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This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

In this paper, we propose three online algorithms for submodular maximisation. The first one, Mono-Frank-Wolfe, reduces the number of per-function gradient evaluations from $T^{1/2}$ [Chen2018Online] and $T^{3/2}$ [chen2018projection] to 1,…

Machine Learning · Computer Science 2019-10-29 Mingrui Zhang , Lin Chen , Hamed Hassani , Amin Karbasi

We investigate the online bandit learning of the monotone multi-linear DR-submodular functions, designing the algorithm $\mathtt{BanditMLSM}$ that attains $O(T^{2/3}\log T)$ of $(1-1/e)$-regret. Then we reduce submodular bandit with…

Machine Learning · Computer Science 2023-05-23 Zongqi Wan , Jialin Zhang , Wei Chen , Xiaoming Sun , Zhijie Zhang

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

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

Speculative decoding has emerged as a popular method to accelerate the inference of Large Language Models (LLMs) while retaining their superior text generation performance. Previous methods either adopt a fixed speculative decoding…

Machine Learning · Computer Science 2025-11-21 Yunlong Hou , Fengzhuo Zhang , Cunxiao Du , Xuan Zhang , Jiachun Pan , Tianyu Pang , Chao Du , Vincent Y. F. Tan , Zhuoran Yang

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a…

Machine Learning · Computer Science 2018-06-12 Tim Roughgarden , Joshua R. Wang

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

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

Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration…

Machine Learning · Statistics 2019-11-01 Botao Hao , Yasin Abbasi-Yadkori , Zheng Wen , Guang Cheng

We propose subsampling as a unified algorithmic technique for submodular maximization in centralized and online settings. The idea is simple: independently sample elements from the ground set, and use simple combinatorial techniques (such…

Data Structures and Algorithms · Computer Science 2021-04-08 Christopher Harshaw , Ehsan Kazemi , Moran Feldman , Amin Karbasi

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

Machine Learning · Computer Science 2023-11-30 Kumar Kshitij Patel , Lingxiao Wang , Aadirupa Saha , Nati Sebro

This paper deals with bandit online learning problems involving feedback of unknown delay that can emerge in multi-armed bandit (MAB) and bandit convex optimization (BCO) settings. MAB and BCO require only values of the objective function…

Machine Learning · Computer Science 2019-05-29 Bingcong Li , Tianyi Chen , Georgios B. Giannakis