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The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

机器学习 · 计算机科学 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

机器学习 · 计算机科学 2022-11-21 Yihan Du , Siwei Wang , Longbo Huang

We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B"…

机器学习 · 计算机科学 2014-05-15 Nir Ailon , Thorsten Joachims , Zohar Karnin

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

统计理论 · 数学 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

机器学习 · 计算机科学 2017-05-02 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit…

机器学习 · 统计学 2018-09-19 Liyuan Xu , Junya Honda , Masashi Sugiyama

One challenge in the optimization and control of societal systems is to handle the unknown and uncertain user behavior. This paper focuses on residential demand response (DR) and proposes a closed-loop learning scheme to address these…

系统与控制 · 电气工程与系统科学 2020-03-24 Yingying Li , Qinran Hu , Na Li

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

机器学习 · 计算机科学 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

机器学习 · 计算机科学 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

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

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

最优化与控制 · 数学 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

最优化与控制 · 数学 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

系统与控制 · 计算机科学 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

机器学习 · 计算机科学 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

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

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

机器学习 · 计算机科学 2023-12-11 Ayush Rai , Shaoshuai Mou

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

机器学习 · 计算机科学 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

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

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

信号处理 · 电气工程与系统科学 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

机器学习 · 计算机科学 2021-03-04 Chengshuai Shi , Cong Shen
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