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Pure exploration is one of the fundamental problems in multi-armed bandits (MAB). However, existing works mostly focus on specific pure exploration tasks, without a holistic view of the general pure exploration problem. This work fills this…

Machine Learning · Statistics 2025-03-12 Di Wu , Chengshuai Shi , Ruida Zhou , Cong Shen

Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…

Optimization and Control · Mathematics 2021-10-11 Zeren Huang , Kerong Wang , Furui Liu , Hui-ling Zhen , Weinan Zhang , Mingxuan Yuan , Jianye Hao , Yong Yu , Jun Wang

Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…

Information Retrieval · Computer Science 2020-05-19 Hyokun Yun , Michael Froh , Roshan Makhijani , Brian Luc , Alex Smola , Trishul Chilimbi

We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls.…

Machine Learning · Computer Science 2022-08-23 Noa Ben-David , Sivan Sabato

In this work, we propose a multi-armed bandit-based framework for identifying a compact set of informative data instances (i.e., the prototypes) from a source dataset $S$ that best represents a given target set $T$. Prototypical examples of…

Machine Learning · Computer Science 2023-08-24 Arghya Roy Chaudhuri , Pratik Jawanpuria , Bamdev Mishra

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Machine Learning · Computer Science 2022-11-29 Fathima Zarin Faizal , Jayakrishnan Nair

Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the…

Machine Learning · Computer Science 2016-07-01 Shi Zong , Hao Ni , Kenny Sung , Nan Rosemary Ke , Zheng Wen , Branislav Kveton

We introduce the model selection problem in pure exploration linear bandits, where the learner needs to adapt to the instance-dependent complexity measure of the smallest hypothesis class containing the true model. We design algorithms in…

Machine Learning · Statistics 2022-03-18 Yinglun Zhu , Julian Katz-Samuels , Robert Nowak

We study the Combinatorial Pure Exploration problem with Continuous and Separable reward functions (CPE-CS) in the stochastic multi-armed bandit setting. In a CPE-CS instance, we are given several stochastic arms with unknown distributions,…

Machine Learning · Computer Science 2018-05-07 Weiran Huang , Jungseul Ok , Liang Li , Wei Chen

Conversational recommender systems have emerged as a potent solution for efficiently eliciting user preferences. These systems interactively present queries associated with "key terms" to users and leverage user feedback to estimate user…

Machine Learning · Computer Science 2024-08-13 Zhuohua Li , Maoli Liu , John C. S. Lui

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

For sponsored search auctions, we consider contextual multi-armed bandit problem in the presence of strategic agents. In this setting, at each round, an advertising platform (center) runs an auction to select the best-suited ads relevant to…

Computer Science and Game Theory · Computer Science 2020-02-27 Kumar Abhishek , Shweta Jain , Sujit Gujar

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

Machine Learning · Statistics 2017-08-01 Vishnu Raj , Sheetal Kalyani

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

Machine Learning · Computer Science 2022-06-02 Xinyan Hu , Dung Daniel Ngo , Aleksandrs Slivkins , Zhiwei Steven Wu

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

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

With the availability of big medical image data, the selection of an adequate training set is becoming more important to address the heterogeneity of different datasets. Simply including all the data does not only incur high processing…

Computer Vision and Pattern Recognition · Computer Science 2017-05-30 Benjamín Gutiérrez , Loïc Peter , Tassilo Klein , Christian Wachinger

Screening tasks that aim to identify a small subset of top alternatives from a large pool are common in business decision-making processes. These tasks often require substantial human effort to evaluate each alternative's performance,…

Machine Learning · Statistics 2025-04-28 Zaile Li , Weiwei Fan , L. Jeff Hong
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