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Best arm identification (or, pure exploration) in multi-armed bandits is a fundamental problem in machine learning. In this paper we study the distributed version of this problem where we have multiple agents, and they want to learn the…

Machine Learning · Computer Science 2019-09-02 Chao Tao , Qin Zhang , Yuan Zhou

Many companies now use crowdsourcing to leverage external (as well as internal) crowds to perform specialized work, and so methods of improving efficiency are critical. Tasks in crowdsourcing systems with specialized work have multiple…

Multiagent Systems · Computer Science 2016-01-19 Avhishek Chatterjee , Michael Borokhovich , Lav R. Varshney , Sriram Vishwanath

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…

Machine Learning · Computer Science 2024-03-11 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper…

Machine Learning · Statistics 2013-06-18 Kevin Jamieson , Matthew Malloy , Robert Nowak , Sebastien Bubeck

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

Many stochastic optimization algorithms work by estimating the gradient of the cost function on the fly by sampling datapoints uniformly at random from a training set. However, the estimator might have a large variance, which inadvertently…

Machine Learning · Computer Science 2017-08-10 Farnood Salehi , L. Elisa Celis , Patrick Thiran

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

In computational science workflows, it is often the case that 1) objective functions for optimization involve multiple simulation outputs, and 2) those simulations can be performed (at least partially) in parallel. In this work, we…

Optimization and Control · Mathematics 2026-05-28 Matt Menickelly

Over the last two decades, we have seen extensive industrial research in the area of computational advertising. In this paper, our goal is to study the performance of various online learning algorithms to identify and display the best…

Information Retrieval · Computer Science 2020-11-24 Kazem Jahanbakhsh

Long-term care service for old people is in great demand in most of the aging societies. The number of nursing homes residents is increasing while the number of care providers is limited. Due to the care worker shortage, care to vulnerable…

Machine Learning · Statistics 2023-03-14 Gi-Soo Kim , Young Suh Hong , Tae Hoon Lee , Myunghee Cho Paik , Hongsoo Kim

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…

Machine Learning · Computer Science 2023-02-03 Bram van den Akker , Olivier Jeunen , Ying Li , Ben London , Zahra Nazari , Devesh Parekh

We develop a general framework for clustering and distribution matching problems with bandit feedback. We consider a $K$-armed bandit model where some subset of $K$ arms is partitioned into $M$ groups. Within each group, the random variable…

Machine Learning · Computer Science 2025-02-12 Recep Can Yavas , Yuqi Huang , Vincent Y. F. Tan , Jonathan Scarlett

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Crowdsourcing allows to instantly recruit workers on the web to annotate image, web page, or document databases. However, worker unreliability prevents taking a workers responses at face value. Thus, responses from multiple workers are…

Information Retrieval · Computer Science 2013-07-31 Aditya Kurve , David J Miller , George Kesidis

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

Machine Learning · Computer Science 2024-08-29 Woojin Jeong , Seungki Min