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Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS)…

Machine Learning · Computer Science 2020-09-17 Arun Verma , Manjesh K. Hanawal , Nandyala Hemachandra

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

Machine Learning · Computer Science 2019-10-15 Young Hun Jung , Marc Abeille , Ambuj Tewari

This paper introduces an interpretable contextual bandit algorithm using Tsetlin Machines, which solves complex pattern recognition tasks using propositional logic. The proposed bandit learning algorithm relies on straightforward bit…

Machine Learning · Computer Science 2022-02-07 Raihan Seraj , Jivitesh Sharma , Ole-Christoffer Granmo

We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial…

We address multi-armed bandits (MAB) where the objective is to maximize the cumulative reward under a probabilistic linear constraint. For a few real-world instances of this problem, constrained extensions of the well-known Thompson…

Machine Learning · Computer Science 2020-05-14 Vidit Saxena , Joseph E. Gonzalez , Joakim Jaldén

Speculative decoding accelerates LLMs by using a lightweight draft model to generate tokens autoregressively before verifying them in parallel with a larger target model. However, determining the optimal number of tokens to draft remains a…

Machine Learning · Computer Science 2025-11-05 Aditya Sridhar , Nish Sinnadurai , Sean Lie , Vithursan Thangarasa

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Machine Learning · Computer Science 2022-04-13 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

Machine Learning · Computer Science 2022-06-20 Zhi Wang , Chicheng Zhang , Kamalika Chaudhuri

Dialog response selection is an important step towards natural response generation in conversational agents. Existing work on neural conversational models mainly focuses on offline supervised learning using a large set of context-response…

Computation and Language · Computer Science 2017-11-27 Bing Liu , Tong Yu , Ian Lane , Ole J. Mengshoel

A fundamental problem for waveform-agile radar systems is that the true environment is unknown, and transmission policies which perform well for a particular tracking instance may be sub-optimal for another. Additionally, there is a limited…

Information Theory · Computer Science 2021-10-25 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

This paper describes a sequential, or online, learning scheme for adaptive radar transmissions that facilitate spectrum sharing with a non-cooperative cellular network. First, the interference channel between the radar and a spatially…

Information Theory · Computer Science 2020-08-25 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

An extension of the traditional two-armed bandit problem is considered, in which the decision maker has access to some side information before deciding which arm to pull. At each time t, before making a selection, the decision maker is able…

Information Theory · Computer Science 2007-07-16 Chih-Chun Wang , Sanjeev R. Kulkarni , H. Vincent Poor

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Machine Learning · Computer Science 2022-07-01 Vidya Muthukumar , Akshay Krishnamurthy