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In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

Speculative decoding has emerged as a popular method to accelerate the inference of Large Language Models (LLMs) while retaining their superior text generation performance. Previous methods either adopt a fixed speculative decoding…

Machine Learning · Computer Science 2025-11-21 Yunlong Hou , Fengzhuo Zhang , Cunxiao Du , Xuan Zhang , Jiachun Pan , Tianyu Pang , Chao Du , Vincent Y. F. Tan , Zhuoran Yang

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Machine Learning · Computer Science 2024-01-04 Jon Schneider , Julian Zimmert

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

Machine Learning · Computer Science 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Machine Learning · Statistics 2021-03-26 Min-hwan Oh , Garud Iyengar

We study the classic problem of prediction with expert advice under bandit feedback. Our model assumes that one action, corresponding to the learner's abstention from play, has no reward or loss on every trial. We propose the CBA algorithm,…

Machine Learning · Computer Science 2024-11-13 Stephen Pasteris , Alberto Rumi , Maximilian Thiessen , Shota Saito , Atsushi Miyauchi , Fabio Vitale , Mark Herbster

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Machine Learning · Computer Science 2016-02-25 Tor Lattimore

In many real-world applications such as recommendation systems, multiple learning agents must balance exploration and exploitation while maintaining safety guarantees to avoid catastrophic failures. We study the stochastic linear bandit…

Machine Learning · Computer Science 2026-02-16 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

Many applications require a learner to make sequential decisions given uncertainty regarding both the system's payoff function and safety constraints. In safety-critical systems, it is paramount that the learner's actions do not violate the…

Machine Learning · Computer Science 2020-05-06 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

The multi-armed bandits' framework is the most common platform to study strategies for sequential decision-making problems. Recently, the notion of fairness has attracted a lot of attention in the machine learning community. One can impose…

Machine Learning · Computer Science 2020-12-25 Shaarad A. R , Ambedkar Dukkipati

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

Machine Learning · Statistics 2019-11-15 Johannes Kirschner , Andreas Krause

We study the problem of $K$-armed dueling bandit for both stochastic and adversarial environments, where the goal of the learner is to aggregate information through relative preferences of pair of decisions points queried in an online…

Machine Learning · Computer Science 2022-02-15 Aadirupa Saha , Pierre Gaillard

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

Machine Learning · Computer Science 2024-04-16 Priyank Agrawal , Theja Tulabandhula , Vashist Avadhanula

Single-player contextual bandits are a well-studied problem in reinforcement learning that has seen applications in various fields such as advertising, healthcare, and finance. In light of the recent work on \emph{information asymmetric}…

Machine Learning · Computer Science 2025-03-13 William Chang , Yuanhao Lu

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

Machine Learning · Computer Science 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li
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