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We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $T$, as their influence on rewards is unknown. To tackle this…

Machine Learning · Statistics 2025-08-19 Wonyoung Kim , Sungwoo Park , Garud Iyengar , Assaf Zeevi , Min-hwan Oh

In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The current paradigm of multi-armed bandit…

Machine Learning · Statistics 2021-02-16 Stefano Tracà , Cynthia Rudin , Weiyu Yan

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

Machine Learning · Computer Science 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

We consider information filtering, in which we face a stream of items too voluminous to process by hand (e.g., scientific articles, blog posts, emails), and must rely on a computer system to automatically filter out irrelevant items. Such…

Optimization and Control · Mathematics 2015-02-10 Xiaoting Zhao , Peter I. Frazier

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

Machine Learning · Computer Science 2019-01-28 Lawrence Chan , Dylan Hadfield-Menell , Siddhartha Srinivasa , Anca Dragan

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

Machine Learning · Computer Science 2022-12-01 Alain Andres , Esther Villar-Rodriguez , Javier Del Ser

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

When comparing the performance of multi-armed bandit algorithms, the potential impact of missing data is often overlooked. In practice, it also affects their implementation where the simplest approach to overcome this is to continue to…

Machine Learning · Statistics 2022-10-12 Xijin Chen , Kim May Lee , Sofia S. Villar , David S. Robertson

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

Machine Learning · Computer Science 2024-07-02 Ziyi Liu , Idan Attias , Daniel M. Roy

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

Information foraging connects optimal foraging theory in ecology with how humans search for information. The theory suggests that, following an information scent, the information seeker must optimize the tradeoff between exploration by…

Information Retrieval · Computer Science 2016-11-18 Peter Wittek , Ying-Hsang Liu , Sándor Darányi , Tom Gedeon , Ik Soo Lim

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

In environments with sparse rewards, finding a good inductive bias for exploration is crucial to the agent's success. However, there are two competing goals: novelty search and systematic exploration. While existing approaches such as…

Machine Learning · Computer Science 2023-08-31 Stefan Sylvius Wagner , Peter Arndt , Jan Robine , Stefan Harmeling

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet