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We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

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

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

Machine Learning · Computer Science 2023-01-19 Anand Kalvit , Assaf Zeevi

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

Multi-Armed Bandit (MAB) systems are witnessing an upswing in applications within multi-agent distributed environments, leading to the advancement of collaborative MAB algorithms. In such settings, communication between agents executing…

Machine Learning · Computer Science 2024-04-30 Osama A. Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

In human-computer interaction applications like hand gesture recognition, supervised learning models are often trained on a large population of users to achieve high task accuracy. However, due to individual variability in sensor signals…

Human-Computer Interaction · Computer Science 2025-09-12 Duke Lin , Michael Paskett , Ying Yang

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulfilling bias) arises because the endogeneity of the data…

Econometrics · Economics 2023-09-29 Jin Li , Ye Luo , Xiaowei Zhang

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

Decision support systems are designed to assist human experts in classification tasks by providing conformal prediction sets derived from a pre-trained model. This human-AI collaboration has demonstrated enhanced classification performance…

Machine Learning · Computer Science 2025-08-12 Helbert Paat , Guohao Shen

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

Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…

Machine Learning · Computer Science 2024-09-16 Tiago Cunha , Andrea Marchini

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

It is not an exaggeration to say that the recent progress in artificial intelligence technology depends on large-scale and high-quality data. Simultaneously, a prevalent issue exists everywhere: the budget for data labeling is constrained.…

Machine Learning · Computer Science 2023-08-22 Yujin Hwang , Won Jo , Juyoung Hong , Yukyung Choi

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant