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We consider the regret minimization task in a dueling bandits problem with context information. In every round of the sequential decision problem, the learner makes a context-dependent selection of two choice alternatives (arms) to be…

Machine Learning · Computer Science 2022-10-14 Viktor Bengs , Aadirupa Saha , Eyke Hüllermeier

There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible…

Machine Learning · Statistics 2016-09-29 Nihar B. Shah , Sivaraman Balakrishnan , Adityanand Guntuboyina , Martin J. Wainwright

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

We introduce the probably approximately correct (PAC) \emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model--an online learning framework where at each trial the learner chooses a subset of $k$ arms from a fixed set…

Machine Learning · Computer Science 2019-03-05 Aadirupa Saha , Aditya Gopalan

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter…

Machine Learning · Statistics 2023-01-31 Sunrit Chakraborty , Saptarshi Roy , Ambuj Tewari

The $K$-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison.…

Machine Learning · Computer Science 2022-02-23 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

We consider the task of identifying the Copeland winner(s) in a dueling bandits problem with ternary feedback. This is an underexplored but practically relevant variant of the conventional dueling bandits problem, in which, in addition to…

Machine Learning · Computer Science 2023-10-03 Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality $K$ from $N$ possible items (arms), and observes a (bandit) feedback in the form of…

Machine Learning · Computer Science 2019-01-07 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

Machine Learning · Computer Science 2020-10-09 Yu-Heng Hung , Ping-Chun Hsieh , Xi Liu , P. R. Kumar

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…

Machine Learning · Computer Science 2022-05-03 Fang Kong , Junming Yin , Shuai Li

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…

Machine Learning · Computer Science 2026-05-19 S Akash , Pratik Gajane , Jawar Singh

We study the problem of online multi-task learning where the tasks are performed within similar but not necessarily identical multi-armed bandit environments. In particular, we study how a learner can improve its overall performance across…

Machine Learning · Computer Science 2022-06-20 Zhi Wang , Chicheng Zhang , Kamalika Chaudhuri

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

Machine Learning · Statistics 2018-08-10 Iñigo Urteaga , Chris H. Wiggins

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

We consider the multiarm bandit problems in the timevarying dynamic system for rich structural features. For the nonlinear dynamic model, we propose the approximate inference for the posterior distributions based on Laplace Approximation.…

Machine Learning · Computer Science 2013-10-21 Tianbing Xu , Yaming Yu , John Turner , Amelia Regan

The Thresholding Bandit Problem (TBP) aims to find the set of arms with mean rewards greater than a given threshold. We consider a new setting of TBP, where in addition to pulling arms, one can also \emph{duel} two arms and get the arm with…

Machine Learning · Computer Science 2020-06-16 Yichong Xu , Xi Chen , Aarti Singh , Artur Dubrawski
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