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Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…

Machine Learning · Computer Science 2023-10-03 Zhiyong Wang , Xutong Liu , Shuai Li , John C. S. Lui

The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a small number of total samples. The procedure cannot be…

Machine Learning · Statistics 2013-12-30 Kevin Jamieson , Matthew Malloy , Robert Nowak , Sébastien Bubeck

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

One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB) problem is the difference between mean rewards in the top two arms, also known as the instance gap. The celebrated Upper Confidence Bound (UCB)…

Machine Learning · Computer Science 2021-10-27 Anand Kalvit , Assaf Zeevi

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

Machine Learning · Computer Science 2020-11-10 Kishan Panaganti , Dileep Kalathil

Although real-world decision-making problems can often be encoded as causal multi-armed bandits (CMABs) at different levels of abstraction, a general methodology exploiting the information and computational advantages of each abstraction…

Machine Learning · Computer Science 2025-09-05 Joel Dyer , Nicholas Bishop , Anisoara Calinescu , Michael Wooldridge , Fabio Massimo Zennaro

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

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

Stochastic contextual bandits are fundamental for sequential decision-making but pose significant challenges for existing neural network-based algorithms, particularly when scaling to quantum neural networks (QNNs) due to issues such as…

Machine Learning · Computer Science 2026-01-07 Yuqi Huang , Vincent Y. F Tan , Sharu Theresa Jose

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

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

Many sequential decision-making tasks require choosing at each decision step the right action out of the vast set of possibilities by extracting actionable intelligence from high-dimensional data streams. Most of the times, the…

Machine Learning · Computer Science 2020-12-29 Eralp Turgay , Cem Bulucu , Cem Tekin

Most algorithms for the multi-armed bandit problem in reinforcement learning aimed to maximize the expected reward, which are thus useful in searching the optimized candidate with the highest reward (function value) for diverse applications…

Machine Learning · Computer Science 2022-01-03 Bin Chong , Yingguang Yang , Zi-Le Wang , Hang Xing , Zhirong Liu

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

We study sequential decision-making in batched nonparametric contextual bandits, where actions are selected over a finite horizon divided into a small number of batches. Motivated by constraints in domains such as medicine and marketing --…

Machine Learning · Statistics 2025-08-04 Sakshi Arya

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

Machine Learning · Computer Science 2025-10-13 Di Zhang

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines