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相关论文: Combinatorial Multi-Armed Bandit with General Rewa…

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In the combinatorial semi-bandit (CSB) problem, a player selects an action from a combinatorial action set and observes feedback from the base arms included in the action. While CSB is widely applicable to combinatorial optimization…

机器学习 · 计算机科学 2025-09-15 Shintaro Nakamura , Yuko Kuroki , Wei Chen

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

In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically…

机器学习 · 计算机科学 2021-06-22 Wei Chen , Liwei Wang , Haoyu Zhao , Kai Zheng

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

机器学习 · 计算机科学 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

机器学习 · 计算机科学 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

机器学习 · 统计学 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

We study the $K$-Max combinatorial multi-armed bandits problem with continuous outcome distributions and weak value-index feedback: each base arm has an unknown continuous outcome distribution, and in each round the learning agent selects…

机器学习 · 计算机科学 2025-02-20 Yu Chen , Siwei Wang , Longbo Huang , Wei Chen

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

机器学习 · 计算机科学 2023-01-19 Anand Kalvit , Assaf Zeevi

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

最优化与控制 · 数学 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

The combinatorial multi-armed bandit (CMAB) is a cornerstone of sequential decision-making framework, dominated by two algorithmic families: UCB-based and adversarial methods such as follow the regularized leader (FTRL) and online mirror…

机器学习 · 计算机科学 2025-12-30 Zichun Ye , Runqi Wang , Xutong Liu , Shuai Li

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

机器学习 · 计算机科学 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

机器学习 · 计算机科学 2019-10-14 Siddhant Garg , Aditya Kumar Akash

We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

机器学习 · 计算机科学 2020-03-24 Sharan Vaswani , Abbas Mehrabian , Audrey Durand , Branislav Kveton

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

We introduce a novel framework of combinatorial multi-armed bandits (CMAB) with multivariant and probabilistically triggering arms (CMAB-MT), where the outcome of each arm is a $d$-dimensional multivariant random variable and the feedback…

In this paper, we study the stochastic combinatorial multi-armed bandit problem under semi-bandit feedback. While much work has been done on algorithms that optimize the expected reward for linear as well as some general reward functions,…

机器学习 · 计算机科学 2021-12-03 Shaarad Ayyagari , Ambedkar Dukkipati

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

机器学习 · 计算机科学 2026-03-04 Seockbean Song , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

机器学习 · 计算机科学 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

机器学习 · 计算机科学 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

机器学习 · 计算机科学 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm