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In multi-armed bandits with network interference (MABNI), the action taken by one node can influence the rewards of others, creating complex interdependence. While existing research on MABNI largely concentrates on minimizing regret, it…

机器学习 · 计算机科学 2025-10-14 Zichen Wang , Haoyang Hong , Chuanhao Li , Haoxuan Li , Zhiheng Zhang , Huazheng Wang

We consider the classical stochastic multi-armed bandit problem with a constraint that limits the total cost incurred by switching between actions to be no larger than a given switching budget. For this problem, we prove matching upper and…

机器学习 · 计算机科学 2021-03-22 David Simchi-Levi , Yunzong Xu

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

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

机器学习 · 统计学 2020-10-23 Yinglun Zhu , Robert Nowak

In this paper, we introduce Ballooning Multi-Armed Bandits (BL-MAB), a novel extension of the classical stochastic MAB model. In the BL-MAB model, the set of available arms grows (or balloons) over time. In contrast to the classical MAB…

机器学习 · 计算机科学 2021-02-23 Ganesh Ghalme , Swapnil Dhamal , Shweta Jain , Sujit Gujar , Y. Narahari

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

机器学习 · 计算机科学 2021-05-25 Anand Kalvit , Assaf Zeevi

We give an $(\varepsilon,\delta)$-differentially private algorithm for the multi-armed bandit (MAB) problem in the shuffle model with a distribution-dependent regret of $O\left(\left(\sum_{a\in [k]:\Delta_a>0}\frac{\log…

机器学习 · 计算机科学 2021-10-29 Jay Tenenbaum , Haim Kaplan , Yishay Mansour , Uri Stemmer

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

数据结构与算法 · 计算机科学 2007-05-23 Varsha Dani , Thomas P. Hayes

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

机器学习 · 计算机科学 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

机器学习 · 计算机科学 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

This paper considers a stochastic Multi-Armed Bandit (MAB) problem with dual objectives: (i) quick identification and commitment to the optimal arm, and (ii) reward maximization throughout a sequence of $T$ consecutive rounds. Though each…

机器学习 · 计算机科学 2024-05-31 Qining Zhang , Lei Ying

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 a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

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

This paper presents a comprehensive study on the problem of Best Arm Retention (BAR), which has recently found applications in streaming algorithms for multi-armed bandits. In the BAR problem, the goal is to retain $m$ arms with the best…

机器学习 · 计算机科学 2025-04-17 Houshuang Chen , Yuchen He , Chihao Zhang

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

机器学习 · 统计学 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this…

机器学习 · 计算机科学 2019-05-03 Sébastien Bubeck , Yuanzhi Li , Yuval Peres , Mark Sellke

We consider non-stationary multi-arm bandit (MAB) where the expected reward of each action follows a linear function of the number of times we executed the action. Our main result is a tight regret bound of $\tilde{\Theta}(T^{4/5}K^{3/5})$,…

机器学习 · 计算机科学 2025-01-09 Omer Amichay , Yishay Mansour

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

机器学习 · 计算机科学 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…

机器学习 · 计算机科学 2023-01-05 Anmol Kagrecha , Jayakrishnan Nair , Krishna Jagannathan