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In the infinite-armed bandit problem, each arm's average reward is sampled from an unknown distribution, and each arm can be sampled further to obtain noisy estimates of the average reward of that arm. Prior work focuses on identifying the…

Machine Learning · Computer Science 2022-11-04 Yifei Wang , Tavor Baharav , Yanjun Han , Jiantao Jiao , David Tse

Deep reinforcement learning models are vulnerable to adversarial attacks that can decrease a victim's cumulative expected reward by manipulating the victim's observations. Despite the efficiency of previous optimization-based methods for…

Machine Learning · Computer Science 2023-02-28 You Qiaoben , Chengyang Ying , Xinning Zhou , Hang Su , Jun Zhu , Bo Zhang

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

Machine Learning · Computer Science 2020-02-06 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We study stochastic linear bandits where, in each round, the learner receives a set of actions (i.e., feature vectors), from which it chooses an element and obtains a stochastic reward. The expected reward is a fixed but unknown linear…

Machine Learning · Computer Science 2024-06-04 Tianyuan Jin , Kyoungseok Jang , Nicolò Cesa-Bianchi

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

We consider realizable contextual bandits with general function approximation, investigating how small reward variance can lead to better-than-minimax regret bounds. Unlike in minimax bounds, we show that the eluder dimension…

Machine Learning · Computer Science 2024-11-28 Zeyu Jia , Jian Qian , Alexander Rakhlin , Chen-Yu Wei

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

Machine Learning · Computer Science 2023-04-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

This study investigates a counterintuitive phenomenon in adversarial machine learning: the potential for noise-based defenses to inadvertently aid evasion attacks in certain scenarios. While randomness is often employed as a defensive…

Cryptography and Security · Computer Science 2024-11-01 Steve Bakos , Pooria Madani , Heidar Davoudi

We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…

Machine Learning · Computer Science 2024-12-11 Thanh Nguyen-Tang , Raman Arora

A central problem in online learning and decision making -- from bandits to reinforcement learning -- is to understand what modeling assumptions lead to sample-efficient learning guarantees. We consider a general adversarial decision making…

Machine Learning · Computer Science 2022-06-28 Dylan J. Foster , Alexander Rakhlin , Ayush Sekhari , Karthik Sridharan

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

Machine Learning · Computer Science 2019-07-24 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

Machine Learning · Computer Science 2026-05-21 Bingkui Tong , Junpei Komiyama , Soichiro Nishimori , Paavo Parmas

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…

Statistics Theory · Mathematics 2015-09-30 Adam D. Bull

We present and study models of adversarial online learning where the feedback observed by the learner is noisy, and the feedback is either full information feedback or bandit feedback. Specifically, we consider binary losses xored with the…

Machine Learning · Computer Science 2018-11-06 Alon Resler , Yishay Mansour

We study the problem of multi-agent multi-armed bandits with adversarial corruption in a heterogeneous setting, where each agent accesses a subset of arms. The adversary can corrupt the reward observations for all agents. Agents share these…

Machine Learning · Computer Science 2024-11-14 Fatemeh Ghaffari , Xuchuang Wang , Jinhang Zuo , Mohammad Hajiesmaili

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz