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相关论文: Quantile Multi-Armed Bandits with 1-bit Feedback

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In sequential decision-making scenarios i.e., mobile health recommendation systems revenue management contextual multi-armed bandit algorithms have garnered attention for their performance. But most of the existing algorithms are built on…

机器学习 · 计算机科学 2023-01-24 Mubarrat Chowdhury , Elkhan Ismayilzada , Khalequzzaman Sayem , Gi-Soo Kim

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

机器学习 · 计算机科学 2023-01-31 Yuzhe Ma , Zhijin Zhou

Top-k Combinatorial Bandits generalize multi-armed bandits, where at each round any subset of $k$ out of $n$ arms may be chosen and the sum of the rewards is gained. We address the full-bandit feedback, in which the agent observes only the…

机器学习 · 计算机科学 2019-12-05 Idan Rejwan , Yishay Mansour

This paper studies two variants of the best arm identification (BAI) problem under the streaming model, where we have a stream of $n$ arms with reward distributions supported on $[0,1]$ with unknown means. The arms in the stream are…

机器学习 · 计算机科学 2024-10-24 Tianyuan Jin , Keke Huang , Jing Tang , Xiaokui Xiao

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

机器学习 · 统计学 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…

统计理论 · 数学 2022-03-08 Antoine Barrier , Aurélien Garivier , Tomáš Kocák

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit…

机器学习 · 统计学 2018-09-19 Liyuan Xu , Junya Honda , Masashi Sugiyama

In this paper, we study the problem of fair sequential decision making with biased linear bandit feedback. At each round, a player selects an action described by a covariate and by a sensitive attribute. The perceived reward is a linear…

统计理论 · 数学 2022-06-06 Solenne Gaucher , Alexandra Carpentier , Christophe Giraud

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

机器学习 · 计算机科学 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

机器学习 · 统计学 2026-05-21 Sakshi Arya , Hyebin Song

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability distribution. Such a utilitarian perspective and focus on…

机器学习 · 统计学 2025-05-01 Meltem Tatlı , Arpan Mukherjee , Prashanth L. A. , Karthikeyan Shanmugam , Ali Tajer

We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression,…

机器学习 · 统计学 2026-04-07 Seok-Jin Kim

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

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

机器学习 · 统计学 2022-11-29 Alessio Russo , Alexandre Proutiere

This paper proposes a new method for the K-armed dueling bandit problem, a variation on the regular K-armed bandit problem that offers only relative feedback about pairs of arms. Our approach extends the Upper Confidence Bound algorithm to…

机器学习 · 计算机科学 2013-12-18 Masrour Zoghi , Shimon Whiteson , Remi Munos , Maarten de Rijke

We study how the regret guarantees of nonstochastic multi-armed bandits can be improved, if the effective range of the losses in each round is small (e.g. the maximal difference between two losses in a given round). Despite a recent…

机器学习 · 计算机科学 2020-01-03 Nicolò Cesa-Bianchi , Ohad Shamir

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

机器学习 · 计算机科学 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

机器学习 · 统计学 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

We study the effect of reward variance heterogeneity in the approximate top-$m$ arm identification setting. In this setting, the reward for the $i$-th arm follows a $\sigma^2_i$-sub-Gaussian distribution, and the agent needs to incorporate…

机器学习 · 计算机科学 2022-04-12 Ruida Zhou , Chao Tian

In this paper, we introduce a multi-armed bandit problem termed max-min grouped bandits, in which the arms are arranged in possibly-overlapping groups, and the goal is to find the group whose worst arm has the highest mean reward. This…

机器学习 · 统计学 2022-03-16 Zhenlin Wang , Jonathan Scarlett