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We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Hazardous environments such as chemical spills, radiological zones, and bio-contaminated sites pose significant threats to human safety and public infrastructure. Rapid and reliable hazard mitigation in these settings often unsafe for…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Jimin Choi , Max Z. Li

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Hiba Dakdouk , Mohamed Sana , Mattia Merluzzi

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Machine Learning · Computer Science 2021-10-27 Anand Kalvit , Assaf Zeevi

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

Machine Learning · Computer Science 2025-10-27 Shunta Nonaga , Koji Tabata , Yuta Mizuno , Tamiki Komatsuzaki

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

Machine Learning · Computer Science 2025-03-12 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

Systems and Control · Computer Science 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…

Machine Learning · Computer Science 2018-07-12 Subhojyoti Mukherjee , K. P. Naveen , Nandan Sudarsanam , Balaraman Ravindran

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 study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

Machine Learning · Computer Science 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

Edge computing environments impose strict constraints on energy consumption and latency, making the deployment of deep neural networks a significant challenge. Therefore, smart and adaptive inference strategies that dynamically balance…

Machine Learning · Computer Science 2026-05-25 Grigorios Papanikolaou , Ioannis Kontopoulos , Konstantinos Tserpes

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

Information Retrieval · Computer Science 2021-08-23 Ding Xiang , Becky West , Jiaqi Wang , Xiquan Cui , Jinzhou Huang

In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates…

Machine Learning · Statistics 2025-02-18 Yingying Fan , Yuxuan Han , Jinchi Lv , Xiaocong Xu , Zhengyuan Zhou

Prior works have explored multi-armed bandit (MAB) algorithms for the selection of optimal beams for millimeter-wave (mmW) communications between base station and mobile users. However, when the number of beams is large, the existing MAB…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Akanksha Sneh , Shobha Sundar Ram , Sumit J Darak , Aakanksha Tewari

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

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