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Related papers: Decentralized Asynchronous Multi-player Bandits

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The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Machine Learning · Computer Science 2023-12-14 Han Qi , Fei Guo , Li Zhu

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

Despite the significant interests and many progresses in decentralized multi-player multi-armed bandits (MP-MAB) problems in recent years, the regret gap to the natural centralized lower bound in the heterogeneous MP-MAB setting remains…

Machine Learning · Statistics 2021-11-02 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

Decentralized cooperative multi-agent multi-armed bandits (DeCMA2B) considers how multiple agents collaborate in a decentralized multi-armed bandit setting. Though this problem has been extensively studied in previous work, most existing…

Machine Learning · Computer Science 2025-11-14 Zicheng Hu , Yuchen Wang , Cheng Chen

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

Machine Learning · Statistics 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

In this paper, we propose a new multi-objective contextual multi-armed bandit (MAB) problem with two objectives, where one of the objectives dominates the other objective. Unlike single-objective MAB problems in which the learner obtains a…

Machine Learning · Computer Science 2018-06-04 Cem Tekin , Eralp Turgay

The problem of coordinated data collection is studied for a mobile crowdsensing (MCS) system. A mobile crowdsensing platform (MCSP) sequentially publishes sensing tasks to the available mobile units (MUs) that signal their willingness to…

Social and Information Networks · Computer Science 2023-09-20 Bernd Simon , Andrea Ortiz , Walid Saad , Anja Klein

We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…

Machine Learning · Computer Science 2026-03-30 Ashutosh Soni , Peizhong Ju , Atilla Eryilmaz , Ness B. Shroff

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

In this paper we study the online learning problem involving rested and restless multiarmed bandits with multiple plays. The system consists of a single player/user and a set of K finite-state discrete-time Markov chains (arms) with unknown…

Optimization and Control · Mathematics 2015-03-25 Cem Tekin , Mingyan Liu

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 study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

In order to distribute the best arm identification task as close as possible to the user's devices, on the edge of the Radio Access Network, we propose a new problem setting, where distributed players collaborate to find the best arm. This…

Artificial Intelligence · Computer Science 2017-03-30 Raphaël Féraud

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

Machine Learning · Computer Science 2025-10-13 Di Zhang

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

Machine Learning · Computer Science 2022-11-22 Parth K. Thaker , Mohit Malu , Nikhil Rao , Gautam Dasarathy

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm…

Machine Learning · Computer Science 2026-01-28 Tianyi Xu , Jiaxin Liu , Nicholas Mattei , Zizhan Zheng
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