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We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…

Machine Learning · Computer Science 2021-10-08 Fan Yao , Chuanhao Li , Denis Nekipelov , Hongning Wang , Haifeng Xu

Personalization is important for search engines to improve user experience. Most of the existing work do pure feature engineering and extract a lot of session-style features and then train a ranking model. Here we proposed a novel way to…

Information Retrieval · Computer Science 2015-02-05 Li Zhou

Contextual bandits, which leverage the baseline features of sequentially arriving individuals to optimize cumulative rewards while balancing exploration and exploitation, are critical for online decision-making. Existing approaches…

Machine Learning · Statistics 2025-10-20 Liner Xiang , Jiayi Wang , Hengrui Cai

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

Firms implementing digital advertising campaigns face a complex problem in determining the right match between their advertising creatives and target audiences. Typical solutions to the problem have leveraged non-experimental methods, or…

Machine Learning · Computer Science 2019-09-06 Tong Geng , Xiliang Lin , Harikesh S. Nair

In today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive…

Information Retrieval · Computer Science 2021-07-02 Qing Wang

We study a novel variant of the parameterized bandits problem in which the learner can observe additional auxiliary feedback that is correlated with the observed reward. The auxiliary feedback is readily available in many real-life…

Machine Learning · Computer Science 2023-11-07 Arun Verma , Zhongxiang Dai , Yao Shu , Bryan Kian Hsiang Low

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Machine Learning · Computer Science 2021-09-14 Lequn Wang , Yiwei Bai , Wen Sun , Thorsten Joachims

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

This paper offers a comprehensive analysis of collaborative bandit algorithms and provides a thorough comparison of their performance. Collaborative bandits aim to improve the performance of contextual bandits by introducing relationships…

Machine Learning · Computer Science 2025-10-07 Eren Ozbay , Ashkan Golgoon

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

Online decision making plays a crucial role in numerous real-world applications. In many scenarios, the decision is made based on performing a sequence of tests on the incoming data points. However, performing all tests can be expensive and…

Machine Learning · Computer Science 2025-01-30 Arman Rahbar , Niklas Åkerblom , Morteza Haghir Chehreghani

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…

Machine Learning · Computer Science 2026-02-03 Seyed Mohammad Hadi Hosseini , Amir Najafi , Mahdieh Soleymani Baghshah

The rapid advancement in large language models (LLMs) has brought forth a diverse range of models with varying capabilities that excel in different tasks and domains. However, selecting the optimal LLM for user queries often involves a…

Machine Learning · Computer Science 2025-02-06 Yang Li

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

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

Machine Learning · Computer Science 2019-03-08 Virag Shah , Jose Blanchet , Ramesh Johari

Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…

Machine Learning · Computer Science 2021-07-28 Jiayu Yao , Emma Brunskill , Weiwei Pan , Susan Murphy , Finale Doshi-Velez

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We study "adversarial scaling", a multi-armed bandit model where rewards have a stochastic and an adversarial component. Our model captures display advertising where the "click-through-rate" can be decomposed to a (fixed across time)…

Machine Learning · Computer Science 2020-09-01 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

Statistics Theory · Mathematics 2026-03-10 Guido Imbens , Lorenzo Masoero , Alexander Rakhlin , Thomas S. Richardson , Suhas Vijaykumar