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We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple regret. To analyze broad classes of distributions with…

Statistics Theory · Mathematics 2025-11-04 Emmanuel Pilliat

With the rise of online applications, recommender systems (RSs) often encounter constraints in balancing exploration and exploitation. Such constraints arise when exploration is carried out by agents whose utility must be taken into account…

Computer Science and Game Theory · Computer Science 2025-07-08 Gal Bahar , Omer Ben-Porat , Kevin Leyton-Brown , Moshe Tennenholtz

The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries viable. The space limit in urban warehouses poses a problem…

Optimization and Control · Mathematics 2019-05-06 Rong Jin , David Simchi-Levi , Li Wang , Xinshang Wang , Sen Yang

Exploration algorithms for reinforcement learning typically replace or augment the reward function with an additional ``intrinsic'' reward that trains the agent to seek previously unseen states of the environment. Here, we consider an…

Machine Learning · Computer Science 2025-09-30 Kevin McKee , Eric Alt , Andrew Grebenisan , Mick van Gelderen , Gary Miguel

We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…

Machine Learning · Computer Science 2014-11-05 Marta Soare , Alessandro Lazaric , Rémi Munos

We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…

Statistics Theory · Mathematics 2022-03-08 Antoine Barrier , Aurélien Garivier , Tomáš Kocák

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

We study the problem of clustering a set of items from binary user feedback. Such a problem arises in crowdsourcing platforms solving large-scale labeling tasks with minimal effort put on the users. For example, in some of the recent…

Machine Learning · Statistics 2024-12-20 Kaito Ariu , Jungseul Ok , Alexandre Proutiere , Se-Young Yun

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

Preference learning from human feedback has the ability to align generative models with the needs of end-users. Human feedback is costly and time-consuming to obtain, which creates demand for data-efficient query selection methods. This…

Machine Learning · Computer Science 2026-02-18 Guy Schacht , Ziyad Sheebaelhamd , Riccardo De Santi , Mojmír Mutný , Andreas Krause

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

Realistic environments often provide agents with very limited feedback. When the environment is initially unknown, the feedback, in the beginning, can be completely absent, and the agents may first choose to devote all their effort on…

Machine Learning · Computer Science 2020-10-13 Pierre Ménard , Omar Darwiche Domingues , Anders Jonsson , Emilie Kaufmann , Edouard Leurent , Michal Valko

In this paper, we introduce the constrained best mixed arm identification (CBMAI) problem with a fixed budget. This is a pure exploration problem in a stochastic finite armed bandit model. Each arm is associated with a reward and multiple…

Machine Learning · Computer Science 2024-05-27 Dengwang Tang , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

This paper considers the sample-efficiency of preference learning, which models and predicts human choices based on comparative judgments. The minimax optimal estimation error rate $\Theta(d/n)$ in classical estimation theory requires that…

Machine Learning · Computer Science 2025-06-05 Yunzhen Yao , Lie He , Michael Gastpar

Motivated by an open direction in existing literature, we study the 1-identification problem, a fundamental multi-armed bandit formulation on pure exploration. The goal is to determine whether there exists an arm whose mean reward is at…

Machine Learning · Computer Science 2025-08-21 Zitian Li , Wang Chi Cheung

In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by the clinical trials and recommendation problem, we assume that two arms are connected if and only if they are similar (i.e., their means are…

Machine Learning · Computer Science 2024-05-21 Han Qi , Guo Fei , Li Zhu

We consider a multi-armed bandit setting where, at the beginning of each round, the learner receives noisy independent, and possibly biased, \emph{evaluations} of the true reward of each arm and it selects $K$ arms with the objective of…

Machine Learning · Computer Science 2022-04-13 Evrard Garcelon , Vashist Avadhanula , Alessandro Lazaric , Matteo Pirotta

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

Machine Learning · Computer Science 2022-08-01 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

We consider a class of reinforcement-learning systems in which the agent follows a behavior policy to explore a discrete state-action space to find an optimal policy while adhering to some restriction on its behavior. Such restriction may…

Machine Learning · Computer Science 2023-04-07 Peter C. Y. Chen

Exploration in high-dimensional, continuous spaces with sparse rewards is an open problem in reinforcement learning. Artificial curiosity algorithms address this by creating rewards that lead to exploration. Given a reinforcement learning…

Machine Learning · Computer Science 2023-11-08 Alexander Nedergaard , Matthew Cook