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Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

Recent advances in generative artificial intelligence (GenAI) models have enabled the generation of personalized content that adapts to up-to-date user context. While personalized decision systems are often modeled using bandit…

Machine Learning · Statistics 2025-05-23 Marc Brooks , Gabriel Durham , Kihyuk Hong , Ambuj Tewari

A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…

Methodology · Statistics 2017-10-18 Xi Chen , Yunxiao Chen , Xiaoou Li

Despite the prevalence of collaborative filtering in recommendation systems, there has been little theoretical development on why and how well it works, especially in the "online" setting, where items are recommended to users over time. We…

Machine Learning · Computer Science 2014-11-25 Guy Bresler , George H. Chen , Devavrat Shah

Side information is being used extensively to improve the effectiveness of sequential recommendation models. It is said to help capture the transition patterns among items. Most previous work on sequential recommendation that uses side…

Information Retrieval · Computer Science 2023-02-22 Yujie Lin , Zhumin Chen , Zhaochun Ren , Chenyang Wang , Qiang Yan , Maarten de Rijke , Xiuzhen Cheng , Pengjie Ren

Mean rewards of actions are often correlated. The form of these correlations may be complex and unknown a priori, such as the preferences of a user for recommended products and their categories. To maximize statistical efficiency, it is…

Machine Learning · Computer Science 2022-02-04 Joey Hong , Branislav Kveton , Sumeet Katariya , Manzil Zaheer , Mohammad Ghavamzadeh

In this paper, we study sequential decision-making for maximizing the Sharpe ratio (SR) in a stochastic multi-armed bandit (MAB) setting. Unlike standard bandit formulations that maximize cumulative reward, SR optimization requires…

Machine Learning · Computer Science 2026-04-02 Mohammad Taha Shah , Sabrina Khurshid , Gourab Ghatak

Sequential recommender systems aim to predict users' next interested item given their historical interactions. However, a long-standing issue is how to distinguish between users' long/short-term interests, which may be heterogeneous and…

Information Retrieval · Computer Science 2023-03-14 Muyang Li , Zijian Zhang , Xiangyu Zhao , Wanyu Wang , Minghao Zhao , Runze Wu , Ruocheng Guo

We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…

Machine Learning · Computer Science 2025-04-16 Zeyang Jia , Kosuke Imai , Michael Lingzhi Li

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

In recent years, neural networks and other complex models have dominated recommender systems, often setting new benchmarks for state-of-the-art performance. Yet, despite these advancements, award-winning research has demonstrated that…

Information Retrieval · Computer Science 2026-04-20 Pedro R. Pires , Rafael T. Sereicikas , Gregorio F. Azevedo , Tiago A. Almeida

The staggering feats of AI systems have brought to attention the topic of AI Alignment: aligning a "superintelligent" AI agent's actions with humanity's interests. Many existing frameworks/algorithms in alignment study the problem on a…

Machine Learning · Computer Science 2024-10-22 Hong Jun Jeon , Benjamin Van Roy

Recommendation systems often rely on point-wise loss metrics such as the mean squared error. However, in real recommendation settings only few items are presented to a user. This observation has recently encouraged the use of rank-based…

Machine Learning · Computer Science 2015-11-05 Phong Nguyen , Jun Wang , Alexandros Kalousis

The aim of the recommender systems is to provide relevant and potentially interesting information to each user. This is fulfilled by utilizing the already recorded tendencies of similar users or detecting items similar to interested items…

Social and Information Networks · Computer Science 2019-12-20 Mohammad Reza Zarei , Mohammad R. Moosavi

Workers spend a significant amount of time learning how to make good decisions. Evaluating the efficacy of a given decision, however, can be complicated -- e.g., decision outcomes are often long-term and relate to the original decision in…

Machine Learning · Computer Science 2024-03-20 Hamsa Bastani , Osbert Bastani , Wichinpong Park Sinchaisri

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

Computer Science and Game Theory · Computer Science 2022-06-14 Mark Sellke , Aleksandrs Slivkins

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

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

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst