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Related papers: Incentivizing Combinatorial Bandit Exploration

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Most online platforms strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We study the interplay between exploration and competition:…

Computer Science and Game Theory · Computer Science 2024-10-15 Guy Aridor , Yishay Mansour , Aleksandrs Slivkins , Zhiwei Steven Wu

We analyze the regret of combinatorial Thompson sampling (CTS) for the combinatorial multi-armed bandit with probabilistically triggered arms under the semi-bandit feedback setting. We assume that the learner has access to an exact…

Machine Learning · Computer Science 2019-02-20 Alihan Hüyük , Cem Tekin

In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or…

Machine Learning · Computer Science 2020-12-16 Ali Yekkehkhany , Ebrahim Arian , Mohammad Hajiesmaili , Rakesh Nagi

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

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

Conducting randomized experiments in education settings raises the question of how we can use machine learning techniques to improve educational interventions. Using Multi-Armed Bandits (MAB) algorithms like Thompson Sampling (TS) in…

Machine Learning · Computer Science 2022-08-11 Fernando J. Yanez , Angela Zavaleta-Bernuy , Ziwen Han , Michael Liut , Anna Rafferty , Joseph Jay Williams

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We unify two prominent lines of work on multi-armed bandits: bandits with knapsacks (BwK) and combinatorial semi-bandits. The former concerns limited "resources" consumed by the algorithm, e.g., limited supply in dynamic pricing. The latter…

Machine Learning · Computer Science 2018-02-22 Karthik Abinav Sankararaman , Aleksandrs Slivkins

Incentivized exploration in multi-armed bandits (MAB) has witnessed increasing interests and many progresses in recent years, where a principal offers bonuses to agents to do explorations on her behalf. However, almost all existing studies…

Machine Learning · Statistics 2021-10-28 Chengshuai Shi , Haifeng Xu , Wei Xiong , Cong Shen

We study incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

Machine Learning · Computer Science 2024-03-19 Sourav Chakraborty , Lijun Chen

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

We consider a non stationary multi-armed bandit in which the population preferences are positively and negatively reinforced by the observed rewards. The objective of the algorithm is to shape the population preferences to maximize the…

Machine Learning · Computer Science 2024-03-04 Viraj Nadkarni , D. Manjunath , Sharayu Moharir

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…

Machine Learning · Statistics 2020-04-21 Hamsa Bastani , Mohsen Bayati , Khashayar Khosravi

We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demonstrate that in the $d$-dimensional linear bandit setting,…

Machine Learning · Computer Science 2025-02-14 Marc Abeille , David Janz , Ciara Pike-Burke

We consider a multi-armed bandit setting in which each arm has a public and a private reward distribution. An observer expects an agent to follow Thompson Sampling according to the public rewards, however, the deceptive agent aims to…

Machine Learning · Computer Science 2025-10-13 I. Arda Vurankaya , Mustafa O. Karabag , Wesley A. Suttle , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Machine Learning · Computer Science 2018-10-23 Adam N. Elmachtoub , Ryan McNellis , Sechan Oh , Marek Petrik

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

A search engine recommends to the user a list of web pages. The user examines this list, from the first page to the last, and clicks on all attractive pages until the user is satisfied. This behavior of the user can be described by the…

Machine Learning · Computer Science 2016-06-02 Sumeet Katariya , Branislav Kveton , Csaba Szepesvári , Zheng Wen

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

Machine Learning · Computer Science 2022-11-22 Parth K. Thaker , Mohit Malu , Nikhil Rao , Gautam Dasarathy