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We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…

Machine Learning · Computer Science 2022-06-14 Aadirupa Saha , Shubham Gupta

Dueling bandits are widely used to model preferential feedback prevalent in many applications such as recommendation systems and ranking. In this paper, we study the Borda regret minimization problem for dueling bandits, which aims to…

Machine Learning · Computer Science 2023-09-27 Yue Wu , Tao Jin , Hao Lou , Farzad Farnoud , Quanquan Gu

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

Machine Learning · Computer Science 2016-11-08 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

This paper proposes an optimization algorithm based on how human fight and learn from each duelist. Since this algorithm is based on population, the proposed algorithm starts with an initial set of duelists. The duel is to determine the…

Neural and Evolutionary Computing · Computer Science 2015-12-03 Totok Ruki Biyanto , Henokh Yernias Fibrianto , Gunawan Nugroho , Erny Listijorini , Titik Budiati , Hairul Huda

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

Machine Learning · Computer Science 2026-05-05 Maria-Florina Balcan , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Keegan Harris , Zhiwei Steven Wu

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

We propose stochastic rank-$1$ bandits, a class of online learning problems where at each step a learning agent chooses a pair of row and column arms, and receives the product of their values as a reward. The main challenge of the problem…

Machine Learning · Computer Science 2017-03-09 Sumeet Katariya , Branislav Kveton , Csaba Szepesvari , Claire Vernade , Zheng Wen

Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

Computer Science and Game Theory · Computer Science 2017-11-21 Yishay Mansour , Aleksandrs Slivkins , Zhiwei Steven Wu

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

We study the dominating set problem in an online setting. An algorithm is required to guarantee competitiveness against an adversary that reveals the input graph one node at a time. When a node is revealed, the algorithm learns about the…

Data Structures and Algorithms · Computer Science 2021-05-04 Hovhannes Harutyunyan , Denis Pankratov , Jesse Racicot

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

We consider a novel setting of zeroth order non-convex optimization, where in addition to querying the function value at a given point, we can also duel two points and get the point with the larger function value. We refer to this setting…

Machine Learning · Computer Science 2019-11-05 Yichong Xu , Aparna Joshi , Aarti Singh , Artur Dubrawski

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire
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