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相关论文: Multi-Armed Bandit Problem with Temporally-Partiti…

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We consider a stochastic multi-armed bandit (MAB) problem with delayed impact of actions. In our setting, actions taken in the past impact the arm rewards in the subsequent future. This delayed impact of actions is prevalent in the real…

机器学习 · 计算机科学 2021-11-02 Wei Tang , Chien-Ju Ho , Yang Liu

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

机器学习 · 计算机科学 2023-04-20 Rahul Vaze , Manjesh K. Hanawal

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

机器学习 · 统计学 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

机器学习 · 计算机科学 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

数据结构与算法 · 计算机科学 2014-05-21 Aleksandrs Slivkins

Most of the existing federated multi-armed bandits (FMAB) designs are based on the presumption that clients will implement the specified design to collaborate with the server. In reality, however, it may not be possible to modify the…

机器学习 · 统计学 2023-11-21 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

We formulate and study a decentralized multi-armed bandit (MAB) problem. There are M distributed players competing for N independent arms. Each arm, when played, offers i.i.d. reward according to a distribution with an unknown parameter. At…

最优化与控制 · 数学 2015-05-14 Keqin Liu , Qing Zhao

In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for…

机器学习 · 计算机科学 2023-01-25 Yulian Wu , Chaowen Guan , Vaneet Aggarwal , Di Wang

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

机器学习 · 计算机科学 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

机器学习 · 计算机科学 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

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

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

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

机器学习 · 计算机科学 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

机器学习 · 计算机科学 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

机器学习 · 统计学 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

机器学习 · 计算机科学 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

机器学习 · 计算机科学 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

机器学习 · 统计学 2021-09-13 Samarth Gupta , Shreyas Chaudhari , Gauri Joshi , Osman Yağan

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

机器学习 · 计算机科学 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari