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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

Cascading bandits is a natural and popular model that frames the task of learning to rank from Bernoulli click feedback in a bandit setting. For the case of unstructured rewards, we prove matching upper and lower bounds for the…

Machine Learning · Computer Science 2022-10-11 Daniel Vial , Sujay Sanghavi , Sanjay Shakkottai , R. Srikant

The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…

Machine Learning · Computer Science 2024-03-13 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…

Machine Learning · Computer Science 2022-03-03 Aritra Mitra , Hamed Hassani , George J. Pappas

The adversarial Bandit with Knapsack problem is a multi-armed bandits problem with budget constraints and adversarial rewards and costs. In each round, a learner selects an action to take and observes the reward and cost of the selected…

Machine Learning · Computer Science 2025-03-20 Mark Braverman , Jingyi Liu , Jieming Mao , Jon Schneider , Eric Xue

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

Supervised learning has proved effective for medical image analysis. However, it can utilize only the small labeled portion of data; it fails to leverage the large amounts of unlabeled data that is often available in medical image datasets.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-28 Gaurav Fotedar , Nima Tajbakhsh , Shilpa Ananth , Xiaowei Ding

Online learning algorithms often face a fundamental trilemma: balancing regret guarantees between adversarial and stochastic settings and providing baseline safety against a fixed comparator. While existing methods excel in one or two of…

Machine Learning · Computer Science 2026-05-29 Ting Hu , Luanda Cai , Emmanouil-Vasileios Vlatakis-Gkaragkounis

Recent research has revealed that deep neural networks often take dataset biases as a shortcut to make decisions rather than understand tasks, leading to failures in real-world applications. In this study, we focus on the spurious…

Computation and Language · Computer Science 2023-06-23 Yanrui Du , Jing Yan , Yan Chen , Jing Liu , Sendong Zhao , Qiaoqiao She , Hua Wu , Haifeng Wang , Bing Qin

We consider a linear stochastic bandit problem where the dimension $K$ of the unknown parameter $\theta$ is larger than the sampling budget $n$. In such cases, it is in general impossible to derive sub-linear regret bounds since usual…

Statistics Theory · Mathematics 2012-05-23 Alexandra Carpentier , Rémi Munos

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

Machine Learning · Computer Science 2026-01-26 Francesca Lanzillotta , Chiara Albisani , Davide Pucci , Daniele Baracchi , Alessandro Piva , Matteo Lapucci

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…

Machine Learning · Computer Science 2025-10-24 Subhojyoti Mukherjee , Josiah P. Hanna , Qiaomin Xie , Robert Nowak

In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung , Vienne W. K. Sung

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…