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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

In budget-limited multi-armed bandit (MAB) problems, the learner's actions are costly and constrained by a fixed budget. Consequently, an optimal exploitation policy may not be to pull the optimal arm repeatedly, as is the case in other…

人工智能 · 计算机科学 2012-04-10 Long Tran-Thanh , Archie Chapman , Alex Rogers , Nicholas R. Jennings

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

信号处理 · 电气工程与系统科学 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

机器学习 · 计算机科学 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

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 present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

机器学习 · 统计学 2015-11-30 Aristide Tossou , Christos Dimitrakakis

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

机器学习 · 统计学 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

机器学习 · 计算机科学 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

人工智能 · 计算机科学 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

机器学习 · 计算机科学 2025-06-17 Mansoor Davoodi , Setareh Maghsudi

A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…

机器学习 · 计算机科学 2021-03-02 Orestis Papadigenopoulos , Constantine Caramanis

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

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 study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

机器学习 · 统计学 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

机器学习 · 计算机科学 2024-03-19 Sourav Chakraborty , Lijun Chen

Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When…

机器学习 · 计算机科学 2014-01-07 Nicolas Galichet , Michèle Sebag , Olivier Teytaud

We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…

机器学习 · 统计学 2018-04-25 Lai Wei , Vaibhav Srivastava

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

机器学习 · 计算机科学 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

机器学习 · 计算机科学 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose $p$-th moment is bounded by a constant $\nu_{p}$ for $1<p\leq2$. First, we propose a novel robust estimator which does not require $\nu_{p}$…

机器学习 · 计算机科学 2021-10-28 Kyungjae Lee , Hongjun Yang , Sungbin Lim , Songhwai Oh