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The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…

Machine Learning · Computer Science 2021-07-27 Sho Takemori , Masahiro Sato

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

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

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

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…

Machine Learning · Computer Science 2025-05-30 Xutong Liu , Xiangxiang Dai , Jinhang Zuo , Siwei Wang , Carlee Joe-Wong , John C. S. Lui , Wei Chen

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

Machine Learning · Statistics 2026-05-21 Sakshi Arya , Hyebin Song

In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain…

Machine Learning · Computer Science 2019-04-24 Djallel Bouneffouf , Irina Rish

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

Machine Learning · Computer Science 2026-03-04 Seockbean Song , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

Restless Multi-Armed Bandits (RMABs) offer a powerful framework for solving resource constrained maximization problems. However, the formulation can be inappropriate for settings where the limiting constraint is a reward threshold rather…

Data Structures and Algorithms · Computer Science 2024-09-06 R. Teal Witter , Lisa Hellerstein

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

Multi-armed bandits are one of the theoretical pillars of reinforcement learning. Recently, the investigation of quantum algorithms for multi-armed bandit problems was started, and it was found that a quadratic speed-up (in query…

Quantum Physics · Physics 2025-03-26 Simon Buchholz , Jonas M. Kübler , Bernhard Schölkopf

We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…

Machine Learning · Computer Science 2022-04-28 Francesco Pase , Deniz Gündüz , Michele Zorzi

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

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

Due to its static protocol design, IEEE 802.11 (aka Wi-Fi) channel access lacks adaptability to address dynamic network conditions, resulting in inefficient spectrum utilization, unnecessary contention, and packet collisions. This paper…

Networking and Internet Architecture · Computer Science 2025-11-14 Miguel Casasnovas , Francesc Wilhelmi , Richard Combes , Maksymilian Wojnar , Katarzyna Kosek-Szott , Szymon Szott , Anders Jonsson , Luis Esteve , Boris Bellalta
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