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We consider a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

Machine Learning · Computer Science 2020-02-25 Sanath Kumar Krishnamurthy , Susan Athey

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

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

We address the problem of personalization in the context of eCommerce search. Specifically, we develop personalization ranking features that use in-session context to augment a generic ranker optimized for conversion and relevance. We use a…

Information Retrieval · Computer Science 2019-05-02 Grigor Aslanyan , Aritra Mandal , Prathyusha Senthil Kumar , Amit Jaiswal , Manojkumar Rangasamy Kannadasan

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…

Data Structures and Algorithms · Computer Science 2013-06-19 Sudipto Guha , Kamesh Munagala

Markov models have been widely used to represent and analyse user web navigation data. In previous work we have proposed a method to dynamically extend the order of a Markov chain model and a complimentary method for assessing the…

Artificial Intelligence · Computer Science 2007-05-23 Jose Borges , Mark Levene

Traditionally, when recommender systems are formalized as multi-armed bandits, the policy of the recommender system influences the rewards accrued, but not the length of interaction. However, in real-world systems, dissatisfied users may…

Machine Learning · Computer Science 2024-02-19 Omer Ben-Porat , Lee Cohen , Liu Leqi , Zachary C. Lipton , Yishay Mansour

Large language models (LLMs) are increasingly used to simulate or automate human behavior in complex sequential decision-making settings. A natural question is then whether LLMs exhibit similar decision-making behavior to humans, and can…

Machine Learning · Computer Science 2026-05-04 Ziyuan Zhang , Darcy Wang , Ningyuan Chen , Rodrigo Mansur , Vahid Sarhangian

We study the problem of real time data capture on social media. Due to the different limitations imposed by those media, but also to the very large amount of information, it is impossible to collect all the data produced by social networks…

Social and Information Networks · Computer Science 2018-09-03 Thibault Gisselbrecht

The increasing concern for data privacy has driven the rapid development of federated learning (FL), a privacy-preserving collaborative paradigm. However, the statistical heterogeneity among clients in FL results in inconsistent performance…

Machine Learning · Computer Science 2024-10-29 Zhichao Wang , Lin Wang , Yongxin Guo , Ying-Jun Angela Zhang , Xiaoying Tang

Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

Computer Science and Game Theory · Computer Science 2017-11-21 Yishay Mansour , Aleksandrs Slivkins , Zhiwei Steven Wu

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

Machine Learning · Computer Science 2024-10-01 Zichen Wang , Chuanhao Li , Chenyu Song , Lianghui Wang , Quanquan Gu , Huazheng Wang

New ranking algorithms are continually being developed and refined, necessitating the development of efficient methods for evaluating these rankers. Online ranker evaluation focuses on the challenge of efficiently determining, from implicit…

Information Retrieval · Computer Science 2016-08-23 Brian Brost , Yevgeny Seldin , Ingemar J. Cox , Christina Lioma

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

Motivated by real-world applications such as fast fashion retailing and online advertising, the Multinomial Logit Bandit (MNL-bandit) is a popular model in online learning and operations research, and has attracted much attention in the…

Machine Learning · Computer Science 2021-08-17 Nikolai Karpov , Qin Zhang

The multi-armed bandit problem is a classical decision-making problem where an agent has to learn an optimal action balancing exploration and exploitation. Properly managing this trade-off requires a correct assessment of uncertainty; in…

Machine Learning · Computer Science 2020-08-18 Fabio Massimo Zennaro , Audun Jøsang

A general framework of personalized federated multi-armed bandits (PF-MAB) is proposed, which is a new bandit paradigm analogous to the federated learning (FL) framework in supervised learning and enjoys the features of FL with…

Machine Learning · Computer Science 2021-02-26 Chengshuai Shi , Cong Shen , Jing Yang

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry