{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/multi-armed-bandits-with-correlated-arms","title":"Multi-Armed Bandits with Correlated Arms","arxiv_id":"1911.03959","date":"2019-11-06","proceeding":null,"authors":["Samarth Gupta","Shreyas Chaudhari","Gauri Joshi","Osman Yağan"],"abstract":"We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit algorithms to the correlated setting. We present a unified proof technique to analyze the proposed algorithms. Rigorous analysis of C-UCB (the correlated bandit version of Upper-confidence-bound) reveals that the algorithm ends up pulling certain sub-optimal arms, termed as non-competitive, only O(1) times, as opposed to the O(log T) pulls required by classic bandit algorithms such as UCB, TS etc. We present regret-lower bound and show that when arms are correlated through a latent random source, our algorithms obtain order-optimal regret. We validate the proposed algorithms via experiments on the MovieLens and Goodreads datasets, and show significant improvement over classical bandit algorithms.","url_abs":"https://arxiv.org/abs/1911.03959v4","url_pdf":"https://arxiv.org/pdf/1911.03959v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"multi-armed-bandits-with-correlated-arms","repo_url":"https://github.com/shreyasc-13/correlated_bandits","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}},{"paper_slug":"multi-armed-bandits-with-correlated-arms","repo_url":"https://github.com/ishank-juneja/Correlated-AoI-Bandits","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}}],"tasks":[{"task_slug":"multi-armed-bandits","task_name":"Multi-Armed Bandits"}],"methods":[{"method_slug":"ts","method_name":"TS"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1911.03959","atlas_url":"https://app.syntology.ai/?focus=1911.03959","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}