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Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…

Machine Learning · Statistics 2022-08-23 Gi-Soo Kim , Hyun-Joon Yang , Jane P. Kim

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

Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often require precise knowledge of the demand function, e.g., the…

Machine Learning · Computer Science 2025-03-04 Xueping Gong , Jiheng Zhang

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

Multiagent Systems · Computer Science 2025-10-21 Qinshuang Wei , Vaibhav Srivastava , Vijay Gupta

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

Consider costly and time-consuming tasks that add up to the success of a project, and must be fitted into a given time-frame. This is an instance of the classic budgeted maximization (knapsack) problem, which admits an FPTAS. Now assume an…

Computer Science and Game Theory · Computer Science 2026-04-10 Ilan Doron-Arad , Hadas Shachnai , Gilad Shmerler , Inbal Talgam-Cohen

The cooperative bandit problem is a multi-agent decision problem involving a group of agents that interact simultaneously with a multi-armed bandit, while communicating over a network with delays. The central idea in this problem is to…

Machine Learning · Statistics 2022-05-31 Abhimanyu Dubey , Alex Pentland

The increasing deployment of AI is shaping the future landscape of the internet, which is set to become an integrated ecosystem of AI agents. Orchestrating the interaction among AI agents necessitates decentralized, self-sustaining…

Computer Science and Game Theory · Computer Science 2024-10-08 Dima Ivanov , Paul Dütting , Inbal Talgam-Cohen , Tonghan Wang , David C. Parkes

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

Machine Learning · Computer Science 2020-04-03 Simon Lindståhl , Alexandre Proutiere , Andreas Johnsson

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

Common crowdsourcing systems average estimates of a latent quantity of interest provided by many crowdworkers to produce a group estimate. We develop a new approach -- predict-each-worker -- that leverages self-supervised learning and a…

Machine Learning · Computer Science 2024-02-05 Anmol Kagrecha , Henrik Marklund , Benjamin Van Roy , Hong Jun Jeon , Richard Zeckhauser

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Machine Learning · Computer Science 2024-11-01 Benjamin Howson , Sarah Filippi , Ciara Pike-Burke

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Computer Science and Game Theory · Computer Science 2019-11-07 Saeed Alaei , Ashwinkumar Badanidiyuru , Mohammad Mahdian , Sadra Yazdanbod

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

A contract is an economic tool used by a principal to incentivize one or more agents to exert effort on her behalf, by defining payments based on observable performance measures. A key challenge addressed by contracts -- known in economics…

Computer Science and Game Theory · Computer Science 2024-12-24 Paul Duetting , Michal Feldman , Inbal Talgam-Cohen