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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 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

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

机器学习 · 统计学 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

机器学习 · 计算机科学 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

机器学习 · 计算机科学 2023-06-13 Bo Li , Chi Ho Yeung

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 with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

机器学习 · 计算机科学 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

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

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 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

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 multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

机器学习 · 统计学 2018-12-14 Lai Wei , Vaibhav Srivastava

Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change…

机器学习 · 计算机科学 2023-05-23 Han Qi , Yue Wang , Li Zhu

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

机器学习 · 计算机科学 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

机器学习 · 统计学 2024-04-08 Iñigo Urteaga , Chris H. Wiggins

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

机器学习 · 计算机科学 2023-12-13 Qinyi Chen , Negin Golrezaei , Djallel Bouneffouf

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

机器学习 · 计算机科学 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

机器学习 · 计算机科学 2023-12-14 Han Qi , Fei Guo , Li Zhu

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 · 计算机科学 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

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
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