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Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

Machine Learning · Computer Science 2017-05-18 Bence Cserna , Marek Petrik , Reazul Hasan Russel , Wheeler Ruml

The Multi-Armed Bandits (MAB) framework highlights the tension between acquiring new knowledge (Exploration) and leveraging available knowledge (Exploitation). In the classical MAB problem, a decision maker must choose an arm at each time…

Machine Learning · Statistics 2017-11-03 Nir Levine , Koby Crammer , Shie Mannor

Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…

Machine Learning · Computer Science 2026-05-12 Ahmet Zahid Balcıoğlu , Newton Mwai , Emil Carlsson , Fredrik D. Johansson

This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes…

Machine Learning · Computer Science 2012-10-19 Stephane Caron , Branislav Kveton , Marc Lelarge , Smriti Bhagat

We consider the regret minimization task in a dueling bandits problem with context information. In every round of the sequential decision problem, the learner makes a context-dependent selection of two choice alternatives (arms) to be…

Machine Learning · Computer Science 2022-10-14 Viktor Bengs , Aadirupa Saha , Eyke Hüllermeier

Conversational recommendation systems elicit user preferences by interacting with users to obtain their feedback on recommended commodities. Such systems utilize a multi-armed bandit framework to learn user preferences in an online manner…

Machine Learning · Computer Science 2024-07-29 Shuhua Yang , Hui Yuan , Xiaoying Zhang , Mengdi Wang , Hong Zhang , Huazheng Wang

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…

Machine Learning · Computer Science 2020-09-24 Dattaraj Rao

The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…

Computer Science and Game Theory · Computer Science 2026-01-08 Shiyun Lin

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

Interactive preference learning systems infer human preferences by presenting queries as pairs of options and collecting binary choices. Although binary choices are simple and widely used, they provide limited information about preference…

Machine Learning · Computer Science 2025-01-03 Shen Li , Yuyang Zhang , Zhaolin Ren , Claire Liang , Na Li , Julie A. Shah

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

An extension of the traditional two-armed bandit problem is considered, in which the decision maker has access to some side information before deciding which arm to pull. At each time t, before making a selection, the decision maker is able…

Information Theory · Computer Science 2007-07-16 Chih-Chun Wang , Sanjeev R. Kulkarni , H. Vincent Poor

We study dueling bandits with weak utility-based regret when preferences over arms have a total order and carry observable feature vectors. The order is assumed to be determined by these feature vectors, an unknown preference vector, and a…

Machine Learning · Computer Science 2017-06-16 Bangrui Chen , Peter I. Frazier

We study the problem of repeated two-sided matching with uncertain preferences (two-sided bandits), and no explicit communication between agents. Recent work has developed algorithms that converge to stable matchings when one side (the…

Multiagent Systems · Computer Science 2025-08-13 Gaurab Pokharel , Sanmay Das

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

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