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We study best arm identification in a restless multi-armed bandit setting with finitely many arms. The discrete-time data generated by each arm forms a homogeneous Markov chain taking values in a common, finite state space. The state…

Machine Learning · Statistics 2024-06-25 P. N. Karthik , Vincent Y. F. Tan , Arpan Mukherjee , Ali Tajer

This paper investigates the best arm identification (BAI) problem in stochastic multi-armed bandits in the fixed confidence setting. The general class of the exponential family of bandits is considered. The existing algorithms for the…

Machine Learning · Statistics 2023-06-26 Arpan Mukherjee , Ali Tajer

We consider a system with a single source that measures/tracks a time-varying quantity and periodically attempts to report these measurements to a monitoring station. Each update from the source has to be scheduled on one of K available…

Systems and Control · Electrical Eng. & Systems 2020-06-23 Santosh Fatale , Kavya Bhandari , Urvidh Narula , Sharayu Moharir , Manjesh Kumar Hanawal

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

Machine Learning · Computer Science 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual information, we choose a treatment arm using past…

Machine Learning · Computer Science 2023-01-05 Masahiro Kato , Masaaki Imaizumi , Takuya Ishihara , Toru Kitagawa

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression,…

Machine Learning · Statistics 2026-04-07 Seok-Jin Kim

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

Machine Learning · Computer Science 2025-10-07 Mehrasa Ahmadipour , Aurélien Garivier

Stochastic Rising Bandits (SRBs) model sequential decision-making problems in which the expected reward of the available options increases every time they are selected. This setting captures a wide range of scenarios in which the available…

Machine Learning · Computer Science 2024-05-29 Marco Mussi , Alessandro Montenegro , Francesco Trovó , Marcello Restelli , Alberto Maria Metelli

Fixed-budget best-arm identification (BAI) is a bandit problem where the agent maximizes the probability of identifying the optimal arm within a fixed budget of observations. In this work, we study this problem in the Bayesian setting. We…

Machine Learning · Computer Science 2023-06-16 Alexia Atsidakou , Sumeet Katariya , Sujay Sanghavi , Branislav Kveton

Exploiting the computational heterogeneity of mobile devices and edge nodes, mobile edge computation (MEC) provides an efficient approach to achieving real-time applications that are sensitive to information freshness, by offloading tasks…

Artificial Intelligence · Computer Science 2023-07-06 Shuo Chen , Ning Yang , Meng Zhang , Jun Wang

This work investigates the problem of best arm identification for multi-agent multi-armed bandits. We consider $N$ agents grouped into $M$ clusters, where each cluster solves a stochastic bandit problem. The mapping between agents and…

Machine Learning · Computer Science 2025-05-16 Yash , Nikhil Karamchandani , Avishek Ghosh

We investigate a real-time remote inference system where multiple correlated sources transmit observations over a communication channel to a receiver. The receiver utilizes these observations to infer multiple time-varying targets. Due to…

Networking and Internet Architecture · Computer Science 2025-12-10 Md Kamran Chowdhury Shisher , Vishrant Tripathi , Mung Chiang , Christopher G. Brinton

We study the problem of best arm identification in linear bandits in the fixed-budget setting. By leveraging properties of the G-optimal design and incorporating it into the arm allocation rule, we design a parameter-free algorithm, Optimal…

Machine Learning · Computer Science 2022-09-22 Junwen Yang , Vincent Y. F. Tan

We design and analyze CascadeBAI, an algorithm for finding the best set of $K$ items, also called an arm, within the framework of cascading bandits. An upper bound on the time complexity of CascadeBAI is derived by overcoming a crucial…

Machine Learning · Computer Science 2020-06-16 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Systems and Control · Computer Science 2018-01-22 Varun Mehta , Rahul Meshram , Kesav Kaza , S. N. Merchant

In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Rémy Degenne , Emilie Kaufmann , Alberto Maria Metelli , Marcello Restelli

Top-$2$ methods have become popular in solving the best arm identification (BAI) problem. The best arm, or the arm with the largest mean amongst finitely many, is identified through an algorithm that at any sequential step independently…

Machine Learning · Computer Science 2024-12-17 Agniv Bandyopadhyay , Sandeep Juneja , Shubhada Agrawal

There is a surge of need for fresh information with the overwhelming proliferation of the Internet of Things (IoT) applications. To characterize the information freshness perceived by the destination, the age of information (AoI) has been…

Information Theory · Computer Science 2026-05-21 Xijun Wang , Shuying Gan , Yanzhi Huang , Xiaoyu Zhao , Chao Xu , Xiang Chen

In this paper, we study a best arm identification problem with dual objects. In addition to the classic reward, each arm is associated with a cost distribution and the goal is to identify the largest reward arm using the minimum expected…

Machine Learning · Computer Science 2024-07-02 Kellen Kanarios , Qining Zhang , Lei Ying