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When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Machine Learning · Computer Science 2026-02-10 Yilun Chen , Jiaqi Lu

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

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 improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

Conventional Multi-Armed Bandit (MAB) algorithms are designed for stationary environments, where the reward distributions associated with the arms do not change with time. In many applications, however, the environment is more accurately…

Artificial Intelligence · Computer Science 2025-11-05 Yu-Han Huang , Argyrios Gerogiannis , Subhonmesh Bose , Venugopal V. Veeravalli

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

Incentivized exploration in multi-armed bandits (MAB) has witnessed increasing interests and many progresses in recent years, where a principal offers bonuses to agents to do explorations on her behalf. However, almost all existing studies…

Machine Learning · Statistics 2021-10-28 Chengshuai Shi , Haifeng Xu , Wei Xiong , Cong Shen

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…

Machine Learning · Computer Science 2021-12-14 Ilker Demirel , Mehmet Ufuk Ozdemir , Cem Tekin

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 this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

Machine Learning · Computer Science 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

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

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an…

Machine Learning · Computer Science 2026-05-04 Akram Erraqabi , Alessandro Lazaric , Michal Valko , Emma Brunskill , Yun-En Liu

We consider a novel multi-arm bandit (MAB) setup, where a learner needs to communicate the actions to distributed agents over erasure channels, while the rewards for the actions are directly available to the learner through external…

Machine Learning · Statistics 2024-06-27 Osama Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

Machine Learning · Computer Science 2026-02-16 Seockbean Song , Chenyu Gan , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok