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We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

Machine Learning · Computer Science 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

We introduce a new graphical bilinear bandit problem where a learner (or a \emph{central entity}) allocates arms to the nodes of a graph and observes for each edge a noisy bilinear reward representing the interaction between the two end…

Machine Learning · Computer Science 2021-06-14 Geovani Rizk , Albert Thomas , Igor Colin , Rida Laraki , Yann Chevaleyre

We study the initial beam acquisition problem in millimeter wave (mm-wave) networks from the perspective of best arm identification in multi-armed bandits (MABs). For the stationary environment, we propose a novel algorithm called…

Information Theory · Computer Science 2024-01-18 Gourab Ghatak

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

We investigate the problem of batched best arm identification in multi-armed bandits, where we aim to identify the best arm from a set of $n$ arms while minimizing both the number of samples and batches. We introduce an algorithm that…

Machine Learning · Computer Science 2025-01-30 Tianyuan Jin , Qin Zhang , Dongruo Zhou

This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

Machine Learning · Computer Science 2021-05-05 Siddharth Barman , Ramakrishnan Krishnamurthy , Saladi Rahul

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

Machine Learning · Computer Science 2022-03-29 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

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…

The best arm identification problem in the multi-armed bandit setting is an excellent model of many real-world decision-making problems, yet it fails to capture the fact that in the real-world, safety constraints often must be met while…

Machine Learning · Computer Science 2021-11-25 Zhenlin Wang , Andrew Wagenmaker , Kevin Jamieson

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

Machine Learning · Computer Science 2023-11-09 Wei Wang , Sattar Vakili , Ilija Bogunovic

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

Machine Learning · Computer Science 2022-06-23 Romain Camilleri , Andrew Wagenmaker , Jamie Morgenstern , Lalit Jain , Kevin Jamieson

Continuous-time quantum walks provide a natural framework to tackle the fundamental problem of finding a node among a set of marked nodes in a graph, known as spatial search. Whether spatial search by continuous-time quantum walk provides a…

Quantum Physics · Physics 2022-10-24 Simon Apers , Shantanav Chakraborty , Leonardo Novo , Jérémie Roland

Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…

Machine Learning · Computer Science 2026-02-18 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Anastasiia Soboleva

This paper investigates the best arm identification (BAI) problem in stochastic multi-armed bandits in the fixed confidence setting. The general class of the exponential family of bandits is considered. The existing algorithms for the…

Machine Learning · Statistics 2023-06-26 Arpan Mukherjee , Ali Tajer

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We introduce a novel approach to variational Quantum algorithms (VQA) via continuous bandits. VQA are a class of hybrid Quantum-classical algorithms where the parameters of Quantum circuits are optimized by classical algorithms. Previous…

Machine Learning · Computer Science 2025-12-18 Marc Wanner , Johan Jonasson , Emil Carlsson , Devdatt Dubhashi

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

Neural and Evolutionary Computing · Computer Science 2023-02-16 Deniz Preil , Michael Krapp

We study the fixed-budget best-arm identification (BAI) problem in non-stationary linear bandits. Concretely, given a fixed time budget $T\in \mathbb{N}$, finite arm set $\mathcal{X} \subset \mathbb{R}^d$, and a potentially adversarial…

Machine Learning · Statistics 2026-03-12 Leo Maynard-Zhang , Zhihan Xiong , Kevin Jamieson , Maryam Fazel