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This note introduce three Bayesian style Multi-armed bandit algorithms: Information-directed sampling, Thompson Sampling and Generalized Thompson Sampling. The goal is to give an intuitive explanation for these three algorithms and their…

Machine Learning · Computer Science 2015-03-25 Li Zhou

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

Personalization is important for search engines to improve user experience. Most of the existing work do pure feature engineering and extract a lot of session-style features and then train a ranking model. Here we proposed a novel way to…

Information Retrieval · Computer Science 2015-02-05 Li Zhou

The evaluation of hyperparameters, neural architectures, or data augmentation policies becomes a critical model selection problem in advanced deep learning with a large hyperparameter search space. In this paper, we propose an efficient and…

Machine Learning · Statistics 2020-12-17 Yimin Huang , Yujun Li , Hanrong Ye , Zhenguo Li , Zhihua Zhang

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

Machine Learning · Statistics 2022-05-18 Young-Geun Choi , Gi-Soo Kim , Seunghoon Paik , Myunghee Cho Paik

Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation…

Machine Learning · Computer Science 2016-06-01 Shuai Li , Alexandros Karatzoglou , Claudio Gentile

Scaling test-time compute has emerged as an effective strategy for improving the performance of large language models. However, existing methods typically allocate compute uniformly across all queries, overlooking variation in query…

Artificial Intelligence · Computer Science 2026-04-24 Bowen Zuo , Yinglun Zhu

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

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

Training data for machine translation (MT) is often sourced from a multitude of large corpora that are multi-faceted in nature, e.g. containing contents from multiple domains or different levels of quality or complexity. Naturally, these…

Computation and Language · Computer Science 2021-10-15 Julia Kreutzer , David Vilar , Artem Sokolov

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

The multi-agent linear bandit setting is a well-known setting for which designing efficient collaboration between agents remains challenging. This paper studies the impact of data sharing among agents on regret minimization. Unlike most…

Machine Learning · Computer Science 2025-05-28 Hamza Cherkaoui , Merwan Barlier , Igor Colin

Contextual bandits have emerged as a cornerstone in reinforcement learning, enabling systems to make decisions with partial feedback. However, as contexts grow in complexity, traditional bandit algorithms can face challenges in adequately…

Machine Learning · Computer Science 2023-11-07 Ali Baheri , Cecilia O. Alm

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

Machine Learning · Computer Science 2023-11-02 Mikhail Khodak , Ilya Osadchiy , Keegan Harris , Maria-Florina Balcan , Kfir Y. Levy , Ron Meir , Zhiwei Steven Wu

Often, recommendation systems employ continuous training, leading to a self-feedback loop bias in which the system becomes biased toward its previous recommendations. Recent studies have attempted to mitigate this bias by collecting small…

Machine Learning · Computer Science 2023-10-10 S. M. F. Sani , Seyed Abbas Hosseini , Hamid R. Rabiee

Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically…

Machine Learning · Computer Science 2021-05-18 Zixin Zhong , Wang Chi Cheung , Vincent Y. F. Tan

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

Machine Learning · Computer Science 2017-05-18 Bence Cserna , Marek Petrik , Reazul Hasan Russel , Wheeler Ruml

Meta-learning of shared initialization parameters has shown to be highly effective in solving few-shot learning tasks. However, extending the framework to many-shot scenarios, which may further enhance its practicality, has been relatively…

Machine Learning · Computer Science 2022-02-17 Jaewoong Shin , Hae Beom Lee , Boqing Gong , Sung Ju Hwang

We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result…

Machine Learning · Computer Science 2012-02-20 Kareem Amin , Michael Kearns , Umar Syed