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Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…

Machine Learning · Computer Science 2018-07-03 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

A recent body of work addresses safety constraints in explore-and-exploit systems. Such constraints arise where, for example, exploration is carried out by individuals whose welfare should be balanced with overall welfare. In this paper, we…

Computer Science and Game Theory · Computer Science 2020-06-09 Gal Bahar , Omer Ben-Porat , Kevin Leyton-Brown , Moshe Tennenholtz

Motivated by real-world applications such as fast fashion retailing and online advertising, the Multinomial Logit Bandit (MNL-bandit) is a popular model in online learning and operations research, and has attracted much attention in the…

Machine Learning · Computer Science 2021-08-17 Nikolai Karpov , Qin Zhang

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each…

Networking and Internet Architecture · Computer Science 2018-04-12 Chao Gan , Ruida Zhou , Jing Yang , Cong Shen

It is standard practice in online retail to run pricing experiments by randomizing at the article-level, i.e. by changing prices of different products to identify treatment effects. Due to customers' cross-price substitution behavior, such…

Applications · Statistics 2024-02-23 Lars Roemheld , Justin Rao

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users in order to gain information that will lead to…

Machine Learning · Computer Science 2021-12-28 Manish Raghavan , Aleksandrs Slivkins , Jennifer Wortman Vaughan , Zhiwei Steven Wu

This paper investigates the adversarial Bandits with Knapsack (BwK) online learning problem, where a player repeatedly chooses to perform an action, pays the corresponding cost, and receives a reward associated with the action. The player…

Machine Learning · Computer Science 2018-11-30 Anshuka Rangi , Massimo Franceschetti , Long Tran-Thanh

We study online learning for new products on a platform that makes capacity-constrained assortment decisions on which products to offer. For a newly listed product, its quality is initially unknown, and quality information propagates…

Social and Information Networks · Computer Science 2026-05-26 Jackie Baek , Atanas Dinev , Thodoris Lykouris

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Machine Learning · Computer Science 2025-06-24 Manhin Poon , XiangXiang Dai , Xutong Liu , Fang Kong , John C. S. Lui , Jinhang Zuo

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

Machine Learning · Statistics 2023-01-31 Qin Ding , Cho-Jui Hsieh , James Sharpnack

Sponsored search positions are typically allocated through real-time auctions, where the outcomes depend on advertisers' quality-adjusted bids - the product of their bids and quality scores. Although quality scoring helps promote ads with…

Computer Science and Game Theory · Computer Science 2025-09-01 Mohammad Rashid , Omid Rafieian , Soheil Ghili

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 develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

Machine Learning · Computer Science 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

Individual human decision-makers may benefit from different forms of support to improve decision outcomes, but when each form of support will yield better outcomes? In this work, we posit that personalizing access to decision support tools…

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

We consider Bandits with Knapsacks (henceforth, BwK), a general model for multi-armed bandits under supply/budget constraints. In particular, a bandit algorithm needs to solve a well-known knapsack problem: find an optimal packing of items…

Data Structures and Algorithms · Computer Science 2023-03-08 Nicole Immorlica , Karthik Abinav Sankararaman , Robert Schapire , Aleksandrs Slivkins
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