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We consider the stochastic multi-armed bandit problem and the contextual bandit problem with historical observations and pre-clustered arms. The historical observations can contain any number of instances for each arm, and the…

Machine Learning · Computer Science 2019-06-11 Djallel Bouneffouf , Srinivasan Parthasarathy , Horst Samulowitz , Martin Wistub

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…

Machine Learning · Computer Science 2022-03-03 Aritra Mitra , Hamed Hassani , George J. Pappas

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Machine Learning · Computer Science 2024-12-12 Sahil Dharod , Malyala Preethi Sravani , Sakshi Heda , Sharayu Moharir

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

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

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

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

In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…

Machine Learning · Computer Science 2025-02-04 Adrienne Tuynman , Rémy Degenne

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

The dueling bandits problem is an online learning framework for learning from pairwise preference feedback, and is particularly well-suited for modeling settings that elicit subjective or implicit human feedback. In this paper, we study the…

Machine Learning · Computer Science 2017-05-02 Yanan Sui , Vincent Zhuang , Joel W. Burdick , Yisong Yue

The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…

Optimization and Control · Mathematics 2012-03-22 Eric V. Denardo , Eugene A. Feinberg , Uriel G. Rothblum

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Machine Learning · Computer Science 2023-02-16 Hossein Esfandiari , Alkis Kalavasis , Amin Karbasi , Andreas Krause , Vahab Mirrokni , Grigoris Velegkas

We study the ranking problem in generalized linear bandits. At each time, the learning agent selects an ordered list of items and observes stochastic outcomes. In recommendation systems, displaying an ordered list of the most attractive…

Machine Learning · Statistics 2024-01-03 Amitis Shidani , George Deligiannidis , Arnaud Doucet

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan