Related papers: Estimating Quality in Multi-Objective Bandits Opti…
We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…
Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…
We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…
The rapid advancement in large language models (LLMs) has brought forth a diverse range of models with varying capabilities that excel in different tasks and domains. However, selecting the optimal LLM for user queries often involves a…
Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…
Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…
The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…
The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…
Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…
We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…
Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…
Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…
Multi-objective bandits have attracted increasing attention for their broad applicability, with \(d\)-dimensional reward vectors inducing Pareto regret. There has been a subtle debate over whether this added structure makes the problem…
We introduce the Best Group Identification problem in a multi-objective multi-armed bandit setting, where an agent interacts with groups of arms with vector-valued rewards. The performance of a group is determined by an efficiency vector…
The stochastic multi-armed bandit model is a simple abstraction that has proven useful in many different contexts in statistics and machine learning. Whereas the achievable limit in terms of regret minimization is now well known, our aim is…
This paper discusses the challenge when evaluating multi-objective optimisation algorithms under noise, and argues that decision maker preferences need to be taken into account. It demonstrates that commonly used performance metrics are…
Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…
We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…
The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…
Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that…