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

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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

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

We consider non-stationary multi-arm bandit (MAB) where the expected reward of each action follows a linear function of the number of times we executed the action. Our main result is a tight regret bound of $\tilde{\Theta}(T^{4/5}K^{3/5})$,…

机器学习 · 计算机科学 2025-01-09 Omer Amichay , Yishay Mansour

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant $\nu_{p}$ for $1<p\leq2$. First, we propose a novel robust estimator which does not require $\nu_{p}$…

机器学习 · 计算机科学 2021-10-28 Kyungjae Lee , Hongjun Yang , Sungbin Lim , Songhwai Oh

In this paper we consider stochastic multiarmed bandit problems. Recently a policy, DMED, is proposed and proved to achieve the asymptotic bound for the model that each reward distribution is supported in a known bounded interval, e.g.…

统计理论 · 数学 2012-02-20 Junya Honda , Akimichi Takemura

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

机器学习 · 计算机科学 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

机器学习 · 计算机科学 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

机器学习 · 计算机科学 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

机器学习 · 计算机科学 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

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 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

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

机器学习 · 计算机科学 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

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

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

Stochastic delays in feedback lead to unstable sequential learning using multi-armed bandits. Recently, empirical Bayesian shrinkage has been shown to improve reward estimation in bandit learning. Here, we propose a novel adaptation to…

机器学习 · 计算机科学 2021-06-23 Srivas Chennu , Jamie Martin , Puli Liyanagama , Phil Mohr

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

最优化与控制 · 数学 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

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 · 计算机科学 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

机器学习 · 统计学 2026-05-21 Sakshi Arya , Hyebin Song

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

机器学习 · 计算机科学 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

In this paper, we investigate a variant of the classical stochastic Multi-armed Bandit (MAB) problem, where the payoff received by an agent (either cost or reward) is both delayed, and directly corresponds to the magnitude of the delay.…

机器学习 · 计算机科学 2024-10-16 Ofir Schlisselberg , Ido Cohen , Tal Lancewicki , Yishay Mansour