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Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

机器学习 · 计算机科学 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

机器学习 · 计算机科学 2026-05-11 Ishank Juneja , Carlee Joe-Wong , Osman Yağan

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

机器学习 · 计算机科学 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

机器学习 · 计算机科学 2025-10-21 Ofir Schlisselberg , Tal Lancewicki , Peter Auer , Yishay Mansour

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

机器学习 · 计算机科学 2020-06-20 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett , Heinrich Jiang

We address the problem of \emph{`Internal Regret'} in \emph{Sleeping Bandits} in the fully adversarial setup, as well as draw connections between different existing notions of sleeping regrets in the multiarmed bandits (MAB) literature and…

机器学习 · 计算机科学 2022-10-28 Pierre Gaillard , Aadirupa Saha , Soham Dan

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

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

机器学习 · 计算机科学 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

机器学习 · 计算机科学 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

机器学习 · 计算机科学 2022-10-11 Arghyadip Roy , Sanjay Shakkottai , R. Srikant

The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…

机器学习 · 计算机科学 2023-04-12 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

机器学习 · 计算机科学 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

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

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

机器学习 · 统计学 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

机器学习 · 计算机科学 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. The reward that the…

机器学习 · 计算机科学 2020-06-09 Nadav Merlis , Shie Mannor

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

机器学习 · 计算机科学 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov

We derive improved regret bounds for the Tsallis-INF algorithm of Zimmert and Seldin (2021). We show that in adversarial regimes with a $(\Delta,C,T)$ self-bounding constraint the algorithm achieves $\mathcal{O}\left(\left(\sum_{i\neq i^*}…

机器学习 · 计算机科学 2021-09-14 Saeed Masoudian , Yevgeny Seldin

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

最优化与控制 · 数学 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

机器学习 · 计算机科学 2019-02-08 Nischal Agrawal , Prasanna Chaporkar