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In linear bandits, how can a learner effectively learn when facing corrupted rewards? While significant work has explored this question, a holistic understanding across different adversarial models and corruption measures is lacking, as is…

Machine Learning · Computer Science 2024-10-21 Haolin Liu , Artin Tajdini , Andrew Wagenmaker , Chen-Yu Wei

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

We study linear dueling bandits in volatile environments characterized by the simultaneous presence of post-serving contexts, delayed feedback, and adversarial corruption. Feedback is subject to unknown stochastic or adversarial delays and…

Machine Learning · Computer Science 2026-05-20 Youngmin Oh

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…

Machine Learning · Computer Science 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

We study bandit algorithms under data poisoning attacks in a bounded reward setting. We consider a strong attacker model in which the attacker can observe both the selected actions and their corresponding rewards and can contaminate the…

Machine Learning · Computer Science 2022-05-05 Anshuka Rangi , Long Tran-Thanh , Haifeng Xu , Massimo Franceschetti

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

We consider a budget-constrained bandit problem where each arm pull incurs a random cost, and yields a random reward in return. The objective is to maximize the total expected reward under a budget constraint on the total cost. The model is…

Machine Learning · Computer Science 2020-03-03 Semih Cayci , Atilla Eryilmaz , R. Srikant

Recent works have shown that agents facing independent instances of a stochastic $K$-armed bandit can collaborate to decrease regret. However, these works assume that each agent always recommends their individual best-arm estimates to other…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Sanjay Shakkottai , R. Srikant

In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…

Machine Learning · Computer Science 2020-02-13 Shuang Liu , Cheng Chen , Zhihua Zhang

We consider a cooperative multiplayer bandit learning problem where the players are only allowed to agree on a strategy beforehand, but cannot communicate during the learning process. In this problem, each player simultaneously selects an…

Machine Learning · Computer Science 2023-11-13 William Chang , Yuanhao Lu

We investigate various stochastic bandit problems in the presence of adversarial corruptions. A seminal work for this problem is the BARBAR~\cite{gupta2019better} algorithm, which achieves both robustness and efficiency. However, it suffers…

Machine Learning · Computer Science 2026-01-05 Zicheng Hu , Cheng Chen

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

Lipschitz bandit is a variant of stochastic bandits that deals with a continuous arm set defined on a metric space, where the reward function is subject to a Lipschitz constraint. In this paper, we introduce a new problem of Lipschitz…

Machine Learning · Computer Science 2023-10-10 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

We study the dynamic regret of multi-armed bandit and experts problem in non-stationary stochastic environments. We introduce a new parameter $\Lambda$, which measures the total statistical variance of the loss distributions over $T$ rounds…

Machine Learning · Computer Science 2019-06-24 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

We consider the nonstochastic multi-agent multi-armed bandit problem with agents collaborating via a communication network with delays. We show a lower bound for individual regret of all agents. We show that with suitable regularizers and…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour