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Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…

Information Retrieval · Computer Science 2019-08-20 Meisam Hejazinia , Kyler Eastman , Shuqin Ye , Abbas Amirabadi , Ravi Divvela

Sampling from the equilibrium distribution has always been a major problem in molecular simulations due to the very high dimensionality of conformational space. Over several decades, many approaches have been used to overcome the problem.…

Computational Physics · Physics 2020-03-02 Adrià Pérez , Pablo Herrera-Nieto , Stefan Doerr , Gianni De Fabritiis

When a reinforcement learning (RL) method has to decide between several optional policies by solely looking at the received reward, it has to implicitly optimize a Multi-Armed-Bandit (MAB) problem. This arises the question: are current RL…

Machine Learning · Computer Science 2021-10-22 Refael Vivanti

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Machine Learning · Computer Science 2021-03-29 Joseph Jay Williams , Jacob Nogas , Nina Deliu , Hammad Shaikh , Sofia S. Villar , Audrey Durand , Anna Rafferty

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Statistics Theory · Mathematics 2019-02-04 Alexander Kolnogorov , Sergey Garbar

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a…

Machine Learning · Computer Science 2020-08-04 Qiuyu Zhu , Vincent Y. F. Tan

Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic…

Methodology · Statistics 2015-07-30 Sofía S. Villar , Jack Bowden , James Wason

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 a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

We study a multi-objective multi-armed bandit problem in a dynamic environment. The problem portrays a decision-maker that sequentially selects an arm from a given set. If selected, each action produces a reward vector, where every element…

Machine Learning · Computer Science 2023-02-14 Amir Rezaei Balef , Setareh Maghsudi

The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model embodying this mechanism is the random reinforcement urn…

Statistics Theory · Mathematics 2024-06-18 Li Yang , Jiang Hu , Jianghao Li , Zhidong Bai

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

Methodology · Statistics 2026-02-13 Rohit Kanrar , Chunlin Li , Zara Ghodsi , Margaret Gamalo

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

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

Machine Learning · Computer Science 2019-03-05 Tanner Fiez , Shreyas Sekar , Lillian J. Ratliff

The evolution of technology and education is driving the emergence of Intelligent & Autonomous Tutoring Systems (IATS), where objective and domain-agnostic methods for determining question difficulty are essential. Traditional human…

Artificial Intelligence · Computer Science 2025-09-03 Surajit Das , Gourav Roy , Aleksei Eliseev , Ram Kumar Rajendran

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli