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Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

This research presents an innovative and unique way of solving the advertisement prediction problem which is considered as a learning problem over the past several years. Online advertising is a multi-billion-dollar industry and is growing…

Information Retrieval · Computer Science 2017-02-15 Muhammad Junaid Effendi , Syed Abbas Ali

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the…

Machine Learning · Statistics 2017-03-13 Rajat Sen , Karthikeyan Shanmugam , Alexandros G. Dimakis , Sanjay Shakkottai

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

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

Non-stationarity appears in many online applications such as web search and advertising. In this paper, we study the online learning to rank problem in a non-stationary environment where user preferences change abruptly at an unknown moment…

Machine Learning · Computer Science 2019-11-25 Chang Li , Maarten de Rijke

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

Machine Learning · Computer Science 2021-10-12 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek K. Umrawal

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

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

Which ads should we display in sponsored search in order to maximize our revenue? How should we dynamically rank information sources to maximize value of information? These applications exhibit strong diminishing returns: Selection of…

Machine Learning · Computer Science 2009-08-07 Daniel Golovin , Andreas Krause , Matthew Streeter

We consider the quantum version of the bandit problem known as {\em best arm identification} (BAI). We first propose a quantum modeling of the BAI problem, which assumes that both the learning agent and the environment are quantum; we then…

Machine Learning · Computer Science 2020-09-23 Balthazar Casalé , Giuseppe Di Molfetta , Hachem Kadri , Liva Ralaivola

Exposure bias is a well-known issue in recommender systems where items and suppliers are not equally represented in the recommendation results. This is especially problematic when bias is amplified over time as a few popular items are…

Information Retrieval · Computer Science 2021-08-10 Masoud Mansoury , Himan Abdollahpouri , Bamshad Mobasher , Mykola Pechenizkiy , Robin Burke , Milad Sabouri

While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires…

Machine Learning · Computer Science 2019-06-27 Vinay Praneeth Boda , Prashanth L. A

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 study two-sided matching markets in which one side of the market (the players) does not have a priori knowledge about its preferences for the other side (the arms) and is required to learn its preferences from experience. Also, we assume…

Machine Learning · Computer Science 2021-06-23 Lydia T. Liu , Feng Ruan , Horia Mania , Michael I. Jordan

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…

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire