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We consider the multinomial logistic bandit problem in which a learner interacts with an environment by selecting actions to maximize expected rewards based on probabilistic feedback from multiple possible outcomes. In the binary setting,…

Machine Learning · Statistics 2026-02-25 Pierre Boudart , Pierre Gaillard , Alessandro Rudi

Logistic Bandits have recently attracted substantial attention, by providing an uncluttered yet challenging framework for understanding the impact of non-linearity in parametrized bandits. It was shown by Faury et al. (2020) that the…

Machine Learning · Computer Science 2021-03-10 Marc Abeille , Louis Faury , Clément Calauzènes

The generalized linear bandit framework has attracted a lot of attention in recent years by extending the well-understood linear setting and allowing to model richer reward structures. It notably covers the logistic model, widely used when…

Machine Learning · Computer Science 2020-06-09 Louis Faury , Marc Abeille , Clément Calauzènes , Olivier Fercoq

We study stochastic logistic bandits with $d$-dimensional action features under the simple-regret objective, where a learner uses $T$ rounds of exploration to output a single final action. The logistic structure is essential here: because…

Machine Learning · Computer Science 2026-05-28 Shuai Liu , Alireza Bakhtiari , Alex Ayoub , Botao Hao , Csaba Szepesvári

We study the logistic bandit, in which rewards are binary with success probability $\exp(\beta a^\top \theta) / (1 + \exp(\beta a^\top \theta))$ and actions $a$ and coefficients $\theta$ are within the $d$-dimensional unit ball. While prior…

Machine Learning · Statistics 2019-05-14 Shi Dong , Tengyu Ma , Benjamin Van Roy

We propose improved fixed-design confidence bounds for the linear logistic model. Our bounds significantly improve upon the state-of-the-art bound by Li et al. (2017) via recent developments of the self-concordant analysis of the logistic…

Machine Learning · Statistics 2022-06-22 Kwang-Sung Jun , Lalit Jain , Blake Mason , Houssam Nassif

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

Machine Learning · Computer Science 2021-09-27 Ke Li , Yun Yang , Naveen N. Narisetty

We study the performance of the Thompson Sampling algorithm for logistic bandit problems. In this setting, an agent receives binary rewards with probabilities determined by a logistic function, $\exp(\beta \langle a, \theta…

Machine Learning · Statistics 2025-02-21 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

We study small-loss bounds for adversarial multi-armed bandits with graph feedback, that is, adaptive regret bounds that depend on the loss of the best arm or related quantities, instead of the total number of rounds. We derive the first…

Machine Learning · Computer Science 2020-06-24 Chung-Wei Lee , Haipeng Luo , Mengxiao Zhang

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…

Machine Learning · Computer Science 2026-05-13 Sushant Vijayan , Arun Suggala , Karthikeyan Shanmugam , Soumyabrata Pal

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

Machine Learning · Computer Science 2021-10-26 Ramakrishnan Krishnamurthy , Aditya Gopalan

We study the problem of neural logistic bandits, where the main task is to learn an unknown reward function within a logistic link function using a neural network. Existing approaches either exhibit unfavorable dependencies on $\kappa$,…

Machine Learning · Computer Science 2026-05-29 Seoungbin Bae , Dabeen Lee

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

Machine Learning · Statistics 2025-02-25 Raymond Zhang , Hedi Hadiji , Richard Combes

We study the linear contextual bandit problem with finite action sets. When the problem dimension is $d$, the time horizon is $T$, and there are $n \leq 2^{d/2}$ candidate actions per time period, we (1) show that the minimax expected…

Machine Learning · Statistics 2020-08-20 Yingkai Li , Yining Wang , Yuan Zhou

Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting. However, the…

Machine Learning · Computer Science 2026-03-03 Kaixuan Ji , Qingyue Zhao , Heyang Zhao , Qiwei Di , Quanquan Gu

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

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 study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak
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