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In $K$-armed dueling bandits, the learner receives preference feedback between arms, and the regret of an arm is defined in terms of its suboptimality to a $\textit{winner}$ arm. The $\textit{non-stationary}$ variant of the problem,…

机器学习 · 计算机科学 2024-10-01 Joe Suk , Arpit Agarwal

We introduce the problem of regret minimization in adversarial multi-dueling bandits. While adversarial preferences have been studied in dueling bandits, they have not been explored in multi-dueling bandits. In this setting, the learner is…

机器学习 · 计算机科学 2024-06-27 Pratik Gajane

We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…

机器学习 · 计算机科学 2026-01-21 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

We investigate the regret-minimisation problem in a multi-armed bandit setting with arbitrary corruptions. Similar to the classical setup, the agent receives rewards generated independently from the distribution of the arm chosen at each…

机器学习 · 统计学 2023-09-29 Shubhada Agrawal , Timothée Mathieu , Debabrota Basu , Odalric-Ambrym Maillard

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

机器学习 · 统计学 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

机器学习 · 计算机科学 2021-02-09 Shubhada Agrawal , Sandeep Juneja , Wouter M. Koolen

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

机器学习 · 计算机科学 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

机器学习 · 计算机科学 2015-06-11 Gergely Neu

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

机器学习 · 计算机科学 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

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 investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

机器学习 · 计算机科学 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al.…

机器学习 · 计算机科学 2019-11-20 Tobias Sommer Thune , Nicolò Cesa-Bianchi , Yevgeny Seldin

We study the problem of Gaussian bandits with general side information, as first introduced by Wu, Szepesvari, and Gyorgy. In this setting, the play of an arm reveals information about other arms, according to an arbitrary a priori known…

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

机器学习 · 计算机科学 2021-05-25 Anand Kalvit , Assaf Zeevi

We consider contextual bandits with graph feedback, a class of interactive learning problems with richer structures than vanilla contextual bandits, where taking an action reveals the rewards for all neighboring actions in the feedback…

机器学习 · 计算机科学 2024-11-08 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

机器学习 · 计算机科学 2022-02-15 Aadirupa Saha , Pierre Gaillard

We study the stochastic multi-armed bandit problem when one knows the value $\mu^{(\star)}$ of an optimal arm, as a well as a positive lower bound on the smallest positive gap $\Delta$. We propose a new randomized policy that attains a…

统计理论 · 数学 2013-02-13 Sébastien Bubeck , Vianney Perchet , Philippe Rigollet

We study the stochastic multi-armed bandit problem with the graph-based feedback structure introduced by Mannor and Shamir. We analyze the performance of the two most prominent stochastic bandit algorithms, Thompson Sampling and Upper…

机器学习 · 计算机科学 2020-02-17 Thodoris Lykouris , Eva Tardos , Drishti Wali

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

机器学习 · 计算机科学 2022-05-25 Gergely Neu , Julia Olkhovskaya

We initiate the study of learning in contextual bandits with the help of loss predictors. The main question we address is whether one can improve over the minimax regret $\mathcal{O}(\sqrt{T})$ for learning over $T$ rounds, when the total…

机器学习 · 计算机科学 2020-10-16 Chen-Yu Wei , Haipeng Luo , Alekh Agarwal