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Pure exploration in bandits formalises multiple real-world problems, such as tuning hyper-parameters or conducting user studies to test a set of items, where different safety, resource, and fairness constraints on the decision space…

Machine Learning · Computer Science 2026-02-05 Udvas Das , Debabrota Basu

Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost,…

Applications · Statistics 2016-05-17 Eric Schulz , Quentin J. M. Huys , Dominik R. Bach , Maarten Speekenbrink , Andreas Krause

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

In Interactive Machine Learning (IML), we iteratively make decisions and obtain noisy observations of an unknown function. While IML methods, e.g., Bayesian optimization and active learning, have been successful in applications, on…

Machine Learning · Computer Science 2019-10-31 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. In this paper, we first derive upper bounds for the utility of selecting different…

Artificial Intelligence · Computer Science 2018-06-06 Christos Dimitrakakis

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

Safe deployment of autonomous robots in diverse scenarios requires agents that are capable of efficiently adapting to new environments while satisfying constraints. In this work, we propose a practical and theoretically-justified approach…

Robotics · Computer Science 2022-02-17 Thomas Lew , Apoorva Sharma , James Harrison , Andrew Bylard , Marco Pavone

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

Computer Science and Game Theory · Computer Science 2026-02-25 Ramya Ramalingam , Osbert Bastani , Aaron Roth

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

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis

Control tasks with safety requirements under high levels of model uncertainty are increasingly common. Machine learning techniques are frequently used to address such tasks, typically by leveraging model error bounds to specify robust…

Robotics · Computer Science 2025-06-13 Alexandre Capone , Ryan Cosner , Aaaron Ames , Sandra Hirche

It is common in recommendation systems that users both consume and produce information as they make strategic choices under uncertainty. While a social planner would balance "exploration" and "exploitation" using a multi-armed bandit…

Computer Science and Game Theory · Computer Science 2019-02-20 Nicole Immorlica , Jieming Mao , Aleksandrs Slivkins , Zhiwei Steven Wu

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

Computer Science and Game Theory · Computer Science 2022-06-14 Mark Sellke , Aleksandrs Slivkins

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

We study a stylized social learning dynamics where self-interested agents collectively follow a simple multi-armed bandit protocol. Each agent controls an ``episode": a short sequence of consecutive decisions. Motivating applications…

Computer Science and Game Theory · Computer Science 2026-02-06 Kiarash Banihashem , Natalie Collina , Aleksandrs Slivkins

We advance the study of incentivized bandit exploration, in which arm choices are viewed as recommendations and are required to be Bayesian incentive compatible. Recent work has shown under certain independence assumptions that after…

Computer Science and Game Theory · Computer Science 2024-09-25 Mark Sellke

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency…

Robotics · Computer Science 2023-07-31 Haotian Xu , Shengjie Wang , Zhaolei Wang , Yunzhe Zhang , Qing Zhuo , Yang Gao , Tao Zhang

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Statistics 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

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