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One challenge in the optimization and control of societal systems is to handle the unknown and uncertain user behavior. This paper focuses on residential demand response (DR) and proposes a closed-loop learning scheme to address these…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Yingying Li , Qinran Hu , Na Li

Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…

Machine Learning · Computer Science 2026-04-14 Huiling Meng , Ningyuan Chen , Xuefeng Gao

Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…

Information Retrieval · Computer Science 2019-08-20 Meisam Hejazinia , Kyler Eastman , Shuqin Ye , Abbas Amirabadi , Ravi Divvela

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

Recommender systems play a crucial role in mitigating the problem of information overload by suggesting users' personalized items or services. The vast majority of traditional recommender systems consider the recommendation procedure as a…

Machine Learning · Computer Science 2019-06-28 Xiangyu Zhao , Liang Zhang , Long Xia , Zhuoye Ding , Dawei Yin , Jiliang Tang

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

Cascading bandits have gained popularity in recent years due to their applicability to recommendation systems and online advertising. In the cascading bandit model, at each timestep, an agent recommends an ordered subset of items (called an…

Machine Learning · Computer Science 2024-04-09 Yihan Du , R. Srikant , Wei Chen

Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…

Machine Learning · Computer Science 2021-07-02 Andrew Warrington , J. Wilder Lavington , Adam Ścibior , Mark Schmidt , Frank Wood

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

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

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

Machine Learning · Computer Science 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

Recommendation systems are a key modern application of machine learning, but they have the downside that they often draw upon sensitive user information in making their predictions. We show how to address this deficiency by basing a…

Machine Learning · Computer Science 2021-12-03 Naveen Durvasula , Franklyn Wang , Scott Duke Kominers

Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation. Due to the superior performance and low feedback learning without the learning to act in multiple…

Information Retrieval · Computer Science 2022-10-25 Shenghao Xu

This paper explores human behavior in virtual networked communities, specifically individuals or groups' potential and expressive capacity to respond to internal and external stimuli, with assortative matching as a typical example. A…

Multiagent Systems · Computer Science 2023-09-06 Ou Deng , Qun Jin

Reinforcement learning serves as a potent tool for modeling dynamic user interests within recommender systems, garnering increasing research attention of late. However, a significant drawback persists: its poor data efficiency, stemming…

Information Retrieval · Computer Science 2023-08-23 Xiaocong Chen , Siyu Wang , Julian McAuley , Dietmar Jannach , Lina Yao

We report the "Recurrent Deterioration" (RD) phenomenon observed in online recommender systems. The RD phenomenon is reflected by the trend of performance degradation when the recommendation model is always trained based on users' feedbacks…

Artificial Intelligence · Computer Science 2016-09-02 Zhongqi Lu , Qiang Yang

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