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相关论文: Multi-Armed Bandits-Based Optimization of Decision…

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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

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

机器学习 · 计算机科学 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

最优化与控制 · 数学 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

最优化与控制 · 数学 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

机器学习 · 计算机科学 2025-05-16 Zhiyong Wang

Many online applications running on live traffic are powered by machine learning models, for which training, validation, and hyper-parameter tuning are conducted on historical data. However, it is common for models demonstrating strong…

机器学习 · 计算机科学 2021-01-27 Jiayi Xie , Michael Tashman , John Hoffman , Lee Winikor , Rouzbeh Gerami

Scheduling fast uplink grant transmissions for machine type communications (MTCs) is one of the main challenges of future wireless systems. In this paper, a novel fast uplink grant scheduling method based on the theory of multi-armed…

信息论 · 计算机科学 2018-11-01 Samad Ali , Aidin Ferdowsi , Walid Saad , Nandana Rajatheva , Jussi Haapola

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

机器学习 · 计算机科学 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

High-content screening microscopy generates large amounts of live-cell imaging data, yet its potential remains constrained by the inability to determine when and where to image most effectively. Optimally balancing acquisition time,…

应用统计 · 统计学 2025-12-18 Jaume Anguera Peris , Songtao Cheng , Hanzhao Zhang , Wei Ouyang , Joakim Jaldén

Bandit based methods for tree search have recently gained popularity when applied to huge trees, e.g. in the game of go [6]. Their efficient exploration of the tree enables to re- turn rapidly a good value, and improve preci- sion if more…

人工智能 · 计算机科学 2014-08-12 Pierre-Arnuad Coquelin , Remi Munos

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

机器学习 · 计算机科学 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

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

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

机器学习 · 计算机科学 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…

人工智能 · 计算机科学 2016-03-16 Mikko Lauri , Risto Ritala

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

机器学习 · 统计学 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

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

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 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

Prompting has emerged as the dominant paradigm for adapting large, pre-trained transformer-based models to downstream tasks. The Prompting Decision Transformer (PDT) enables large-scale, multi-task offline Reinforcement Learning (RL)…

机器学习 · 计算机科学 2025-07-21 Finn Rietz , Oleg Smirnov , Sara Karimi , Lele Cao