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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 the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Machine Learning · Statistics 2021-03-04 Rajat Sen , Karthikeyan Shanmugam , Nihal Sharma , Sanjay Shakkottai

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

The web link selection problem is to select a small subset of web links from a large web link pool, and to place the selected links on a web page that can only accommodate a limited number of links, e.g., advertisements, recommendations, or…

Machine Learning · Computer Science 2018-05-07 Kun Chen , Kechao Cai , Longbo Huang , John C. S. Lui

The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries viable. The space limit in urban warehouses poses a problem…

Optimization and Control · Mathematics 2019-05-06 Rong Jin , David Simchi-Levi , Li Wang , Xinshang Wang , Sen Yang

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Machine Learning · Computer Science 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen

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

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

Machine Learning · Computer Science 2020-02-11 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Explosive demands for LLMs often cause user queries to accumulate in server queues, requiring efficient routing (query-LLM matching) and scheduling (query prioritization) mechanisms. Several online algorithms are being deployed, but they…

Machine Learning · Computer Science 2026-02-03 Seoungbin Bae , Junyoung Son , Dabeen Lee

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

Two-stage recommender systems are widely adopted in industry due to their scalability and maintainability. These systems produce recommendations in two steps: (i) multiple nominators preselect a small number of items from a large pool using…

Information Retrieval · Computer Science 2020-09-21 Jiri Hron , Karl Krauth , Michael I. Jordan , Niki Kilbertus

Selecting a sample generation scheme from multiple prompt-based generative models, including large language models (LLMs) and prompt-guided image and video generation models, is typically addressed by choosing the model that maximizes an…

Machine Learning · Computer Science 2025-09-05 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…

Machine Learning · Computer Science 2024-06-05 Hongbo Guo , Zheqing Zhu

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

Machine Learning · Computer Science 2013-09-27 Michal Valko , Nathaniel Korda , Remi Munos , Ilias Flaounas , Nelo Cristianini

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…

Machine Learning · Computer Science 2020-03-24 Yoan Russac , Olivier Cappé , Aurélien Garivier

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

In many application domains (e.g., recommender systems, intelligent tutoring systems), the rewards associated to the actions tend to decrease over time. This decay is either caused by the actions executed in the past (e.g., a user may get…

Machine Learning · Statistics 2026-04-24 Julien Seznec , Pierre Ménard , Alessandro Lazaric , Michal Valko