-01-10 Nora Bearth , Michael Lechner

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

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

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…

In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for…

Machine Learning · Computer Science 2023-01-25 Yulian Wu , Chaowen Guan , Vaneet Aggarwal , Di Wang

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

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

In human-computer interaction applications like hand gesture recognition, supervised learning models are often trained on a large population of users to achieve high task accuracy. However, due to individual variability in sensor signals…

Human-Computer Interaction · Computer Science 2025-09-12 Duke Lin , Michael Paskett , Ying Yang

Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…

Information Retrieval · Computer Science 2020-08-24 Mawulolo K. Ameko , Miranda L. Beltzer , Lihua Cai , Mehdi Boukhechba , Bethany A. Teachman , Laura E. Barnes

We obtain the conditions for the emergence of the swarm intelligence effect in an interactive game of restless multi-armed bandit (rMAB). A player competes with multiple agents. Each bandit has a payoff that changes with a probability…

Artificial Intelligence · Computer Science 2016-08-22 Shunsuke Yoshida , Masato Hisakado , Shintaro Mori

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

Understanding causality should be a core requirement of any attempt to build real impact through AI. Due to the inherent unobservability of counterfactuals, large randomised trials (RCTs) are the standard for causal inference. But large…

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

Machine Learning · Computer Science 2025-06-12 Jingxuan Zhu , Alec Koppel , Alvaro Velasquez , Ji Liu
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