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Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended policy. However, existing methods often overlook the crucial…

机器学习 · 统计学 2024-10-07 Changxiao Cai , Jiacheng Zhang

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

机器学习 · 计算机科学 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

机器学习 · 计算机科学 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

机器学习 · 计算机科学 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

机器学习 · 统计学 2015-11-30 Aristide Tossou , Christos Dimitrakakis

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

机器学习 · 统计学 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

系统与控制 · 计算机科学 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

机器学习 · 计算机科学 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

最优化与控制 · 数学 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

机器学习 · 计算机科学 2023-12-14 Han Qi , Fei Guo , Li Zhu

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

机器学习 · 统计学 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

机器学习 · 计算机科学 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

机器学习 · 计算机科学 2021-01-25 Lai Wei , Vaibhav Srivastava

We study a type of Multi-Armed Bandit (MAB) problems in which arms with a Gaussian reward feedback are clustered. Such an arm setting finds applications in many real-world problems, for example, mmWave communications and portfolio…

机器学习 · 计算机科学 2026-02-19 Tianchi Zhao , He Liu , Hongyin Shi , Jinliang Li

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

机器学习 · 计算机科学 2020-06-05 Kaige Yang , Laura Toni

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

机器学习 · 统计学 2021-09-13 Samarth Gupta , Gauri Joshi , Osman Yağan

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…

机器学习 · 计算机科学 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

机器学习 · 计算机科学 2022-01-31 Michael Rawson , Jade Freeman

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

机器学习 · 计算机科学 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui