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Thompson sampling is a heuristic algorithm for the multi-armed bandit problem which has a long tradition in machine learning. The algorithm has a Bayesian spirit in the sense that it selects arms based on posterior samples of reward…

Machine Learning · Computer Science 2021-02-15 Yi Liu , Veronika Rockova

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…

Artificial Intelligence · Computer Science 2013-10-09 Frank Hutter , Holger Hoos , Kevin Leyton-Brown

Over the last two decades, we have seen extensive industrial research in the area of computational advertising. In this paper, our goal is to study the performance of various online learning algorithms to identify and display the best…

Information Retrieval · Computer Science 2020-11-24 Kazem Jahanbakhsh

Probability estimates generated by boosting ensembles are poorly calibrated because of the margin maximization nature of the algorithm. The outputs of the ensemble need to be properly calibrated before they can be used as probability…

Machine Learning · Computer Science 2020-01-20 Nikolaos Nikolaou , Joseph Mellor , Nikunj C. Oza , Gavin Brown

Wireless communication systems operate in complex time-varying environments. Therefore, selecting the optimal configuration parameters in these systems is a challenging problem. For wireless links, \emph{rate selection} is used to select…

Machine Learning · Computer Science 2020-04-21 Vidit Saxena , Joseph E. Gonzalez , Ion Stoica , Hugo Tullberg , Joakim Jaldén

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Machine Learning · Computer Science 2025-11-03 Junfan Li , Shizhong Liao , Zenglin Xu , Liqiang Nie

The problem of selecting an algorithm that appears most suitable for a specific instance of an algorithmic problem class, such as the Boolean satisfiability problem, is called instance-specific algorithm selection. Over the past decade, the…

Machine Learning · Computer Science 2021-07-21 Alexander Tornede , Lukas Gehring , Tanja Tornede , Marcel Wever , Eyke Hüllermeier

Algorithmic Bias can be due to bias in the training data or issues with the algorithm itself. These algorithmic issues typically relate to problems with model capacity and regularisation. This underestimation bias may arise because the…

Machine Learning · Computer Science 2021-06-01 William Blanzeisky , Pádraig Cunningham

Digital educational technologies offer the potential to customize students' experiences and learn what works for which students, enhancing the technology as more students interact with it. We consider whether and when attempting to discover…

Artificial Intelligence · Computer Science 2023-09-07 ZhaoBin Li , Luna Yee , Nathaniel Sauerberg , Irene Sakson , Joseph Jay Williams , Anna N. Rafferty

We investigate the high-dimensional sparse linear bandits problem in a data-poor regime where the time horizon is much smaller than the ambient dimension and number of arms. We study the setting under the additional blocking constraint…

Machine Learning · Computer Science 2025-05-30 Adit Jain , Soumyabrata Pal , Sunav Choudhary , Ramasuri Narayanam , Harshita Chopra , Vikram Krishnamurthy

In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…

Machine Learning · Computer Science 2019-08-28 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…

Machine Learning · Computer Science 2026-04-29 Gergely Neu , Michal Valko

In the last decades, many efforts have focused on analyzing typical-case hardness in optimization and inference problems. Some recent work has pointed out that polynomial algorithms exist, running with a time that grows more than linearly…

Disordered Systems and Neural Networks · Physics 2026-03-05 M. C. Angelini , M. Avila-González , F. D'Amico , D. Machado , R. Mulet , F. Ricci-Tersenghi

Machine Learning (ML) models are increasingly used to support or substitute decision making. In applications where skilled experts are a limited resource, it is crucial to reduce their burden and automate decisions when the performance of…

Machine Learning · Computer Science 2024-10-01 Mirabel Reid , Tom Sühr , Claire Vernade , Samira Samadi

Thompson sampling is one of the most widely used algorithms for many online decision problems, due to its simplicity in implementation and superior empirical performance over other state-of-the-art methods. Despite its popularity and…

Machine Learning · Computer Science 2020-10-02 Tianyuan Jin , Pan Xu , Jieming Shi , Xiaokui Xiao , Quanquan Gu

Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…

Machine Learning · Computer Science 2024-09-17 Rowan Swiers , Subash Prabanantham , Andrew Maher

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

Machine Learning · Computer Science 2021-06-29 Maria Dimakopoulou , Zhimei Ren , Zhengyuan Zhou