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相关论文: Multi-Armed Bandits with Dependent Arms

200 篇论文

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

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

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

统计理论 · 数学 2008-12-18 Aurélien Garivier , Eric Moulines

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

机器学习 · 计算机科学 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

机器学习 · 计算机科学 2023-06-13 Bo Li , Chi Ho Yeung

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

This paper studies a new variant of the stochastic multi-armed bandits problem where auxiliary information about the arm rewards is available in the form of control variates. In many applications like queuing and wireless networks, the arm…

机器学习 · 计算机科学 2022-01-19 Arun Verma , Manjesh K. Hanawal

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

机器学习 · 计算机科学 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

机器学习 · 计算机科学 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

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

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

机器学习 · 计算机科学 2023-12-14 Han Qi , Fei Guo , Li Zhu

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

机器学习 · 计算机科学 2025-10-13 Di Zhang

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one…

机器学习 · 计算机科学 2019-11-22 Jinhang Zuo , Xiaoxi Zhang , Carlee Joe-Wong

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

机器学习 · 计算机科学 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

机器学习 · 计算机科学 2021-01-25 Lai Wei , Vaibhav Srivastava

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

机器学习 · 计算机科学 2019-03-05 Tanner Fiez , Shreyas Sekar , Lillian J. Ratliff

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

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

机器学习 · 计算机科学 2012-11-06 Sébastien Bubeck , Nicolò Cesa-Bianchi

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

机器学习 · 计算机科学 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

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