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Motivated by the importance of explainability in modern machine learning, we design bandit algorithms that are efficient and interpretable. A bandit algorithm is interpretable if it explores with the objective of reducing uncertainty in the…

Machine Learning · Computer Science 2024-02-12 Subhojyoti Mukherjee , Ruihao Zhu , Branislav Kveton

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

We study online multiclass classification under bandit feedback. We extend the results of Daniely and Helbertal [2013] by showing that the finiteness of the Bandit Littlestone dimension is necessary and sufficient for bandit online…

Machine Learning · Computer Science 2024-01-23 Ananth Raman , Vinod Raman , Unique Subedi , Idan Mehalel , Ambuj Tewari

Reinforcement learning involves decision making in dynamic and uncertain environments and constitutes a crucial element of artificial intelligence. In our previous work, we experimentally demonstrated that the ultrafast chaotic oscillatory…

Emerging Technologies · Computer Science 2018-03-28 Makoto Naruse , Takatomo Mihana , Hirokazu Hori , Hayato Saigo , Kazuya Okamura , Mikio Hasegawa , Atsushi Uchida

We study the problem of multiclass PAC learning with bandit feedback in the realizable setting. In this framework, there is an unknown data distribution over an instance space $\mathcal{X}$ and a label space $\mathcal{Y}$, as in classical…

Machine Learning · Statistics 2026-05-27 Steve Hanneke , Qinglin Meng , Shay Moran , Amirreza Shaeiri

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…

Machine Learning · Computer Science 2013-05-14 Gergely Neu , Gábor Bartók

We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate…

Optimization and Control · Mathematics 2026-03-19 Haoyuan Sun , Ali Jadbabaie

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Machine Learning · Computer Science 2023-11-06 Chuanhao Li , Chong Liu , Yu-Xiang Wang

In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…

Machine Learning · Computer Science 2024-03-11 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

We consider the spatial classification problem for monitoring using data collected by a coordinated team of mobile robots. Such classification problems arise in several applications including search-and-rescue and precision agriculture.…

Robotics · Computer Science 2026-05-25 Xiaoshan Lin , Siddharth Nayak , Stefano Di Cairano , Abraham P. Vinod

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

The scarcity of data annotated at the desired level of granularity is a recurring issue in many applications. Significant amounts of effort have been devoted to developing weakly supervised methods tailored to each individual setting, which…

Machine Learning · Computer Science 2015-09-24 Ke Li , Jitendra Malik

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We study best-of-both-worlds algorithms for $K$-armed linear contextual bandits. Our algorithms deliver near-optimal regret bounds in both the adversarial and stochastic regimes, without prior knowledge about the environment. In the…

Machine Learning · Computer Science 2024-02-20 Yuko Kuroki , Alberto Rumi , Taira Tsuchiya , Fabio Vitale , Nicolò Cesa-Bianchi

Many bandit systems are deployed with offline historical data, such as past logs from earlier policies. Using these data can reduce early online exploration when they remain informative for the online problem. When the offline and online…

Machine Learning · Computer Science 2026-05-08 Zean Han , Ruihan Lin , Zezhen Ding , Jiheng Zhang

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Machine Learning · Computer Science 2024-01-04 Jon Schneider , Julian Zimmert