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相关论文: Budgeted Multi-Armed Bandits with Asymmetric Confi…

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We study fairness within the stochastic, \emph{multi-armed bandit} (MAB) decision making framework. We adapt the fairness framework of "treating similar individuals similarly" to this setting. Here, an `individual' corresponds to an arm and…

机器学习 · 计算机科学 2017-07-07 Yang Liu , Goran Radanovic , Christos Dimitrakakis , Debmalya Mandal , David C. Parkes

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

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

机器学习 · 计算机科学 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

We consider a good arm identification problem in a stochastic bandit setting with multi-objectives, where each arm $i \in [K]$ is associated with a distribution $D_i$ defined over $R^M$. For each round $t$, the player pulls an arm $i_t$ and…

机器学习 · 计算机科学 2025-06-30 Xuanke Jiang , Sherief Hashima , Kohei Hatano , Eiji Takimoto

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

机器学习 · 计算机科学 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

机器学习 · 计算机科学 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

The sample mean is among the most well studied estimators in statistics, having many desirable properties such as unbiasedness and consistency. However, when analyzing data collected using a multi-armed bandit (MAB) experiment, the sample…

统计理论 · 数学 2021-05-03 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

机器学习 · 计算机科学 2025-03-12 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

We consider a budgeted combinatorial multi-armed bandit setting where, in every round, the algorithm selects a super-arm consisting of one or more arms. The goal is to minimize the total expected regret after all rounds within a limited…

机器学习 · 计算机科学 2022-02-17 Debojit Das , Shweta Jain , Sujit Gujar

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

机器学习 · 计算机科学 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

In this paper, we study the problem of bandits with knapsacks (BwK) in a non-stationary environment. The BwK problem generalizes the multi-arm bandit (MAB) problem to model the resource consumption associated with playing each arm. At each…

机器学习 · 计算机科学 2022-10-13 Shang Liu , Jiashuo Jiang , Xiaocheng Li

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

机器学习 · 计算机科学 2020-02-06 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

机器学习 · 计算机科学 2021-05-25 Anand Kalvit , Assaf Zeevi

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

机器学习 · 统计学 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

机器学习 · 计算机科学 2024-02-21 Po-An Wang , Ruo-Chun Tzeng , Alexandre Proutiere

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

机器学习 · 计算机科学 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback. In a CMAB…

机器学习 · 计算机科学 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

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 consider the restless multi-armed bandit (RMAB) problem with unknown dynamics in which a player chooses M out of N arms to play at each time. The reward state of each arm transits according to an unknown Markovian rule when it is played…

最优化与控制 · 数学 2011-12-30 Haoyang Liu , Keqin Liu , Qing Zhao

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

机器学习 · 计算机科学 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran