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We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

Machine Learning · Computer Science 2020-03-24 Sharan Vaswani , Abbas Mehrabian , Audrey Durand , Branislav Kveton

We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty. Traditional regret-minimisation bandit strategies like…

Machine Learning · Computer Science 2025-12-11 Simone Cuonzo , Nina Deliu

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…

Machine Learning · Computer Science 2025-08-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

Assistive multi-armed bandit problems can be used to model team situations between a human and an autonomous system like a domestic service robot. To account for human biases such as the risk-aversion described in the Cumulative Prospect…

Robotics · Computer Science 2021-04-13 Michael Koller , Timothy Patten , Markus Vincze

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…

Machine Learning · Statistics 2017-03-07 Abbas Kazerouni , Mohammad Ghavamzadeh , Yasin Abbasi-Yadkori , Benjamin Van Roy

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

Motivated by economic applications such as recommender systems, we study the behavior of stochastic bandits algorithms under \emph{strategic behavior} conducted by rational actors, i.e., the arms. Each arm is a \emph{self-interested}…

Machine Learning · Computer Science 2020-11-16 Zhe Feng , David C. Parkes , Haifeng Xu

We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Machine Learning · Computer Science 2024-10-30 Parand A. Alamdari , Yanshuai Cao , Kevin H. Wilson

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

Machine Learning · Computer Science 2020-02-11 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar