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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

Prompt engineering has become central to eliciting the capabilities of large language models (LLMs). At its core lies prompt selection -- efficiently identifying the most effective prompts. However, most prior investigations overlook a key…

Machine Learning · Computer Science 2026-05-15 Donghao Li , Chengshuai Shi , Weijuan Ou , Cong Shen , Jing Yang

We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…

Machine Learning · Computer Science 2025-01-24 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

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

Multi-objective bandits have attracted increasing attention for their broad applicability, with \(d\)-dimensional reward vectors inducing Pareto regret. There has been a subtle debate over whether this added structure makes the problem…

Machine Learning · Computer Science 2026-05-08 Changkun Guan , Mengfan Xu

When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…

Machine Learning · Computer Science 2019-12-18 Yifang Chen , Alex Cuellar , Haipeng Luo , Jignesh Modi , Heramb Nemlekar , Stefanos Nikolaidis

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…

Machine Learning · Statistics 2020-04-21 Hamsa Bastani , Mohsen Bayati , Khashayar Khosravi

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…

Machine Learning · Computer Science 2025-01-14 Xiaoyi Wu , Bo Ji , Bin Li

We study Pareto optimality in multi-objective multi-armed bandit by providing a formulation of adversarial multi-objective multi-armed bandit and defining its Pareto regrets that can be applied to both stochastic and adversarial settings.…

Machine Learning · Computer Science 2023-06-01 Mengfan Xu , Diego Klabjan

We investigate an active pure-exploration setting, that includes best-arm identification, in the context of linear stochastic bandits. While asymptotically optimal algorithms exist for standard multi-arm bandits, the existence of such…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Pierre Ménard , Xuedong Shang , Michal Valko

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

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Machine Learning · Computer Science 2021-09-14 Lequn Wang , Yiwei Bai , Wen Sun , Thorsten Joachims

We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…

Machine Learning · Computer Science 2024-03-21 Mohsen Bayati , Nima Hamidi , Ramesh Johari , Khashayar Khosravi

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

Machine Learning · Computer Science 2016-11-08 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

In this paper, we address the problem of identifying the Pareto Set under feasibility constraints in a multivariate bandit setting. Specifically, given a $K$-armed bandit with unknown means $\mu_1, \dots, \mu_K \in \mathbb{R}^d$, the goal…

Machine Learning · Statistics 2025-06-11 Cyrille Kone , Emilie Kaufmann , Laura Richert

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Machine Learning · Computer Science 2019-02-12 Andreas Merentitis , Kashif Rasul , Roland Vollgraf , Abdul-Saboor Sheikh , Urs Bergmann
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