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Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…

Machine Learning · Statistics 2018-06-07 Zalán Borsos , Andreas Krause , Kfir Y. Levy

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

The majority of online continual learning (CL) advocates single-epoch training and imposes restrictions on the size of replay memory. However, single-epoch training would incur a different amount of computations per CL algorithm, and the…

Machine Learning · Computer Science 2025-03-18 Minhyuk Seo , Hyunseo Koh , Jonghyun Choi

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

We study an online stochastic matching problem in which an algorithm sequentially matches $U$ users to $K$ arms, aiming to maximize cumulative reward over $T$ rounds under budget constraints. Without structural assumptions, computing the…

Machine Learning · Computer Science 2026-02-11 Omer Ben-Porat , Gur Keinan , Rotem Torkan

Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…

Machine Learning · Computer Science 2021-04-26 Yufei Ruan , Jiaqi Yang , Yuan Zhou

Machine learning systems are often used in settings where individuals adapt their features to obtain a desired outcome. In such settings, strategic behavior leads to a sharp loss in model performance in deployment. In this work, we aim to…

Machine Learning · Computer Science 2021-06-11 Yatong Chen , Jialu Wang , Yang Liu

Pre-training with offline data and online fine-tuning using reinforcement learning is a promising strategy for learning control policies by leveraging the best of both worlds in terms of sample efficiency and performance. One natural…

Artificial Intelligence · Computer Science 2025-09-01 Haichao Zhang , We Xu , Haonan Yu

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

Machine Learning · Statistics 2015-11-04 Giuseppe Burtini , Jason Loeppky , Ramon Lawrence

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

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters…

Numerical Analysis · Mathematics 2022-02-22 Yiming Xu , Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Online social network has been one of the most important platforms for viral marketing. Most of existing researches about diffusion of adoptions of new products on networks are about one diffusion. That is, only one piece of information…

Social and Information Networks · Computer Science 2023-05-17 Tiantian Chen , Jianxiong Guo , Weili Wu

Traditionally, machine learning algorithms rely on the assumption that all features of a given dataset are available for free. However, there are many concerns such as monetary data collection costs, patient discomfort in medical…

Machine Learning · Computer Science 2019-07-02 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Davina Zamanzadeh , Majid Sarrafzadeh

We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

Machine Learning · Computer Science 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

Statistics Theory · Mathematics 2025-02-06 Zihan Cui