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Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Machine Learning · Computer Science 2022-04-13 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

The nodes' interconnections on a social network often reflect their dependencies and information-sharing behaviors. Nevertheless, abnormal nodes, which significantly deviate from most of the network concerning patterns or behaviors, can…

Multiagent Systems · Computer Science 2025-08-28 Xiaotong Cheng , Setareh Maghsudi

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

Artificial Intelligence · Computer Science 2018-09-10 Yogatheesan Varatharajah , Brent Berry , Sanmi Koyejo , Ravishankar Iyer

We consider a bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…

Machine Learning · Computer Science 2022-10-10 Anand Kalvit , Assaf Zeevi

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

Machine Learning · Computer Science 2020-04-03 Simon Lindståhl , Alexandre Proutiere , Andreas Johnsson

In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…

Machine Learning · Computer Science 2017-06-06 Joon Kwon , Vianney Perchet , Claire Vernade

The combinatorial stochastic semi-bandit problem is an extension of the classical multi-armed bandit problem in which an algorithm pulls more than one arm at each stage and the rewards of all pulled arms are revealed. One difference with…

Machine Learning · Computer Science 2016-12-07 Rémy Degenne , Vianney Perchet

Conversion rate optimization means designing web interfaces such that more visitors perform a desired action (such as register or purchase) on the site. One promising approach, implemented in Sentient Ascend, is to optimize the design using…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Xin Qiu , Risto Miikkulainen

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

Machine Learning · Computer Science 2024-03-14 Kyra Gan , Esmaeil Keyvanshokooh , Xueqing Liu , Susan Murphy

We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting,…

Machine Learning · Computer Science 2014-06-09 Claudio Gentile , Shuai Li , Giovanni Zappella

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

In today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive…

Information Retrieval · Computer Science 2021-07-02 Qing Wang

Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…

Machine Learning · Computer Science 2021-05-25 Alexia Atsidakou , Orestis Papadigenopoulos , Soumya Basu , Constantine Caramanis , Sanjay Shakkottai

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

Machine Learning · Computer Science 2020-05-05 Matthieu Jedor , Jonathan Louedec , Vianney Perchet

The stochastic multi-arm bandit problem has been extensively studied under standard assumptions on the arm's distribution (e.g bounded with known support, exponential family, etc). These assumptions are suitable for many real-world problems…

Machine Learning · Statistics 2021-11-19 Dorian Baudry , Patrick Saux , Odalric-Ambrym Maillard

We consider a stochastic bandit problem with a possibly infinite number of arms. We write $p^*$ for the proportion of optimal arms and $\Delta$ for the minimal mean-gap between optimal and sub-optimal arms. We characterize the optimal…

Machine Learning · Computer Science 2021-11-08 Rianne de Heide , James Cheshire , Pierre Ménard , Alexandra Carpentier

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour