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Ensemble sampling serves as a practical approximation to Thompson sampling when maintaining an exact posterior distribution over model parameters is computationally intractable. In this paper, we establish a regret bound that ensures…

Machine Learning · Computer Science 2023-03-02 Chao Qin , Zheng Wen , Xiuyuan Lu , Benjamin Van Roy

Thompson Sampling is one of the most widely used and studied bandit algorithms, known for its simple structure, low regret performance, and solid theoretical guarantees. Yet, in stark contrast to most other families of bandit algorithms,…

Machine Learning · Computer Science 2026-05-28 Yanlin Qu , Hongseok Namkoong , Assaf Zeevi

Smooth functions on graphs have wide applications in manifold and semi-supervised learning. In this work, we study a bandit problem where the payoffs of arms are smooth on a graph. This framework is suitable for solving online learning…

Machine Learning · Statistics 2026-04-29 Tomáš Kocák , Rémi Munos , Branislav Kveton , Shipra Agrawal , Michal Valko

We consider stochastic multi-armed bandit problems with graph feedback, where the decision maker is allowed to observe the neighboring actions of the chosen action. We allow the graph structure to vary with time and consider both…

Machine Learning · Computer Science 2017-11-10 Fang Liu , Swapna Buccapatnam , Ness Shroff

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 an online influence maximization problem in which a decision maker selects a node among a large number of possibilities and places a piece of information at the node. The node transmits the information to some others that are in…

Machine Learning · Computer Science 2018-05-29 Julia Olkhovskaya , Gergely Neu , Gábor Lugosi

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

Machine Learning · Computer Science 2018-10-30 Julian Zimmert , Yevgeny Seldin

For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…

Machine Learning · Computer Science 2022-03-18 Wenjun Zeng , Yi Liu

Sampling from the equilibrium distribution has always been a major problem in molecular simulations due to the very high dimensionality of conformational space. Over several decades, many approaches have been used to overcome the problem.…

Computational Physics · Physics 2020-03-02 Adrià Pérez , Pablo Herrera-Nieto , Stefan Doerr , Gianni De Fabritiis

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Machine Learning · Computer Science 2019-11-05 Samuel Daulton , Shaun Singh , Vashist Avadhanula , Drew Dimmery , Eytan Bakshy

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

Drawing an inspiration from behavioral studies of human decision making, we propose here a general parametric framework for multi-armed bandit problem, which extends the standard Thompson Sampling approach to incorporate reward processing…

Artificial Intelligence · Computer Science 2017-06-12 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

Machine Learning · Statistics 2017-08-01 Vishnu Raj , Sheetal Kalyani

Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…

Machine Learning · Computer Science 2019-10-29 Young Hun Jung , Ambuj Tewari

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

Machine Learning · Computer Science 2021-04-16 Chuanhao Li , Qingyun Wu , Hongning Wang

We introduce Stacked Thompson Bandits (STB) for efficiently generating plans that are likely to satisfy a given bounded temporal logic requirement. STB uses a simulation for evaluation of plans, and takes a Bayesian approach to using the…

Software Engineering · Computer Science 2017-03-01 Lenz Belzner , Thomas Gabor

We consider the problem of \emph{influence maximization}, the problem of maximizing the number of people that become aware of a product by finding the `best' set of `seed' users to expose the product to. Most prior work on this topic…

Social and Information Networks · Computer Science 2016-04-28 Sharan Vaswani , Laks. V. S. Lakshmanan , Mark Schmidt