# Multi-armed Bandit Learning on a Graph

arXiv: https://arxiv.org/abs/2209.09419 · HTML: https://mlsanity.com/paper/2209.09419/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 19 of its 49 references that are in the map.
- First posted on arXiv 20 Sep 2022.

## Builds on (most cited first, 19 of 19)

- [Minimax Regret Bounds for Reinforcement Learning](https://mlsanity.com/paper/1703.05449/) (2017)
- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [Introduction to Multi-Armed Bandits](https://mlsanity.com/paper/1904.07272/) (2019)
- [Provably Efficient Exploration in Policy Optimization](https://mlsanity.com/paper/1912.05830/) (2019)
- [Tighter Problem-Dependent Regret Bounds in Reinforcement Learning without Domain Knowledge using Value Function Bounds](https://mlsanity.com/paper/1901.00210/) (2019)
- [Reward-Free Exploration for Reinforcement Learning](https://mlsanity.com/paper/2002.02794/) (2020)
- [Almost Optimal Model-Free Reinforcement Learning via Reference-Advantage Decomposition](https://mlsanity.com/paper/2004.10019/) (2020)
- [Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges](https://mlsanity.com/paper/1507.08025/) (2015)
- [Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learning](https://mlsanity.com/paper/2110.04645/) (2021)
- [Near-optimal Regret Bounds for Stochastic Shortest Path](https://mlsanity.com/paper/2002.09869/) (2020)
- [Wireless Communications with Unmanned Aerial Vehicles: Opportunities and Challenges](https://mlsanity.com/paper/1602.03602/) (2016)
- [Nearly Minimax Optimal Reinforcement Learning for Discounted MDPs](https://mlsanity.com/paper/2010.00587/) (2020)
- [On Lower Bounds for Regret in Reinforcement Learning](https://mlsanity.com/paper/1608.02732/) (2016)
- [Bandits with Switching Costs: T^{2/3} Regret](https://mlsanity.com/paper/1310.2997/) (2013)
- [Stochastic Shortest Path: Minimax, Parameter-Free and Towards Horizon-Free Regret](https://mlsanity.com/paper/2104.11186/) (2021)
- [Model-Free Reinforcement Learning: from Clipped Pseudo-Regret to Sample Complexity](https://mlsanity.com/paper/2006.03864/) (2020)
- [Online learning over a finite action set with limited switching](https://mlsanity.com/paper/1803.01548/) (2018)
- [Minimax Regret of Switching-Constrained Online Convex Optimization: No Phase Transition](https://mlsanity.com/paper/1910.10873/) (2019)
- [A Non-stochastic Learning Approach to Energy Efficient Mobility Management](https://mlsanity.com/paper/1608.07891/) (2016)

## Built on by (most cited first, 3 of 3)

- [Cooperative Multi-Agent Graph Bandits: UCB Algorithm and Regret Analysis](https://mlsanity.com/paper/2401.10383/) (2024)
- [Quantum spatial best-arm identification via quantum walks](https://mlsanity.com/paper/2509.05890/) (2025)
- [Learning from Local Walks on Dynamic Graphs with Bandit Feedback](https://mlsanity.com/paper/2607.10571/) (2026)

## Abstract (arXiv)

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm corresponds to a physical action that constrains the choices of the next available arms (actions). Motivated by this, we study an extension of MAB called the graph bandit, where an agent travels over a graph to maximize the reward collected from different nodes. The graph defines the agent's freedom in selecting the next available nodes at each step. We assume the graph structure is fully available, but the reward distributions are unknown. Built upon an offline graph-based planning algorithm and the principle of optimism, we design a learning algorithm, G-UCB, that balances long-term exploration-exploitation using the principle of optimism. We show that our proposed algorithm achieves O(√|S|Tlog(T)+D|S|log T) learning regret, where |S| is the number of nodes and D is the diameter of the graph, which matches the theoretical lower bound Omega(√|S|T) up to logarithmic factors. To our knowledge, this result is among the first tight regret bounds in non-episodic, un-discounted learning problems with known deterministic transitions. Numerical experiments confirm that our algorithm outperforms several benchmarks.
