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A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to combinatorial constraints, and then observes stochastic weights of these items and receives…

Machine Learning · Computer Science 2017-02-01 Zheng Wen , Branislav Kveton , Azin Ashkan

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

Machine Learning · Computer Science 2023-03-27 Yikun Ban , Jingrui He

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Machine Learning · Computer Science 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

Machine Learning · Computer Science 2026-03-04 Seockbean Song , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

The page presentation biases in the information retrieval system, especially on the click behavior, is a well-known challenge that hinders improving ranking models' performance with implicit user feedback. Unbiased Learning to Rank~(ULTR)…

Information Retrieval · Computer Science 2024-06-14 Haitao Mao , Lixin Zou , Yujia Zheng , Jiliang Tang , Xiaokai Chu , Jiashu Zhao , Qian Wang , Dawei Yin

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

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

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize…

Machine Learning · Computer Science 2019-04-23 Branislav Kveton , Saied Mahdian , S. Muthukrishnan , Zheng Wen , Yikun Xian

We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…

Information Retrieval · Computer Science 2022-06-30 Mengyan Zhang , Thanh Nguyen-Tang , Fangzhao Wu , Zhenyu He , Xing Xie , Cheng Soon Ong

This paper introduces a new online learning framework for multiclass classification called learning with diluted bandit feedback. At every time step, the algorithm predicts a candidate label set instead of a single label for the observed…

Machine Learning · Computer Science 2021-05-19 Gaurav Batra , Naresh Manwani

The multi-armed bandit problem has been extensively studied under the stationary assumption. However in reality, this assumption often does not hold because the distributions of rewards themselves may change over time. In this paper, we…

Machine Learning · Computer Science 2017-11-22 Fang Liu , Joohyun Lee , Ness Shroff

Online advertising platforms often face a common challenge: the cold start problem. Insufficient behavioral data (clicks) makes accurate click-through rate (CTR) forecasting of new ads challenging. CTR for "old" items can also be…

Machine Learning · Computer Science 2025-02-05 Anastasiia Soboleva , Andrey Pudovikov , Roman Snetkov , Alina Babenko , Egor Samosvat , Yuriy Dorn

Contextual multi-armed bandit (MAB) is an important sequential decision-making problem in recommendation systems. A line of works, called the clustering of bandits (CLUB), utilize the collaborative effect over users and dramatically improve…

Machine Learning · Computer Science 2022-09-01 Xutong Liu , Haoru Zhao , Tong Yu , Shuai Li , John C. S. Lui

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

Machine Learning · Computer Science 2024-05-21 Han Qi , Guo Fei , Li Zhu

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Machine Learning · Computer Science 2019-03-08 Virag Shah , Jose Blanchet , Ramesh Johari