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Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Machine Learning · Computer Science 2021-06-08 Qin Ding , Cho-Jui Hsieh , James Sharpnack

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

This paper describes a sequential, or online, learning scheme for adaptive radar transmissions that facilitate spectrum sharing with a non-cooperative cellular network. First, the interference channel between the radar and a spatially…

Information Theory · Computer Science 2020-08-25 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

Setting up the future Internet of Things (IoT) networks will require to support more and more communicating devices. We prove that intelligent devices in unlicensed bands can use Multi-Armed Bandit (MAB) learning algorithms to improve…

Networking and Internet Architecture · Computer Science 2018-07-03 Rémi Bonnefoi , Lilian Besson , Christophe Moy , Emilie Kaufmann , Jacques Palicot

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

Machine Learning · Statistics 2013-07-29 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

Machine Learning · Computer Science 2021-04-16 Chuanhao Li , Qingyun Wu , Hongning Wang

We investigate properties of Thompson Sampling in the stochastic multi-armed bandit problem with delayed feedback. In a setting with i.i.d delays, we establish to our knowledge the first regret bounds for Thompson Sampling with arbitrary…

Machine Learning · Computer Science 2022-05-24 Han Wu , Stefan Wager

Bandit algorithms and Large Language Models (LLMs) have emerged as powerful tools in artificial intelligence, each addressing distinct yet complementary challenges in decision-making and natural language processing. This survey explores the…

Artificial Intelligence · Computer Science 2025-10-01 Djallel Bouneffouf , Raphael Feraud

In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…

Machine Learning · Statistics 2025-06-18 Wonyoung Kim

The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies exploration-exploitation tradeoff. Standard formulations exclude risk in decision making. Risknotably complicates the basic reward-maximising…

Machine Learning · Computer Science 2021-05-17 Ming Liang Ang , Eloise Y. Y. Lim , Joel Q. L. Chang

We consider online sequential decision problems where an agent must balance exploration and exploitation. We derive a set of Bayesian `optimistic' policies which, in the stochastic multi-armed bandit case, includes the Thompson sampling…

Machine Learning · Statistics 2021-11-01 Brendan O'Donoghue , Tor Lattimore

While modern biotechnologies allow synthesizing new proteins and function measurements at scale, efficiently exploring a protein sequence space and engineering it remains a daunting task due to the vast sequence space of any given protein.…

Biomolecules · Quantitative Biology 2024-01-15 Jiahao Qiu , Hui Yuan , Jinghong Zhang , Wentao Chen , Huazheng Wang , Mengdi Wang

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

Machine Learning · Statistics 2020-08-07 Zhendong Wang , Mingyuan Zhou

We design and evaluate a Bayesian optimization framework for resource efficient pre-training of Transformer-based language models (TLMs). TLM pre-training requires high computational resources and introduces many unresolved design choices,…

Computation and Language · Computer Science 2023-05-31 Iñigo Urteaga , Moulay-Zaïdane Draïdia , Tomer Lancewicki , Shahram Khadivi
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