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We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

The combinatorial multi-armed bandit model is designed to maximize cumulative rewards in the presence of uncertainty by activating a subset of arms in each round. This paper is inspired by two critical applications in wireless networks,…

Machine Learning · Computer Science 2025-09-17 Xiaoyi Wu , Bin Li

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

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

Machine Learning · Computer Science 2025-08-14 Arpan Mukherjee , Shashanka Ubaru , Keerthiram Murugesan , Karthikeyan Shanmugam , Ali Tajer

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

Contextual bandit algorithms are applied in a wide range of domains, from advertising to recommender systems, from clinical trials to education. In many of these domains, malicious agents may have incentives to attack the bandit algorithm…

We study the Logistic Contextual Slate Bandit problem, where, at each round, an agent selects a slate of $N$ items from an exponentially large set (of size $2^{\Omega(N)}$) of candidate slates provided by the environment. A single binary…

Machine Learning · Computer Science 2026-05-13 Tanmay Goyal , Gaurav Sinha

Motivated by economic applications such as recommender systems, we study the behavior of stochastic bandits algorithms under \emph{strategic behavior} conducted by rational actors, i.e., the arms. Each arm is a \emph{self-interested}…

Machine Learning · Computer Science 2020-11-16 Zhe Feng , David C. Parkes , Haifeng Xu

Contextual bandits aim to identify among a set of arms the optimal one with the highest reward based on their contextual information. Motivated by the fact that the arms usually exhibit group behaviors and the mutual impacts exist among…

Machine Learning · Computer Science 2022-06-13 Yunzhe Qi , Yikun Ban , Jingrui He

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Shreyas Chaudhari , Gauri Joshi , Osman Yağan

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

Machine Learning · Computer Science 2025-08-26 Chuyun Deng , Huiwen Jia

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

We study stage-wise conservative linear stochastic bandits: an instance of bandit optimization, which accounts for (unknown) safety constraints that appear in applications such as online advertising and medical trials. At each stage, the…

Machine Learning · Computer Science 2020-10-02 Ahmadreza Moradipari , Christos Thrampoulidis , Mahnoosh Alizadeh

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias