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Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Machine Learning · Computer Science 2019-02-08 Nischal Agrawal , Prasanna Chaporkar

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

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

Online ranker evaluation is one of the key challenges in information retrieval. While the preferences of rankers can be inferred by interleaving methods, the problem of how to effectively choose the ranker pair that generates the…

Information Retrieval · Computer Science 2020-08-11 Chang Li , Ilya Markov , Maarten de Rijke , Masrour Zoghi

The $K$-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison.…

Machine Learning · Computer Science 2022-02-23 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

We study dueling bandits with weak utility-based regret when preferences over arms have a total order and carry observable feature vectors. The order is assumed to be determined by these feature vectors, an unknown preference vector, and a…

Machine Learning · Computer Science 2017-06-16 Bangrui Chen , Peter I. Frazier

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

We propose $\tt RandUCB$, a bandit strategy that builds on theoretically derived confidence intervals similar to upper confidence bound (UCB) algorithms, but akin to Thompson sampling (TS), it uses randomization to trade off exploration and…

Machine Learning · Computer Science 2020-03-24 Sharan Vaswani , Abbas Mehrabian , Audrey Durand , Branislav Kveton

We consider a multi-armed bandit setting in which each arm has a public and a private reward distribution. An observer expects an agent to follow Thompson Sampling according to the public rewards, however, the deceptive agent aims to…

Machine Learning · Computer Science 2025-10-13 I. Arda Vurankaya , Mustafa O. Karabag , Wesley A. Suttle , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

In $K$-armed dueling bandits, the learner receives preference feedback between arms, and the regret of an arm is defined in terms of its suboptimality to a $\textit{winner}$ arm. The $\textit{non-stationary}$ variant of the problem,…

Machine Learning · Computer Science 2024-10-01 Joe Suk , Arpit Agarwal

We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a lower bound valid for any risk $\delta$ and any…

Statistics Theory · Mathematics 2018-07-25 Aurélien Garivier , Pierre Ménard , Laurent Rossi , Pierre Menard

This paper focuses on best-arm identification in multi-armed bandits with bounded rewards. We develop an algorithm that is a fusion of lil-UCB and KL-LUCB, offering the best qualities of the two algorithms in one method. This is achieved by…

Statistics Theory · Mathematics 2017-09-13 Bob Mankoff , Robert Nowak , Ervin Tanczos

We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…

Machine Learning · Computer Science 2021-06-08 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

We consider online content recommendation with implicit feedback through pairwise comparisons, formalized as the so-called dueling bandit problem. We study the dueling bandit problem in the Condorcet winner setting, and consider two notions…

Machine Learning · Computer Science 2017-06-15 Bangrui Chen , Peter I. Frazier

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

We consider the stochastic bandit problem with a continuous set of arms, with the expected reward function over the arms assumed to be fixed but unknown. We provide two new Gaussian process-based algorithms for continuous bandit…

Machine Learning · Computer Science 2017-05-18 Sayak Ray Chowdhury , Aditya Gopalan

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard
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