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相关论文: Transfer in Sequential Multi-armed Bandits via Rew…

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We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

机器学习 · 计算机科学 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

机器学习 · 计算机科学 2021-01-25 Lai Wei , Vaibhav Srivastava

In this study, we consider the infinitely many-armed bandit problems in a rested rotting setting, where the mean reward of an arm may decrease with each pull, while otherwise, it remains unchanged. We explore two scenarios regarding the…

机器学习 · 计算机科学 2025-06-03 Jung-hun Kim , Milan Vojnovic , Se-Young Yun

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…

统计理论 · 数学 2008-12-18 Aurélien Garivier , Eric Moulines

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

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 a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

机器学习 · 计算机科学 2022-10-18 Viktor Bengs , Eyke Hüllermeier

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

机器学习 · 统计学 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

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

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 study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both…

机器学习 · 统计学 2019-06-26 Oleksandr Zadorozhnyi , Gilles Blanchard , Alexandra Carpentier

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

机器学习 · 计算机科学 2023-10-19 Mengfan Xu , Diego Klabjan

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

机器学习 · 计算机科学 2021-10-27 Anand Kalvit , Assaf Zeevi

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…

机器学习 · 计算机科学 2021-02-02 Xiang Zhou , Yi Xiong , Ningyuan Chen , Xuefeng Gao

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

机器学习 · 计算机科学 2020-10-27 Rahul Singh , Fang Liu , Yin Sun , Ness Shroff

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

机器学习 · 计算机科学 2024-05-21 Han Qi , Guo Fei , Li Zhu

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

机器学习 · 计算机科学 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

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

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

机器学习 · 计算机科学 2015-07-20 Aleksandr Vorobev , Gleb Gusev

We study a variant of the contextual bandit problem where an agent can intervene through a set of stochastic expert policies. Given a fixed context, each expert samples actions from a fixed conditional distribution. The agent seeks to…

机器学习 · 计算机科学 2024-10-29 Nihal Sharma , Rajat Sen , Soumya Basu , Karthikeyan Shanmugam , Sanjay Shakkottai