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In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

This paper presents an efficient algorithm to solve the sleeping bandit with multiple plays problem in the context of an online recommendation system. The problem involves bounded, adversarial loss and unknown i.i.d. distributions for arm…

Machine Learning · Computer Science 2023-07-28 Jianjun Yuan , Wei Lee Woon , Ludovik Coba

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

Machine Learning · Computer Science 2023-04-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell

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…

Optimization and Control · Mathematics 2012-03-22 Eric V. Denardo , Eugene A. Feinberg , Uriel G. Rothblum

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

Machine Learning · Computer Science 2020-02-28 Aadirupa Saha , Aditya Gopalan

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…

Machine Learning · Computer Science 2023-02-03 Bram van den Akker , Olivier Jeunen , Ying Li , Ben London , Zahra Nazari , Devesh Parekh

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…

Machine Learning · Computer Science 2024-05-30 Yuantong Li , Chi-hua Wang , Guang Cheng , Will Wei Sun

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

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…

Machine Learning · Computer Science 2022-09-20 Kartik Anand Pant , Amod Hegde , K. V. Srinivas

We consider sequential decision making under uncertainty, where the goal is to optimize over a large decision space using noisy comparative feedback. This problem can be formulated as a $K$-armed Dueling Bandits problem where $K$ is the…

Machine Learning · Computer Science 2017-07-11 Yanan Sui , Yisong Yue , Joel W. Burdick

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Margaux Brégère , Julie Keisler

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

We study a new non-stochastic federated multi-armed bandit problem with multiple agents collaborating via a communication network. The losses of the arms are assigned by an oblivious adversary that specifies the loss of each arm not only…

Machine Learning · Statistics 2023-10-24 Jialin Yi , Milan Vojnović

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

Machine Learning · Computer Science 2016-11-08 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

We introduce a novel variant of the multi-armed bandit problem, in which bandits are streamed one at a time to the player, and at each point, the player can either choose to pull the current bandit or move on to the next bandit. Once a…

Artificial Intelligence · Computer Science 2017-07-18 Uma Roy , Ashwath Thirmulai , Joe Zurier

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

An adversarial bandit problem with memory constraints is studied where only the statistics of a subset of arms can be stored. A hierarchical learning policy that requires only a sublinear order of memory space in terms of the number of arms…

Machine Learning · Computer Science 2021-05-12 Xiao Xu , Qing Zhao