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Combinatorial optimization is one of the fundamental research fields that has been extensively studied in theoretical computer science and operations research. When developing an algorithm for combinatorial optimization, it is commonly…

Machine Learning · Computer Science 2023-08-30 Yuko Kuroki , Junya Honda , Masashi Sugiyama

In this paper, we study the Combinatorial Pure Exploration problem with the Bottleneck reward function (CPE-B) under the fixed-confidence (FC) and fixed-budget (FB) settings. In CPE-B, given a set of base arms and a collection of subsets of…

Machine Learning · Computer Science 2021-10-27 Yihan Du , Yuko Kuroki , Wei Chen

We study the Combinatorial Pure Exploration problem with Continuous and Separable reward functions (CPE-CS) in the stochastic multi-armed bandit setting. In a CPE-CS instance, we are given several stochastic arms with unknown distributions,…

Machine Learning · Computer Science 2018-05-07 Weiran Huang , Jungseul Ok , Liang Li , Wei Chen

We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we…

Machine Learning · Computer Science 2021-10-26 Yuko Kuroki , Liyuan Xu , Atsushi Miyauchi , Junya Honda , Masashi Sugiyama

In this paper, we study combinatorial pure exploration for dueling bandits (CPE-DB): we have multiple candidates for multiple positions as modeled by a bipartite graph, and in each round we sample a duel of two candidates on one position…

Machine Learning · Computer Science 2020-06-24 Wei Chen , Yihan Du , Longbo Huang , Haoyu Zhao

We consider the problem of Combinatorial Pure Exploration (CPE), which deals with finding a combinatorial set or arms with a high reward, when the rewards of individual arms are unknown in advance and must be estimated using arm pulls.…

Machine Learning · Computer Science 2022-08-23 Noa Ben-David , Sivan Sabato

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

Machine Learning · Statistics 2021-01-22 Marc Jourdan , Mojmír Mutný , Johannes Kirschner , Andreas Krause

We study the real-valued combinatorial pure exploration problem in the stochastic multi-armed bandit (R-CPE-MAB). We study the case where the size of the action set is polynomial with respect to the number of arms. In such a case, the…

Machine Learning · Computer Science 2025-01-10 Shintaro Nakamura , Masashi Sugiyama

In this paper, we formulate a Collaborative Pure Exploration in Kernel Bandit problem (CoPE-KB), which provides a novel model for multi-agent multi-task decision making under limited communication and general reward functions, and is…

Machine Learning · Computer Science 2023-03-17 Yihan Du , Wei Chen , Yuko Kuroki , Longbo Huang

Preference-based Pure Exploration (PrePEx) aims to identify with a given confidence level the set of Pareto optimal arms in a vector-valued (aka multi-objective) bandit, where the reward vectors are ordered via a (given) preference cone…

Machine Learning · Computer Science 2025-08-25 Udvas Das , Apurv Shukla , Debabrota Basu

Partial monitoring games are repeated games where the learner receives feedback that might be different from adversary's move or even the reward gained by the learner. Recently, a general model of combinatorial partial monitoring (CPM)…

Computer Science and Game Theory · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…

Machine Learning · Statistics 2017-10-17 Liyuan Xu , Junya Honda , Masashi Sugiyama

We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given $K$ distributions and a collection of subsets $\mathcal{V} \subset 2^{[K]}$ of these distributions, and…

Machine Learning · Statistics 2019-05-29 Tongyi Cao , Akshay Krishnamurthy

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

Machine Learning · Computer Science 2026-02-24 Liad Erez , Tomer Koren

In this paper, we provide the first investigation into adaptive combinatorial experimental design, focusing on the trade-off between regret minimization and statistical power in combinatorial multi-armed bandits (CMAB). While minimizing…

Machine Learning · Computer Science 2026-03-02 Hongrui Xie , Junyu Cao , Kan Xu

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

Machine Learning · Computer Science 2023-11-16 Shintaro Nakamura , Masashi Sugiyama

In active sequential testing, also termed pure exploration, a learner is tasked with the goal to adaptively acquire information so as to identify an unknown ground-truth hypothesis with as few queries as possible. This problem, originally…

Machine Learning · Computer Science 2026-02-23 Alessio Russo , Yin-Ching Lee , Ryan Welch , Aldo Pacchiano

In the incentivized exploration model, a principal aims to explore and learn over time by interacting with a sequence of self-interested agents. It has been recently understood that the main challenge in designing incentive-compatible…

Computer Science and Game Theory · Computer Science 2025-06-03 Benjamin Schiffer , Mark Sellke

In this paper, we investigate preference-based reinforcement learning (PbRL), which enables reinforcement learning (RL) agents to learn from human feedback. This is particularly valuable when defining a fine-grain reward function is not…

Machine Learning · Computer Science 2025-11-11 Guojian Wang , Jianxiang Liu , Xinyuan Li , Faguo Wu , Xiao Zhang , Tianyuan Chen , Xuyang Chen

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
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