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For the linear bandit problem, we extend the analysis of algorithm CombEXP from [R. Combes, M. S. Talebi Mazraeh Shahi, A. Proutiere, and M. Lelarge. Combinatorial bandits revisited. In C. Cortes, N. D. Lawrence, D. D. Lee, M. Sugiyama, and…

Data Structures and Algorithms · Computer Science 2016-10-14 Gábor Braun , Sebastian Pokutta

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

Machine Learning · Computer Science 2017-11-08 Emilie Kaufmann , Aurélien Garivier

Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…

Machine Learning · Computer Science 2026-02-18 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Anastasiia Soboleva

We investigate the feasibility of learning from a mix of both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data…

Machine Learning · Computer Science 2019-06-25 Chicheng Zhang , Alekh Agarwal , Hal Daumé , John Langford , Sahand N Negahban

Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…

Machine Learning · Computer Science 2022-01-20 Louis Faury , Marc Abeille , Kwang-Sung Jun , Clément Calauzènes

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

Most learning to rank research has assumed that the utility of different documents is independent, which results in learned ranking functions that return redundant results. The few approaches that avoid this have rather unsatisfyingly…

Machine Learning · Computer Science 2012-09-04 Aleksandrs Slivkins , Filip Radlinski , Sreenivas Gollapudi

Ranking system is the core part of modern retrieval and recommender systems, where the goal is to rank candidate items given user contexts. Optimizing ranking systems online means that the deployed system can serve user requests, e.g.,…

Information Retrieval · Computer Science 2021-10-13 Chang Li

Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years. However, existing GLBs scale poorly with the number of rounds and the number of arms, limiting their…

Machine Learning · Statistics 2017-10-24 Kwang-Sung Jun , Aniruddha Bhargava , Robert Nowak , Rebecca Willett

Contextual bandit algorithms are commonly used in recommender systems, where content popularity can change rapidly. These algorithms continuously learn latent mappings between users and items, based on contexts associated with them both.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Kanak Mahadik , Qingyun Wu , Shuai Li , Amit Sabne

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Margaux Brégère , Julie Keisler

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

Data Structures and Algorithms · Computer Science 2022-11-08 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…

Machine Learning · Computer Science 2025-01-14 Xiaoyi Wu , Bo Ji , Bin Li

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

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

Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it…

Machine Learning · Computer Science 2019-03-05 Mingdong Ou , Nan Li , Shenghuo Zhu , Rong Jin

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant
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