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Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Machine Learning · Statistics 2023-02-07 Jeffrey Chan , Aldo Pacchiano , Nilesh Tripuraneni , Yun S. Song , Peter Bartlett , Michael I. Jordan

We propose and investigate a class of new algorithms for sequential decision making that interacts with \textit{a batch of users} simultaneously instead of \textit{a user} at each decision epoch. This type of batch models is motivated by…

Machine Learning · Statistics 2020-03-02 Chi-Hua Wang , Guang Cheng

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

Methodology · Statistics 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

In recent years, preference-based human feedback mechanisms have become essential for enhancing model performance across diverse applications, including conversational AI systems such as ChatGPT. However, existing approaches often neglect…

Artificial Intelligence · Computer Science 2025-02-14 Raihan Seraj , Lili Meng , Tristan Sylvain

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

The explosion in mobile data traffic together with the ever-increasing expectations for higher quality of service call for the development of AI algorithms for wireless network optimization. In this paper, we investigate how to learn…

Artificial Intelligence · Computer Science 2021-11-17 Miguel Suau , Alexandros Agapitos , David Lynch , Derek Farrell , Mingqi Zhou , Aleksandar Milenovic

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

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Networking and Internet Architecture · Computer Science 2019-01-24 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

Decision-makers often simultaneously face many related but heterogeneous learning problems. For instance, a large retailer may wish to learn product demand at different stores to solve pricing or inventory problems, making it desirable to…

Machine Learning · Statistics 2024-07-30 Kan Xu , Hamsa Bastani

This paper is a scoping study to identify current methods used in handling sparse data with contextual bandits in web settings. The area is highly current and state of the art methods are identified. The years 2017-2020 are investigated,…

Machine Learning · Computer Science 2021-05-07 Björn H Eriksson

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

Consider the problem of finding a population or a probability distribution amongst many with the largest mean when these means are unknown but population samples can be simulated or otherwise generated. Typically, by selecting largest…

Probability · Mathematics 2018-09-11 Peter Glynn , Sandeep Juneja

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real…

Machine Learning · Computer Science 2024-05-06 Jose A. Ayala-Romero , Andres Garcia-Saavedra , Xavier Costa-Perez

We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…

Machine Learning · Computer Science 2020-11-05 Tobias Jacobs , Mischa Schmidt , Sébastien Nicolas , Anett Schülke

In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…

Machine Learning · Computer Science 2016-10-18 Wen Sun , Debadeepta Dey , Ashish Kapoor

Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…

Machine Learning · Computer Science 2024-09-17 Rowan Swiers , Subash Prabanantham , Andrew Maher

Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several…

Machine Learning · Computer Science 2018-10-24 Daniel N Hill , Houssam Nassif , Yi Liu , Anand Iyer , S V N Vishwanathan

We investigate an efficient context-dependent clustering technique for recommender systems based on exploration-exploitation strategies through multi-armed bandits over multiple users. Our algorithm dynamically groups users based on their…

Machine Learning · Statistics 2016-05-03 Shuai Li , Claudio Gentile , Alexandros Karatzoglou

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang