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Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We investigate the problem dependent regime in the stochastic Thresholding Bandit problem (TBP) under several shape constraints. In the TBP, the objective of the learner is to output, at the end of a sequential game, the set of arms whose…

Machine Learning · Statistics 2021-06-21 James Cheshire , Pierre Ménard , Alexandra Carpentier

We investigate the Multi-Armed Bandit problem with Temporally-Partitioned Rewards (TP-MAB) setting in this paper. In the TP-MAB setting, an agent will receive subsets of the reward over multiple rounds rather than the entire reward for the…

Machine Learning · Computer Science 2022-11-15 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

Many reality tasks such as robot coordination can be naturally modelled as multi-agent cooperative system where the rewards are sparse. This paper focuses on learning decentralized policies for such tasks using sub-optimal demonstration. To…

Artificial Intelligence · Computer Science 2021-08-20 Peixi Peng , Junliang Xing

We consider the problem of how to design large decentralized multi-agent systems (MAS's) in an automated fashion, with little or no hand-tuning. Our approach has each agent run a reinforcement learning algorithm. This converts the problem…

Multiagent Systems · Computer Science 2007-05-23 David H. Wolpert , Kevin R. Wheeler , Kagan Tumer

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

The multi-armed bandit problem has been extensively studied under the stationary assumption. However in reality, this assumption often does not hold because the distributions of rewards themselves may change over time. In this paper, we…

Machine Learning · Computer Science 2017-11-22 Fang Liu , Joohyun Lee , Ness Shroff

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…

Machine Learning · Computer Science 2024-03-21 Mohsen Bayati , Nima Hamidi , Ramesh Johari , Khashayar Khosravi

The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…

Machine Learning · Computer Science 2023-08-29 Nobuhito Manome , Shuji Shinohara , Ung-il Chung

A flurry of recent work has demonstrated that pre-trained large language models (LLMs) can be effective task planners for a variety of single-robot tasks. The planning performance of LLMs is significantly improved via prompting techniques,…

Robotics · Computer Science 2024-03-25 Yongchao Chen , Jacob Arkin , Yang Zhang , Nicholas Roy , Chuchu Fan

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

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

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Machine Learning · Computer Science 2018-05-23 Ruida Zhou , Chao Gan , Jing Yan , Cong Shen

We consider a multi-armed bandit problem in which a set of arms is registered by each agent, and the agent receives reward when its arm is selected. An agent might strategically submit more arms with replications, which can bring more…

Machine Learning · Computer Science 2021-10-26 Suho Shin , Seungjoon Lee , Jungseul Ok

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

In this article, we propose a centralized Multi-Agent Learning framework for learning a policy that models the simultaneous behavior of multiple agents that need to coordinate to solve a certain task. Centralized approaches often suffer…

Artificial Intelligence · Computer Science 2025-04-08 Ángel Aso-Mollar , Eva Onaindia

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

Machine Learning · Computer Science 2023-12-18 Amitis Shidani , Sattar Vakili