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The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

计量经济学 · 经济学 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

机器学习 · 计算机科学 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

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

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

机器学习 · 统计学 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

信息检索 · 计算机科学 2021-08-23 Ding Xiang , Becky West , Jiaqi Wang , Xiquan Cui , Jinzhou Huang

We study the problem of selecting large language models (LLMs) for user queries in settings where multiple LLM providers submit the cost of solving a query. From the users' perspective, choosing an optimal model is a sequential,…

计算机科学与博弈论 · 计算机科学 2026-02-17 Pronoy Patra , Sankarshan Damle , Manisha Padala , Sujit Gujar

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

机器学习 · 计算机科学 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

机器学习 · 计算机科学 2015-03-23 Shaojie Tang , Yaqin Zhou

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

Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…

机器学习 · 计算机科学 2026-05-12 Elad Tolochinsky , Yaniv Tenzer , Yaniv Romano

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

The multi-armed bandit (MAB) problems are widely studied in fields of operations research, stochastic optimization, and reinforcement learning. In this paper, we consider the classical MAB model with heavy-tailed reward distributions and…

机器学习 · 计算机科学 2025-09-16 Keqin Liu , Tianshuo Zheng , Zhi-Hua Zhou

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

机器学习 · 计算机科学 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…

机器学习 · 计算机科学 2026-02-18 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Anastasiia Soboleva

We seek to take a different approach in deriving the optimal search policy for the repeated consumer search model found in Fishman and Rob (1995) with the main motivation of dropping the assumption of prior knowledge of the price…

理论经济学 · 经济学 2020-12-24 Tung Yu Marco Chan

We introduce and study a new variant of the multi-armed bandit problem (MAB), called the survival bandit problem (S-MAB). While in both problems, the objective is to maximize the so-called cumulative reward, in this new variant, the…

机器学习 · 计算机科学 2024-01-09 Charles Riou , Junya Honda , Masashi Sugiyama

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

统计理论 · 数学 2013-05-27 Vianney Perchet , Philippe Rigollet

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

机器学习 · 计算机科学 2020-10-27 Masahiro Kato , Yusuke Kaneko

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

机器学习 · 计算机科学 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

机器学习 · 计算机科学 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh