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In continuum-armed bandit problems where the underlying function resides in a reproducing kernel Hilbert space (RKHS), namely, the kernelised bandit problems, an important open problem remains of how well learning algorithms can adapt if…

Machine Learning · Statistics 2023-04-28 Yusha Liu , Aarti Singh

We generalize the setting of online clustering of bandits by allowing non-uniform distribution over user frequencies. A more efficient algorithm is proposed with simple set structures to represent clusters. We prove a regret bound for the…

Machine Learning · Computer Science 2019-07-03 Shuai Li , Wei Chen , Shuai Li , Kwong-Sak Leung

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

A new cluster analysis method, $K$-quantiles clustering, is introduced. $K$-quantiles clustering can be computed by a simple greedy algorithm in the style of the classical Lloyd's algorithm for $K$-means. It can be applied to large and…

Methodology · Statistics 2019-11-12 Christian Hennig , Cinzia Viroli , Laura Anderlucci

We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…

Machine Learning · Statistics 2022-08-26 Iñigo Urteaga , Chris H. Wiggins

The gold standard for estimating causal effects is randomized controlled trial (RCT) or A/B testing where a random group of individuals from a population of interest are given treatment and the outcome is compared to a random group of…

Machine Learning · Computer Science 2025-05-09 Ahmed Sayeed Faruk , Jason Sulskis , Elena Zheleva

In this paper, we deal with the problem of curves clustering. We propose a nonparametric method which partitions the curves into clusters and discretizes the dimensions of the curve points into intervals. The cross-product of these…

Machine Learning · Statistics 2014-07-03 Marc Boullé , Romain Guigourès , Fabrice Rossi

A limitation of many clustering algorithms is the requirement to tune adjustable parameters for each application or even for each dataset. Some techniques require an \emph{a priori} estimate of the number of clusters while density-based…

Methodology · Statistics 2016-05-20 Jeremy F. Magland , Alex H. Barnett

We study a stochastic budget-allocation problem over $K$ tasks. At each round $t$, the learner chooses an allocation $X_t \in \Delta_K$. Task $k$ succeeds with probability $F_k(X_{t,k})$, where $F_1,\dots,F_K$ are nondecreasing…

Computer Science and Game Theory · Computer Science 2026-02-05 François Bachoc , Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni

The problem of adaptive noisy clustering is investigated. Given a set of noisy observations $Z_i=X_i+\epsilon_i$, $i=1,...,n$, the goal is to design clusters associated with the law of $X_i$'s, with unknown density $f$ with respect to the…

Statistics Theory · Mathematics 2013-06-11 Michael Chichignoud , Sébastien Loustau

In this paper, we consider non-coherent detection for molecular communication systems in the presence of inter-symbol-interference. In particular, we study non-coherent detectors based on memory-bits-based thresholds in order to achieve low…

Information Theory · Computer Science 2021-04-20 Xuewen Qian , Marco Di Renzo , Andrew W. Eckford

Data mining focuses on discovering interesting, non-trivial and meaningful information from large datasets. Data clustering is one of the unsupervised and descriptive data mining task which group data based on similarity features and…

Neural and Evolutionary Computing · Computer Science 2023-05-09 Pitawelayalage Dasun Dileepa Pitawela , Gamage Upeksha Ganegoda

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

Machine Learning · Computer Science 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

Machine Learning · Computer Science 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

Machine Learning · Statistics 2023-06-02 Taehyun Hwang , Kyuwook Chai , Min-hwan Oh

We consider Kernelized Bandits (KBs) to optimize a function $f : \mathcal{X} \rightarrow [0,1]$ belonging to the Reproducing Kernel Hilbert Space (RKHS) $\mathcal{H}_k$. Mainstream works on kernelized bandits focus on a subgaussian noise…

Machine Learning · Statistics 2024-07-10 Marco Mussi , Simone Drago , Alberto Maria Metelli

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

Motivated by dynamic parameter optimization in finite, but large action (configurations) spaces, this work studies the nonstochastic multi-armed bandit (MAB) problem in metric action spaces with oblivious Lipschitz adversaries. We propose…

Machine Learning · Computer Science 2025-05-27 Chen Avin , Zvi Lotker , Shie Mannor , Gil Shabat , Hanan Shteingart , Roey Yadgar

We consider the distributed SGD problem, where a main node distributes gradient calculations among $n$ workers. By assigning tasks to all the workers and waiting only for the $k$ fastest ones, the main node can trade-off the algorithm's…

Information Theory · Computer Science 2022-06-29 Maximilian Egger , Rawad Bitar , Antonia Wachter-Zeh , Deniz Gündüz

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…

Machine Learning · Computer Science 2025-09-18 Han Qi , Fei Guo , Li Zhu , Qiaosheng Zhang