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The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Despite the success of single-agent reinforcement learning, multi-agent reinforcement learning (MARL) remains challenging due to complex interactions between agents. Motivated by decentralized applications such as sensor networks, swarm…

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforcement learning. There are $N$ independent Markov processes that…

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

We introduce a new distributed policy gradient algorithm and show that it outperforms existing reward-aware training procedures such as REINFORCE, minimum risk training (MRT) and proximal policy optimization (PPO) in terms of training…

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Normalization is a vital process for any machine learning task as it controls the properties of data and affects model performance at large. The impact of particular forms of normalization, however, has so far been investigated in limited…

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…

Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature,…

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…

Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…

Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…

Blind deconvolution has made significant progress in the past decade. Most successful algorithms are classified either as Variational or Maximum a-Posteriori ($MAP$). In spite of the superior theoretical justification of variational…

We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One should determine the most effective…

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…