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Related papers: Blending Controllers via Multi-Objective Bandits

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A large number of heuristics have been proposed to optimize the reinforcement fine-tuning of LLMs. However, inconsistent claims are made from time to time, making this area elusive. Reflecting on this situation, two fundamental questions…

Machine Learning · Computer Science 2026-01-22 Xiao Hu , Hong Xie , Tao Tan , Defu Lian , Jianyu Han

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Shreyas Chaudhari , Gauri Joshi , Osman Yağan

We present ML-UCB, a generalized upper confidence bound algorithm that integrates arbitrary machine learning models into multi-armed bandit frameworks. A fundamental challenge in deploying sophisticated ML models for sequential…

Machine Learning · Computer Science 2026-01-07 Yajing Liu , Erkao Bao , Linqi Song

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

Machine Learning · Computer Science 2024-02-12 Yunbei Xu , Assaf Zeevi

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

We consider a multi-armed bandit setting with finitely many arms, in which each arm yields an $M$-dimensional vector reward upon selection. We assume that the reward of each dimension (a.k.a. {\em objective}) is generated independently of…

Machine Learning · Computer Science 2025-01-24 Zhirui Chen , P. N. Karthik , Yeow Meng Chee , Vincent Y. F. Tan

We study an online resource-selection problem motivated by multi-radio access selection and mobile edge computing offloading. In each round, an agent chooses among $K$ candidate links/servers (arms) whose performance is a stochastic…

Machine Learning · Computer Science 2026-02-23 Ming Shi

In this paper, we consider the setting of piecewise i.i.d. bandits under a safety constraint. In this piecewise i.i.d. setting, there exists a finite number of changepoints where the mean of some or all arms change simultaneously. We…

Machine Learning · Computer Science 2022-05-30 Subhojyoti Mukherjee

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

Balancing safety, efficiency, and operational costs in highway driving poses a challenging decision-making problem for heavy-duty vehicles. A central difficulty is that conventional scalar reward formulations, obtained by aggregating these…

Machine Learning · Computer Science 2026-01-27 Deepthi Pathare , Leo Laine , Morteza Haghir Chehreghani

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

Federated learning has emerged as an innovative paradigm of collaborative machine learning. Unlike conventional machine learning, a global model is collaboratively learned while data remains distributed over a tremendous number of client…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Sangmin Bae , Jin-woo Lee , Seyoung Yun

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…

Statistics Theory · Mathematics 2015-09-30 Adam D. Bull

We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards…

Machine Learning · Computer Science 2024-07-29 Mengfan Xu , Diego Klabjan

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Ensemble learning plays a crucial role in practical applications of online learning due to its enhanced classification performance and adaptable adjustment mechanisms. However, most weight allocation strategies in ensemble learning are…

Machine Learning · Computer Science 2025-03-21 Songqiao Hu , Zeyi Liu , Xiao He

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard