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相关论文: Regret Minimisation in Multi-Armed Bandits Using B…

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We study the problem of determining the best intervention in a Causal Bayesian Network (CBN) specified only by its causal graph. We model this as a stochastic multi-armed bandit (MAB) problem with side-information, where the interventions…

机器学习 · 计算机科学 2022-05-20 Aurghya Maiti , Vineet Nair , Gaurav Sinha

In this paper, we study the combinatorial semi-bandits (CMAB) and focus on reducing the dependency of the batch-size $K$ in the regret bound, where $K$ is the total number of arms that can be pulled or triggered in each round. First, for…

机器学习 · 计算机科学 2024-11-19 Xutong Liu , Jinhang Zuo , Siwei Wang , Carlee Joe-Wong , John C. S. Lui , Wei Chen

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

机器学习 · 计算机科学 2019-06-11 Hossein Aboutalebi , Doina Precup , Tibor Schuster

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 Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…

数据结构与算法 · 计算机科学 2009-11-09 Robert Kleinberg , Aleksandrs Slivkins

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

机器学习 · 计算机科学 2026-05-08 Harin Lee , Min-hwan Oh

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

Learning with expert advice and multi-armed bandit are two classic online decision problems which differ on how the information is observed in each round of the game. We study a family of problems interpolating the two. For a vector…

机器学习 · 计算机科学 2023-08-07 Houshuang Chen , Yuchen He , Chihao Zhang

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 a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

机器学习 · 计算机科学 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

In this paper we consider stochastic multiarmed bandit problems. Recently a policy, DMED, is proposed and proved to achieve the asymptotic bound for the model that each reward distribution is supported in a known bounded interval, e.g.…

统计理论 · 数学 2012-02-20 Junya Honda , Akimichi Takemura

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

机器学习 · 统计学 2018-12-14 Lai Wei , Vaibhav Srivastava

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability distribution. Such a utilitarian perspective and focus on…

机器学习 · 统计学 2025-05-01 Meltem Tatlı , Arpan Mukherjee , Prashanth L. A. , Karthikeyan Shanmugam , Ali Tajer

We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…

机器学习 · 计算机科学 2022-06-14 Aadirupa Saha , Shubham Gupta

We consider an online channel scheduling problem for a single transmitter-receiver pair equipped with $N$ arbitrarily varying wireless channels. The transmission rates of the channels might be non-stationary and could be controlled by an…

信息论 · 计算机科学 2025-01-24 G Krishnakumar , Abhishek Sinha

We study the Pareto frontier of two archetypal objectives in multi-armed bandits, namely, regret minimization (RM) and best arm identification (BAI) with a fixed horizon. It is folklore that the balance between exploitation and exploration…

机器学习 · 计算机科学 2023-06-12 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

I introduce and analyse an anytime version of the Optimally Confident UCB (OCUCB) algorithm designed for minimising the cumulative regret in finite-armed stochastic bandits with subgaussian noise. The new algorithm is simple, intuitive (in…

机器学习 · 计算机科学 2016-05-09 Tor Lattimore

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

机器学习 · 计算机科学 2025-10-21 Ofir Schlisselberg , Tal Lancewicki , Peter Auer , Yishay Mansour

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

机器学习 · 计算机科学 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

We study the impact of sharing exploration in multi-armed bandits in a grouped setting where a set of groups have overlapping feasible action sets [Baek and Farias '24]. In this grouped bandit setting, groups share reward observations, and…

机器学习 · 计算机科学 2025-06-13 Moïse Blanchard , Vineet Goyal