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Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

In this paper, we present the first sublinear $\alpha$-regret bounds for online $k$-submodular optimization problems with full-bandit feedback, where $\alpha$ is a corresponding offline approximation ratio. Specifically, we propose online…

Machine Learning · Computer Science 2024-12-17 Guanyu Nie , Vaneet Aggarwal , Christopher John Quinn

We propose two linear bandits algorithms with per-step complexity sublinear in the number of arms $K$. The algorithms are designed for applications where the arm set is extremely large and slowly changing. Our key realization is that…

Machine Learning · Computer Science 2022-06-13 Shuo Yang , Tongzheng Ren , Sanjay Shakkottai , Eric Price , Inderjit S. Dhillon , Sujay Sanghavi

In this paper, we study the non-monotone adaptive submodular maximization problem subject to a knapsack and a $k$-system constraints. The input of our problem is a set of items, where each item has a particular state drawn from a known…

Data Structures and Algorithms · Computer Science 2021-09-29 Shaojie Tang

We address a generalization of the bandit with knapsacks problem, where a learner aims to maximize rewards while satisfying an arbitrary set of long-term constraints. Our goal is to design best-of-both-worlds algorithms that perform…

Machine Learning · Computer Science 2024-05-28 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Federico Fusco

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Traditional curriculum learning proceeds from easy to hard samples, yet defining a reliable notion of difficulty remains elusive. Prior work has used submodular functions to induce difficulty scores in curriculum learning. We reinterpret…

Machine Learning · Computer Science 2025-12-01 Prateek Chanda , Prayas Agrawal , Saral Sureka , Lokesh Reddy Polu , Atharv Kshirsagar , Ganesh Ramakrishnan

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

We study the problem of predicting a set or list of options under knapsack constraint. The quality of such lists are evaluated by a submodular reward function that measures both quality and diversity. Similar to DAgger (Ross et al., 2010),…

Machine Learning · Computer Science 2014-03-18 Jiaji Zhou , Stephane Ross , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

The adversarial Bandit with Knapsack problem is a multi-armed bandits problem with budget constraints and adversarial rewards and costs. In each round, a learner selects an action to take and observes the reward and cost of the selected…

Machine Learning · Computer Science 2025-03-20 Mark Braverman , Jingyi Liu , Jieming Mao , Jon Schneider , Eric Xue

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Artificial Intelligence · Computer Science 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber

Submodular maximization arises in many applications, and has attracted a lot of research attentions from various areas such as artificial intelligence, finance and operations research. Previous studies mainly consider only one kind of…

Data Structures and Algorithms · Computer Science 2023-07-20 Yu-Ran Gu , Chao Bian , Chao Qian

Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…

Data Structures and Algorithms · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene , Huy L. Nguyen

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

We investigate the challenging problem of adversarial multi-armed bandits operating under time-varying constraints, a scenario motivated by numerous real-world applications. To address this complex setting, we propose a novel primal-dual…

Machine Learning · Computer Science 2026-01-28 Tareq Si Salem

Submodular maximization has found extensive applications in various domains within the field of artificial intelligence, including but not limited to machine learning, computer vision, and natural language processing. With the increasing…

Data Structures and Algorithms · Computer Science 2024-12-04 Shuang Cui , Kai Han , Jing Tang , Xueying Li , Aakas Zhiyuli , Hanxiao Li

We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…

Machine Learning · Computer Science 2025-08-05 Wanteng Ma , Dong Xia , Jiashuo Jiang

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern day…

Data Structures and Algorithms · Computer Science 2024-02-20 Georgios Amanatidis , Federico Fusco , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only…

Machine Learning · Computer Science 2015-04-15 Branislav Kveton , Zheng Wen , Azin Ashkan , Hoda Eydgahi , Brian Eriksson
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