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We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Machine Learning · Computer Science 2021-10-28 Liu Leqi , Fatma Kilinc-Karzan , Zachary C. Lipton , Alan L. Montgomery

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

This paper considers a resource allocation problem where several Internet-of-Things (IoT) devices send data to a base station (BS) with or without the help of the reconfigurable intelligent surface (RIS) assisted cellular network. The…

Signal Processing · Electrical Eng. & Systems 2024-06-11 Jingwen Tong , Hongliang Zhang , Liqun Fu , Amir Leshem , Zhu Han

In a wide variety of applications including online advertising, contractual hiring, and wireless scheduling, the controller is constrained by a stringent budget constraint on the available resources, which are consumed in a random amount by…

Machine Learning · Computer Science 2022-01-25 Semih Cayci , Yilin Zheng , Atilla Eryilmaz

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

We consider an online model for recommendation systems, with each user being recommended an item at each time-step and providing 'like' or 'dislike' feedback. A latent variable model specifies the user preferences: both users and items are…

Machine Learning · Statistics 2025-04-29 Mina Karzand , Guy Bresler

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

Machine Learning · Computer Science 2023-11-01 Ravi Kumar Kolla , Prashanth L. A. , Aditya Gopalan , Krishna Jagannathan , Michael Fu , Steve Marcus

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Systems and Control · Computer Science 2018-01-22 Varun Mehta , Rahul Meshram , Kesav Kaza , S. N. Merchant

We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…

Machine Learning · Statistics 2020-01-17 Xavier Fontaine , Shie Mannor , Vianney Perchet

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

Recommendation systems must optimize multiple objectives while satisfying hard business constraints such as fairness and coverage. For example, an e-commerce platform may require every recommendation list to include items from multiple…

Information Retrieval · Computer Science 2026-02-04 Guilin Zhang , Kai Zhao , Jeffrey Friedman , Xu Chu

As e-commerce expands, delivering real-time personalized recommendations from vast catalogs poses a critical challenge for retail platforms. Maximizing revenue requires careful consideration of both individual customer characteristics and…

Information Retrieval · Computer Science 2026-02-16 Seong Jin Lee , Will Wei Sun , Yufeng Liu

Workers participating in a crowdsourcing platform can have a wide range of abilities and interests. An important problem in crowdsourcing is the task recommendation problem, in which tasks that best match a particular worker's preferences…

Human-Computer Interaction · Computer Science 2018-07-30 Qiyu Kang , Wee Peng Tay

There is much empirical evidence that item-item collaborative filtering works well in practice. Motivated to understand this, we provide a framework to design and analyze various recommendation algorithms. The setup amounts to online binary…

Machine Learning · Computer Science 2016-01-11 Guy Bresler , Devavrat Shah , Luis F. Voloch

Personalization is pervasive in the online space as it leads to higher efficiency and revenue by allowing the most relevant content to be served to each user. However, recent studies suggest that personalization methods can propagate…

Machine Learning · Computer Science 2018-02-26 L. Elisa Celis , Sayash Kapoor , Farnood Salehi , Nisheeth K. Vishnoi