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Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

机器学习 · 统计学 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

The restless multi-armed bandit problem is a paradigmatic modeling framework for optimal dynamic priority allocation in stochastic models of wide-ranging applications that has been widely investigated and applied since its inception in a…

综合数学 · 数学 2026-01-26 José Niño-Mora

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

机器学习 · 计算机科学 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

最优化与控制 · 数学 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

信息论 · 计算机科学 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

最优化与控制 · 数学 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

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

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

机器学习 · 计算机科学 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

Spectrum allocation in the form of primary channel and bandwidth selection is a key factor for dynamic channel bonding (DCB) wireless local area networks (WLANs). To cope with varying environments, where networks change their configurations…

网络与互联网体系结构 · 计算机科学 2021-06-11 Sergio Barrachina-Muñoz , Alessandro Chiumento , Boris Bellalta

We present an approach to Intelligent Tutoring Systems which adaptively personalizes sequences of learning activities to maximize skills acquired by students, taking into account the limited time and motivational resources. At a given point…

人工智能 · 计算机科学 2019-07-17 Benjamin Clement , Didier Roy , Pierre-Yves Oudeyer , Manuel Lopes

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…

机器学习 · 计算机科学 2019-06-20 Tomer Gafni , Kobi Cohen

We study the piecewise-stationary restless multi-armed bandit (PS-RMAB) problem, where each arm evolves as a Markov chain but \emph{mean rewards may change across unknown segments}. To address the resulting exploration--detection delay…

信息论 · 计算机科学 2026-04-14 Kuan-Ta Li , Chia-Chun Lin , Ping-Chun Hsieh , Yu-Chih Huang

In this paper we study a generalized version of classical multi-armed bandits (MABs) problem by allowing for arbitrary constraints on constituent bandits at each decision point. The motivation of this study comes from many situations that…

机器学习 · 计算机科学 2014-10-07 Xiang-yang Li , Shaojie Tang , Yaqin Zhou

Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

机器学习 · 计算机科学 2020-12-22 Yonatan Gur , Ahmadreza Momeni

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

机器学习 · 统计学 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

机器学习 · 计算机科学 2021-06-29 Maria Dimakopoulou , Zhimei Ren , Zhengyuan Zhou

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…

机器学习 · 计算机科学 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

We introduce a new variant of contextual multi-armed bandits (CMABs) called observation-augmented CMABs (OA-CMABs) wherein a robot uses extra outcome observations from an external information source, e.g. humans. In OA-CMABs, external…

机器人学 · 计算机科学 2025-01-07 Shohei Wakayama , Nisar Ahmed

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

Automating physical database design has remained a long-term interest in database research due to substantial performance gains afforded by optimised structures. Despite significant progress, a majority of today's commercial solutions are…