中文
相关论文

相关论文: Multi-thresholding Good Arm Identification with Ba…

200 篇论文

We study the Stochastic Multi-armed Bandit problem under bounded arm-memory. In this setting, the arms arrive in a stream, and the number of arms that can be stored in the memory at any time, is bounded. The decision-maker can only pull…

机器学习 · 计算机科学 2020-12-10 Arnab Maiti , Vishakha Patil , Arindam Khan

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

计算机科学与博弈论 · 计算机科学 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

机器学习 · 计算机科学 2022-08-22 Vishakha Patil , Vineet Nair , Ganesh Ghalme , Arindam Khan

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

机器学习 · 计算机科学 2023-10-19 Mengfan Xu , Diego Klabjan

We consider a decentralized stochastic multi-armed bandit problem with multiple players. Each player aims to maximize his/her own reward by pulling an arm. The arms give rewards based on i.i.d. stochastic Bernoulli distributions. Players…

机器学习 · 计算机科学 2017-12-05 Noyan Evirgen , Alper Kose , Hakan Gokcesu

This paper studies a multi-armed bandit (MAB) version of the range-searching problem. In its basic form, range searching considers as input a set of points (on the real line) and a collection of (real) intervals. Here, with each specified…

机器学习 · 计算机科学 2021-05-05 Siddharth Barman , Ramakrishnan Krishnamurthy , Saladi Rahul

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…

机器学习 · 计算机科学 2022-11-21 Yihan Du , Siwei Wang , Longbo Huang

We study the problem of identifying the best arm in a multi-armed bandit environment when each arm is a time-homogeneous and ergodic discrete-time Markov process on a common, finite state space. The state evolution on each arm is governed…

机器学习 · 统计学 2022-03-30 P. N. Karthik , Kota Srinivas Reddy , Vincent Y. F. Tan

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…

机器学习 · 计算机科学 2017-05-29 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

机器学习 · 计算机科学 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

We study the representative arm identification (RAI) problem in the multi-armed bandits (MAB) framework, wherein we have a collection of arms, each associated with an unknown reward distribution. An underlying instance is defined by a…

机器学习 · 计算机科学 2024-08-27 Sarvesh Gharat , Aniket Yadav , Nikhil Karamchandani , Jayakrishnan Nair

We investigate the problem of batched best arm identification in multi-armed bandits, where we aim to identify the best arm from a set of $n$ arms while minimizing both the number of samples and batches. We introduce an algorithm that…

机器学习 · 计算机科学 2025-01-30 Tianyuan Jin , Qin Zhang , Dongruo Zhou

Thompson sampling has become a ubiquitous approach to online decision problems with bandit feedback. The key algorithmic task for Thompson sampling is drawing a sample from the posterior of the optimal action. We propose an alternative arm…

机器学习 · 计算机科学 2021-05-05 Jackie Baek , Vivek F. Farias

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

机器学习 · 计算机科学 2019-08-19 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

机器学习 · 计算机科学 2025-10-13 Di Zhang

By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…

信号处理 · 电气工程与系统科学 2020-05-28 Naoki Narisawa , Nicolas Chauvet , Mikio Hasegawa , Makoto Naruse

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

机器学习 · 计算机科学 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

In this paper, we consider a multi-armed bandit (MAB) instance and study how to identify the best arm when arm commands are conveyed from a central learner to a distributed agent over a discrete memoryless channel (DMC). Depending on the…

信息论 · 计算机科学 2026-04-03 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

最优化与控制 · 数学 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

机器学习 · 计算机科学 2025-06-19 Ryoma Sato , Shinji Ito