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This paper introduces the informational multi-armed bandit (IMAB) model in which at each round, a player chooses an arm, observes a symbol, and receives an unobserved reward in the form of the symbol's self-information. Thus, the expected…

信息论 · 计算机科学 2022-09-07 Nir Weinberger , Michal Yemini

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

机器学习 · 计算机科学 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

机器学习 · 计算机科学 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

计算机科学与博弈论 · 计算机科学 2022-06-14 Mark Sellke , Aleksandrs Slivkins

We consider a multi-armed bandit problem in which a set of arms is registered by each agent, and the agent receives reward when its arm is selected. An agent might strategically submit more arms with replications, which can bring more…

机器学习 · 计算机科学 2021-10-26 Suho Shin , Seungjoon Lee , Jungseul Ok

Multi-armed bandit (MAB) algorithms are efficient approaches to reduce the opportunity cost of online experimentation and are used by companies to find the best product from periodically refreshed product catalogs. However, these algorithms…

机器学习 · 计算机科学 2024-12-19 Mohsen Bayati , Junyu Cao , Wanning Chen

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

机器学习 · 计算机科学 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

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

Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…

机器学习 · 统计学 2023-11-14 Parnian Kassraie , Nicolas Emmenegger , Andreas Krause , Aldo Pacchiano

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

机器学习 · 计算机科学 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

机器学习 · 计算机科学 2014-11-24 Branislav Kveton , Zheng Wen , Azin Ashkan , Michal Valko

We address the M-best-arm identification problem in multi-armed bandits. A player has a limited budget to explore K arms (M<K), and once pulled, each arm yields a reward drawn (independently) from a fixed, unknown distribution. The goal is…

机器学习 · 统计学 2017-07-11 Shahin Shahrampour , Vahid Tarokh

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 addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

机器学习 · 计算机科学 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

In this paper, we study some multiagent variants of the knapsack problem. Fluschnik et al. [AAAI 2019] considered the model in which every agent assigns some utility to every item. They studied three preference aggregation rules for finding…

计算机科学与博弈论 · 计算机科学 2022-08-05 Sushmita Gupta , Pallavi Jain , Sanjay Seetharaman

Traditional multi-armed bandit (MAB) formulations usually make certain assumptions about the underlying arms' distributions, such as bounds on the support or their tail behaviour. Moreover, such parametric information is usually 'baked'…

机器学习 · 计算机科学 2022-03-29 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan

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

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

机器学习 · 统计学 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

In this paper, we consider a bandit problem in which there are a number of groups each consisting of infinitely many arms. Whenever a new arm is requested from a given group, its mean reward is drawn from an unknown reservoir distribution…

机器学习 · 统计学 2023-02-02 Ivan Lau , Yan Hao Ling , Mayank Shrivastava , Jonathan Scarlett