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We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

Machine Learning · Computer Science 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

We consider an application of multi-armed bandits to internet advertising (specifically, to dynamic ad allocation in the pay-per-click model, with uncertainty on the click probabilities). We focus on an important practical issue that…

Machine Learning · Computer Science 2013-06-04 Aleksandrs Slivkins

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

The matrix contextual bandit (CB), as an extension of the well-known multi-armed bandit, is a powerful framework that has been widely applied in sequential decision-making scenarios involving low-rank structure. In many real-world…

Machine Learning · Computer Science 2025-07-24 Yao Wang , Jiannan Li , Yue Kang , Shanxing Gao , Zhenxin Xiao

Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the decision maker chooses one arm to pull and receives the…

Machine Learning · Computer Science 2022-06-28 Yifan Lin , Yuhao Wang , Enlu Zhou

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…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…

Machine Learning · Computer Science 2016-07-12 Shipra Agrawal , Nikhil R. Devanur , Lihong Li

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

Machine Learning · Computer Science 2020-05-05 Matthieu Jedor , Jonathan Louedec , Vianney Perchet

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid