相关论文: Graph Feedback Bandits with Similar Arms

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

We provide a simple method to combine stochastic bandit algorithms. Our approach is based on a "meta-UCB" procedure that treats each of $N$ individual bandit algorithms as arms in a higher-level $N$-armed bandit problem that we solve with a…

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

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…

Contextual bandits aim to identify among a set of arms the optimal one with the highest reward based on their contextual information. Motivated by the fact that the arms usually exhibit group behaviors and the mutual impacts exist among…

In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the…

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…

This paper studies regret minimization in a multi-armed bandit. It is well known that side information, such as the prior distribution of arm means in Thompson sampling, can improve the statistical efficiency of the bandit algorithm. While…

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…