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Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilization of individual-specific information for effective…

Machine Learning · Statistics 2021-06-08 Yuxuan Han , Zhipeng Liang , Yang Wang , Jiheng Zhang

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties…

Machine Learning · Computer Science 2020-11-23 Eren Sezener , Marcus Hutter , David Budden , Jianan Wang , Joel Veness

Conversational recommendation systems elicit user preferences by interacting with users to obtain their feedback on recommended commodities. Such systems utilize a multi-armed bandit framework to learn user preferences in an online manner…

Machine Learning · Computer Science 2024-07-29 Shuhua Yang , Hui Yuan , Xiaoying Zhang , Mengdi Wang , Hong Zhang , Huazheng Wang

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

This paper presents a novel federated linear contextual bandits model, where individual clients face different $K$-armed stochastic bandits coupled through common global parameters. By leveraging the geometric structure of the linear…

Machine Learning · Statistics 2021-10-28 Ruiquan Huang , Weiqiang Wu , Jing Yang , Cong Shen

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

Machine Learning · Computer Science 2024-02-14 Shivangi Dubey Sharma , Ketan Rajawat

We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a…

Machine Learning · Computer Science 2020-10-26 Sohini Upadhyay , Mikhail Yurochkin , Mayank Agarwal , Yasaman Khazaeni , DjallelBouneffouf

We study multi-user contextual bandits where users are related by a graph and their reward functions exhibit both non-linear behavior and graph homophily. We introduce a principled joint penalty for the collection of user reward functions…

Machine Learning · Computer Science 2026-01-05 Shuang Wu , Arash A. Amini

We consider the problem of optimizing a black-box function based on noisy bandit feedback. Kernelized bandit algorithms have shown strong empirical and theoretical performance for this problem. They heavily rely on the assumption that the…

Machine Learning · Computer Science 2021-11-10 Ilija Bogunovic , Andreas Krause

The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…

Machine Learning · Statistics 2021-11-25 Udari Madhushani , Abhimanyu Dubey , Naomi Ehrich Leonard , Alex Pentland

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

We motivate and analyse a new Tree Search algorithm, GPTS, based on recent theoretical advances in the use of Gaussian Processes for Bandit problems. We consider tree paths as arms and we assume the target/reward function is drawn from a GP…

Machine Learning · Computer Science 2011-01-18 Louis Dorard , John Shawe-Taylor

Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…

Machine Learning · Computer Science 2025-06-04 Xuhan Huang , Yan Hu , Zhiyan Li , Zhiyong Wang , Benyou Wang , Zhongxiang Dai

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

The distributed coordination of robot teams performing complex tasks is challenging to formulate. The different aspects of a complete task such as local planning for obstacle avoidance, global goal coordination and collaborative mapping are…

Robotics · Computer Science 2023-10-04 Aalok Patwardhan , Andrew J. Davison
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