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Online Learning with Recency: Algorithms for Sliding-window Streaming Multi-armed Bandits

arXiv:2606.08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* In this setting, we are given $n$ arms with unknown sub-Gaussian reward distributions and a parameter $W$. The arms arrive in a single-pass stream, and only the most recent $W$ arms are considered valid.

arXiv CS 1d ago

Robust Restless Multi-Armed Bandit for Data Center Flexibility Services Through Virtual Machine Scheduling

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Multi-Armed Bandits with Arriving Arms: Sequential Screening, Dynamic Regret, and Sublinear Guarantees

arXiv:2606.09002v1 Announce Type: cross Abstract: We study a stochastic multi-armed bandit problem in which the set of available arms expands over time. This setting arises in sequential experimentation when new actions or treatments become available during an ongoing study, making regret against a single best arm in hindsight inappropriate. We instead evaluate performance relative to the best arm currently available, leading to a dynamic-regret criterion for arriving-arm environments.

arXiv CS 1d ago