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This paper studies active learning in the context of robust statistics. Specifically, we propose a variant of the Best Arm Identification problem for \emph{contaminated bandits}, where each arm pull has probability $\varepsilon$ of…

统计理论 · 数学 2021-11-16 Jason Altschuler , Victor-Emmanuel Brunel , Alan Malek

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

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 study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

机器学习 · 计算机科学 2025-10-07 Mehrasa Ahmadipour , Aurélien Garivier

We study a stochastic multi-armed bandit setting where arms are partitioned into known clusters, such that the mean rewards of arms within a cluster differ by at most a known threshold. While the clustering structure is known a priori, the…

机器学习 · 计算机科学 2025-08-20 Aakash Gore , Prasanna Chaporkar

We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

机器学习 · 计算机科学 2022-08-22 Vishakha Patil , Vineet Nair , Ganesh Ghalme , Arindam Khan

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

机器学习 · 计算机科学 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

机器学习 · 计算机科学 2019-10-14 Siddhant Garg , Aditya Kumar Akash

We consider the problem of identifying any $k$ out of the best $m$ arms in an $n$-armed stochastic multi-armed bandit. Framed in the PAC setting, this particular problem generalises both the problem of `best subset selection' and that of…

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

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

机器学习 · 计算机科学 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

机器学习 · 计算机科学 2018-04-18 Fang Liu , Sinong Wang , Swapna Buccapatnam , Ness Shroff

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

机器学习 · 计算机科学 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

机器学习 · 计算机科学 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

最优化与控制 · 数学 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

机器学习 · 计算机科学 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

机器学习 · 计算机科学 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

We study the representative arm identification (RAI) problem in the multi-armed bandits (MAB) framework, wherein we have a collection of arms, each associated with an unknown reward distribution. An underlying instance is defined by a…

机器学习 · 计算机科学 2024-08-27 Sarvesh Gharat , Aniket Yadav , Nikhil Karamchandani , Jayakrishnan Nair

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…

统计理论 · 数学 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

统计理论 · 数学 2019-02-04 Alexander Kolnogorov , Sergey Garbar

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

机器学习 · 计算机科学 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang