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Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

Machine Learning · Computer Science 2022-06-02 Xinyan Hu , Dung Daniel Ngo , Aleksandrs Slivkins , Zhiwei Steven Wu

Safe reinforcement learning is extremely challenging--not only must the agent explore an unknown environment, it must do so while ensuring no safety constraint violations. We formulate this safe reinforcement learning (RL) problem using the…

Machine Learning · Computer Science 2022-10-19 Archana Bura , Aria HasanzadeZonuzy , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland

We consider the fixed-confidence best arm identification (FC-BAI) problem in the Bayesian setting. This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known…

Machine Learning · Statistics 2024-06-25 Kyoungseok Jang , Junpei Komiyama , Kazutoshi Yamazaki

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen…

Machine Learning · Computer Science 2015-11-18 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

This letter considers optimizing user association in a heterogeneous network via utility maximization, which is a combinatorial optimization problem due to integer constraints. Different from existing solutions based on convex optimization,…

Information Theory · Computer Science 2018-06-12 Xietian Huang , Wei Xu , Guo Xie , Shi Jin , Xiaohu You

We introduce a novel framework called combinatorial logistic bandits (CLogB), where in each round, a subset of base arms (called the super arm) is selected, with the outcome of each base arm being binary and its expectation following a…

Machine Learning · Computer Science 2025-05-15 Xutong Liu , Xiangxiang Dai , Xuchuang Wang , Mohammad Hajiesmaili , John C. S. Lui

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

Finding optimal solutions to combinatorial optimization problems is pivotal in both scientific and technological domains, within academic research and industrial applications. A considerable amount of effort has been invested in the…

Statistical Mechanics · Physics 2024-12-13 Zi-Song Shen , Feng Pan , Yao Wang , Yi-Ding Men , Wen-Biao Xu , Man-Hong Yung , Pan Zhang

We study the piecewise constant bandit problem where the expected reward is a piecewise constant function with one change point (discontinuity) across the action space $[0,1]$ and the learner's aim is to locate the change point. Under the…

Machine Learning · Statistics 2025-01-23 Joseph Lazzaro , Ciara Pike-Burke

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

We study the $K$-Max combinatorial multi-armed bandits problem with continuous outcome distributions and weak value-index feedback: each base arm has an unknown continuous outcome distribution, and in each round the learning agent selects…

Machine Learning · Computer Science 2025-02-20 Yu Chen , Siwei Wang , Longbo Huang , Wei Chen

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

Machine Learning · Statistics 2016-05-30 Andrea Locatelli , Maurilio Gutzeit , Alexandra Carpentier

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

Boltzmann exploration is a classic strategy for sequential decision-making under uncertainty, and is one of the most standard tools in Reinforcement Learning (RL). Despite its widespread use, there is virtually no theoretical understanding…

Machine Learning · Computer Science 2017-11-08 Nicolò Cesa-Bianchi , Claudio Gentile , Gábor Lugosi , Gergely Neu

Reinforcement learning (RL) is a promising approach for robotic navigation, allowing robots to learn through trial and error. However, real-world robotic tasks often suffer from sparse rewards, leading to inefficient exploration and…

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Machine Learning · Computer Science 2022-01-03 Jiafan He , Dongruo Zhou , Quanquan Gu

We propose a refinement of correlated equilibrium based on mediator errors, called correlated perfect equilibrium (CPE). In finite games, the set of CPE is nonempty and forms a finite union of convex sets. Like perfect equilibrium, a CPE…

Theoretical Economics · Economics 2025-10-10 Wanying Huang , J. Jude Kline , Priscilla Man

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

Machine Learning · Computer Science 2023-03-02 Zhongxiang Dai , Yao Shu , Arun Verma , Flint Xiaofeng Fan , Bryan Kian Hsiang Low , Patrick Jaillet
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