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Related papers: Best Agent Identification for General Game Playing

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In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

Machine Learning · Computer Science 2025-09-03 Chanakya Varude , Jay Chaudhary , Siddharth Kaushik , Prasanna Chaporkar

In this paper, we consider a multi-armed bandit (MAB) instance and study how to identify the best arm when arm commands are conveyed from a central learner to a distributed agent over a discrete memoryless channel (DMC). Depending on the…

Information Theory · Computer Science 2026-04-03 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

This paper considers a stochastic Multi-Armed Bandit (MAB) problem with dual objectives: (i) quick identification and commitment to the optimal arm, and (ii) reward maximization throughout a sequence of $T$ consecutive rounds. Though each…

Machine Learning · Computer Science 2024-05-31 Qining Zhang , Lei Ying

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…

Machine Learning · Computer Science 2023-05-31 Yihan Du , Longbo Huang , Wen Sun

We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…

Machine Learning · Computer Science 2018-08-24 Fabien C. Y. Benureau , Pierre-Yves Oudeyer

We consider the quantum version of the bandit problem known as {\em best arm identification} (BAI). We first propose a quantum modeling of the BAI problem, which assumes that both the learning agent and the environment are quantum; we then…

Machine Learning · Computer Science 2020-09-23 Balthazar Casalé , Giuseppe Di Molfetta , Hachem Kadri , Liva Ralaivola

We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…

Machine Learning · Computer Science 2020-05-26 Andrea Tirinzoni , Alessandro Lazaric , Marcello Restelli

This paper studies the fixed-confidence best arm identification (BAI) problem in the bandit framework in the canonical single-parameter exponential models. For this problem, many policies have been proposed, but most of them require solving…

Machine Learning · Statistics 2025-08-12 Jongyeong Lee , Junya Honda , Masashi Sugiyama

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

We consider the problem of identifying any $k$ out of the best $m$ arms in an $n$-armed stochastic multi-armed bandit. Framed in the PAC setting, this particular problem generalises both the problem of `best subset selection' and that of…

Machine Learning · Computer Science 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…

Fixed-budget best-arm identification (BAI) is a bandit problem where the agent maximizes the probability of identifying the optimal arm within a fixed budget of observations. In this work, we study this problem in the Bayesian setting. We…

Machine Learning · Computer Science 2023-06-16 Alexia Atsidakou , Sumeet Katariya , Sujay Sanghavi , Branislav Kveton

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

We study multi-task representation learning for the problem of pure exploration in bilinear bandits. In bilinear bandits, an action takes the form of a pair of arms from two different entity types and the reward is a bilinear function of…

Machine Learning · Computer Science 2023-11-02 Subhojyoti Mukherjee , Qiaomin Xie , Josiah P. Hanna , Robert Nowak

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

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier
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