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Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…

Machine Learning · Computer Science 2022-09-20 Kartik Anand Pant , Amod Hegde , K. V. Srinivas

We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B"…

Machine Learning · Computer Science 2014-05-15 Nir Ailon , Thorsten Joachims , Zohar Karnin

The literature on bandit learning and regret analysis has focused on contexts where the goal is to converge on an optimal action in a manner that limits exploration costs. One shortcoming imposed by this orientation is that it does not…

Machine Learning · Computer Science 2017-05-01 Daniel Russo , David Tse , Benjamin Van Roy

We introduce the dueling teams problem, a new online-learning setting in which the learner observes noisy comparisons of disjoint pairs of $k$-sized teams from a universe of $n$ players. The goal of the learner is to minimize the number of…

Machine Learning · Computer Science 2021-07-07 Lee Cohen , Ulrike Schmidt-Kraepelin , Yishay Mansour

Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real…

Machine Learning · Computer Science 2013-02-18 Joseph Mellor , Jonathan Shapiro

Stochastic transitivity is central for rank aggregation based on pairwise comparison data. The existing models, including the Thurstone, Bradley-Terry (BT), and nonparametric BT models, adopt a strong notion of stochastic transitivity,…

Methodology · Statistics 2025-10-09 Haoran Zhang , Yunxiao Chen

The $K$-armed dueling bandits problem, where the feedback is in the form of noisy pairwise preferences, has been widely studied due its applications in information retrieval, recommendation systems, etc. Motivated by concerns that user…

Machine Learning · Computer Science 2024-01-26 Joe Suk , Arpit Agarwal

Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms based on posterior samples of reward…

Machine Learning · Computer Science 2021-02-15 Yi Liu , Veronika Rockova

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 this paper, we propose a Double Thompson Sampling (D-TS) algorithm for dueling bandit problems. As indicated by its name, D-TS selects both the first and the second candidates according to Thompson Sampling. Specifically, D-TS maintains…

Machine Learning · Computer Science 2016-10-28 Huasen Wu , Xin Liu

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

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

Machine Learning · Computer Science 2022-11-21 Yihan Du , Siwei Wang , Longbo Huang

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

Most statistical models for pairwise comparisons, including the Bradley-Terry (BT) and Thurstone models and many extensions, make a relatively strong assumption of stochastic transitivity. This assumption imposes the existence of an…

Machine Learning · Statistics 2026-03-12 Sze Ming Lee , Yunxiao Chen

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Machine Learning · Computer Science 2019-02-08 Nischal Agrawal , Prasanna Chaporkar

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

Machine Learning · Statistics 2020-08-07 Zhendong Wang , Mingyuan Zhou

Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance. However, many existing analytical and empirical results for TS rely on restrictive assumptions on reward…

Machine Learning · Computer Science 2023-06-16 Amin Karbasi , Nikki Lijing Kuang , Yi-An Ma , Siddharth Mitra

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Machine Learning · Computer Science 2014-02-04 Shipra Agrawal , Navin Goyal

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Artificial Intelligence · Computer Science 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber