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We study the non-stationary stochastic multiarmed bandit (MAB) problem and propose two generic algorithms, namely, the limited memory deterministic sequencing of exploration and exploitation (LM-DSEE) and the Sliding-Window Upper Confidence…

机器学习 · 统计学 2018-04-25 Lai Wei , Vaibhav Srivastava

We study private and robust multi-armed bandits (MABs), where the agent receives Huber's contaminated heavy-tailed rewards and meanwhile needs to ensure differential privacy. We first present its minimax lower bound, characterizing the…

机器学习 · 计算机科学 2023-03-07 Yulian Wu , Xingyu Zhou , Youming Tao , Di Wang

We consider the problem of fitting a reinforcement learning (RL) model to some given behavioral data under a multi-armed bandit environment. These models have received much attention in recent years for characterizing human and animal…

计算工程、金融与科学 · 计算机科学 2026-03-27 Hao Zhu , Jasper Hoffmann , Baohe Zhang , Joschka Boedecker

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

机器学习 · 计算机科学 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

最优化与控制 · 数学 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

机器学习 · 计算机科学 2024-05-03 Guojun Xiong , Jian Li

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

统计理论 · 数学 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

机器学习 · 计算机科学 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

机器学习 · 统计学 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

Bandit problems with linear or concave reward have been extensively studied, but relatively few works have studied bandits with non-concave reward. This work considers a large family of bandit problems where the unknown underlying reward…

机器学习 · 计算机科学 2021-07-12 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

机器学习 · 统计学 2019-04-30 Lilian Besson , Emilie Kaufmann

Decision trees, without appropriate constraints, can easily become overly complex and prone to overfit, capturing noise rather than generalizable patterns. To resolve this problem,pruning operation is a crucial part in optimizing decision…

机器学习 · 计算机科学 2025-08-11 Hasibul Karim Shanto , Umme Ayman Koana , Shadikur Rahman

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

机器学习 · 统计学 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

统计方法学 · 统计学 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

机器学习 · 计算机科学 2023-08-07 Yuchen He , Chihao Zhang

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…

机器学习 · 计算机科学 2024-07-08 Yassir Jedra , William Réveillard , Stefan Stojanovic , Alexandre Proutiere

Multi-armed bandits (MAB) are commonly used in sequential online decision-making when the reward of each decision is an unknown random variable. In practice however, the typical goal of maximizing total reward may be less important than…

机器学习 · 计算机科学 2025-12-22 Ishank Juneja , Carlee Joe-Wong , Osman Yağan

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

机器学习 · 计算机科学 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

A large number of heuristics have been proposed to optimize the reinforcement fine-tuning of LLMs. However, inconsistent claims are made from time to time, making this area elusive. Reflecting on this situation, two fundamental questions…

机器学习 · 计算机科学 2026-01-22 Xiao Hu , Hong Xie , Tao Tan , Defu Lian , Jianyu Han

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