中文
相关论文

相关论文: Scale-Free Adversarial Multi-Armed Bandit with Arb…

200 篇论文

We present regret minimization algorithms for the contextual multi-armed bandit (CMAB) problem over $K$ actions in the presence of delayed feedback, a scenario where loss observations arrive with delays chosen by an adversary. As a…

机器学习 · 计算机科学 2025-10-13 Orin Levy , Liad Erez , Alon Cohen , Yishay Mansour

As an extension of the classical multi-armed bandit problem, multi-fidelity multi-armed bandits (MF-MAB) enable individual arms to be evaluated using diverse feedback sources that vary in both cost and accuracy. Prior stochastic models…

机器学习 · 计算机科学 2026-05-12 Muyun Lu , Haoyang Hong , Huazheng Wang , Ying Lin

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…

机器学习 · 统计学 2024-04-03 Yanyan Dong , Vincent Y. F. Tan

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

机器学习 · 计算机科学 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

We consider the Adversarial Multi-Armed Bandits (MAB) problem with unbounded losses, where the algorithms have no prior knowledge on the sizes of the losses. We present UMAB-NN and UMAB-G, two algorithms for non-negative and general…

机器学习 · 统计学 2023-10-04 Mingyu Chen , Xuezhou Zhang

Contextual dueling bandits form a cornerstone of preference-based decision-making, with critical applications in recommender systems and large language model alignment. However, standard algorithms rely on the idealized assumption of…

机器学习 · 计算机科学 2026-05-27 Xiangyi Wang , Pingchen Lu , Jie Mao , Mingze Kong , Zhi Hong , Zhiyong Wang , Zhongxiang Dai

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample…

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

机器学习 · 计算机科学 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

机器学习 · 统计学 2015-11-30 Aristide Tossou , Christos Dimitrakakis

Multi-arm bandit (MAB) and stochastic linear bandit (SLB) are important models in reinforcement learning, and it is well-known that classical algorithms for bandits with time horizon $T$ suffer $\Omega(\sqrt{T})$ regret. In this paper, we…

机器学习 · 计算机科学 2022-05-31 Zongqi Wan , Zhijie Zhang , Tongyang Li , Jialin Zhang , Xiaoming Sun

We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price $\lambda$ every time it switches the arm being played. Our algorithm is based on adaptation of the Tsallis-INF…

机器学习 · 计算机科学 2021-02-22 Chloé Rouyer , Yevgeny Seldin , Nicolò Cesa-Bianchi

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

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

机器学习 · 计算机科学 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

机器学习 · 计算机科学 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

机器学习 · 计算机科学 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

机器学习 · 统计学 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

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

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

机器学习 · 计算机科学 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

机器学习 · 计算机科学 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

机器学习 · 计算机科学 2021-09-14 Nadav Merlis , Shie Mannor