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We consider the setup of stochastic multi-armed bandits in the case when reward distributions are piecewise i.i.d. and bounded with unknown changepoints. We focus on the case when changes happen simultaneously on all arms, and in stark…

机器学习 · 计算机科学 2019-06-10 Subhojyoti Mukherjee , Odalric-Ambrym Maillard

We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty. Traditional regret-minimisation bandit strategies like…

机器学习 · 计算机科学 2025-12-11 Simone Cuonzo , Nina Deliu

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

机器学习 · 计算机科学 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

The Lipschitz multi-armed bandit (MAB) problem generalizes the classical multi-armed bandit problem by assuming one is given side information consisting of a priori upper bounds on the difference in expected payoff between certain pairs of…

数据结构与算法 · 计算机科学 2009-11-09 Robert Kleinberg , Aleksandrs Slivkins

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

机器学习 · 计算机科学 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

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

In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

最优化与控制 · 数学 2025-05-12 Yu Bai , Yiming Li , Xi Xiong

In federated multi-armed bandit problems, maximizing global reward while satisfying minimum privacy requirements to protect clients is the main goal. To formulate such problems, we consider a combinatorial contextual bandit setting with…

机器学习 · 计算机科学 2023-07-11 Sepehr Elahi , Baran Atalar , Sevda Öğüt , Cem Tekin

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

机器学习 · 计算机科学 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

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

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

机器学习 · 计算机科学 2025-09-19 Shaoang Li , Jian Li

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

机器学习 · 计算机科学 2021-11-02 Hsu Kao , Chen-Yu Wei , Vijay Subramanian

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

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

机器学习 · 统计学 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

系统与控制 · 计算机科学 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…

机器学习 · 计算机科学 2019-12-17 Zhiyuan Liu , Huazheng Wang , Fan Shen , Kai Liu , Lijun Chen

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

机器学习 · 计算机科学 2023-01-19 Anand Kalvit , Assaf Zeevi

In this paper, we propose a constant word (RAM model) algorithm for regret minimisation for both finite and infinite Stochastic Multi-Armed Bandit (MAB) instances. Most of the existing regret minimisation algorithms need to remember the…

机器学习 · 计算机科学 2019-01-25 Arghya Roy Chaudhuri , Shivaram Kalyanakrishnan

In this paper, we investigate federated contextual linear bandit learning within a wireless system that comprises a server and multiple devices. Each device interacts with the environment, selects an action based on the received reward, and…

机器学习 · 计算机科学 2023-08-29 Jiali Wang , Yuning Jiang , Xin Liu , Ting Wang , Yuanming Shi

We study a variant of the stochastic multi-armed bandit (MAB) problem in which the rewards are corrupted. In this framework, motivated by privacy preservation in online recommender systems, the goal is to maximize the sum of the…

机器学习 · 计算机科学 2017-11-06 Pratik Gajane , Tanguy Urvoy , Emilie Kaufmann