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Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

Machine Learning · Computer Science 2023-01-31 Yuzhe Ma , Zhijin Zhou

We study a sequential profit-maximization problem, optimizing for both price and ancillary variables like marketing expenditures. Specifically, we aim to maximize profit over an arbitrary sequence of multiple demand curves, each dependent…

Machine Learning · Computer Science 2024-07-09 Joon Suk Huh , Ellen Vitercik , Kirthevasan Kandasamy

In academic literature, recommender systems are often evaluated on the task of next-item prediction. The procedure aims to give an answer to the question: "Given the natural sequence of user-item interactions up to time t, can we predict…

Information Retrieval · Computer Science 2019-07-30 Olivier Jeunen , David Rohde , Flavian Vasile

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Link prediction is a critical problem in graph learning with broad applications such as recommender systems and knowledge graph completion. Numerous research efforts have been directed at solving this problem, including approaches based on…

Machine Learning · Computer Science 2024-11-05 Yikun Ban , Jiaru Zou , Zihao Li , Yunzhe Qi , Dongqi Fu , Jian Kang , Hanghang Tong , Jingrui He

Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials into a small number of batches. We propose a simple policy,…

Statistics Theory · Mathematics 2016-03-30 Vianney Perchet , Philippe Rigollet , Sylvain Chassang , Erik Snowberg

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement…

Machine Learning · Computer Science 2022-02-24 Pietro Mazzaglia , Ozan Catal , Tim Verbelen , Bart Dhoedt

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…

Information Retrieval · Computer Science 2020-08-24 Mawulolo K. Ameko , Miranda L. Beltzer , Lihua Cai , Mehdi Boukhechba , Bethany A. Teachman , Laura E. Barnes

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet

This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…

Computer Science and Game Theory · Computer Science 2025-11-25 Martin Bichler , Julius Durmann , Matthias Oberlechner

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

We study privacy-utility trade-offs where users share privacy-correlated useful information with a service provider to obtain some utility. The service provider is adversarial in the sense that it can infer the users' private information…

Information Theory · Computer Science 2021-06-29 Xiaoming Duan , Zhe Xu , Rui Yan , Ufuk Topcu

This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…

Information Theory · Computer Science 2007-10-09 Lifeng Lai , Hesham El Gamal , Hai Jiang , H. Vincent Poor

In this paper, we study the assortment optimization problem faced by many online retailers such as Amazon. We develop a \emph{cascade multinomial logit model}, based on the classic multinomial logit model, to capture the consumers'…

Machine Learning · Computer Science 2020-07-15 Shaojie Tang , Jing Yuan

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Machine Learning · Computer Science 2026-04-20 Pedro R. Pires , Gregorio F. Azevedo , Pietro L. Campos , Rafael T. Sereicikas , Tiago A. Almeida

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…

Machine Learning · Computer Science 2025-12-19 Wang Chi Cheung , Lixing Lyu