相关论文: Fast Change Identification in Multi-Play Bandits a…

We consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

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…

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

We study an infinite-armed bandit problem where actions' mean rewards are initially sampled from a reservoir distribution. Most prior works in this setting focused on stationary rewards (Berry et al., 1997; Wang et al., 2008; Bonald and…

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…

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Traditional randomized A/B experiments assign arms with uniform random (UR) probability, such as 50/50 assignment to two versions of a website to discover whether one version engages users more. To more quickly and automatically use data to…

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

In this paper, we introduce Ballooning Multi-Armed Bandits (BL-MAB), a novel extension of the classical stochastic MAB model. In the BL-MAB model, the set of available arms grows (or balloons) over time. In contrast to the classical MAB…

Motivated by real-world applications that necessitate responsible experimentation, we introduce the problem of best arm identification (BAI) with minimal regret. This innovative variant of the multi-armed bandit problem elegantly…

The adoption of dynamic, self-learning solutions for real-time wireless network optimization has recently gained significant attention due to the limited adaptability of existing protocols. This paper investigates multi-armed bandit (MAB)…

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

We study a new stochastic multi-player multi-armed bandits (MP-MAB) problem, where the reward distribution changes if a collision occurs on the arm. Existing literature always assumes a zero reward for involved players if collision happens,…

We study decentralized multi-agent multi-armed bandits in fully heavy-tailed settings, where clients communicate over sparse random graphs with heavy-tailed degree distributions and observe heavy-tailed (homogeneous or heterogeneous) reward…

Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process…