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This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…

Machine Learning · Computer Science 2025-01-10 Chong Liu , Dan Qiao , Ming Yin , Ilija Bogunovic , Yu-Xiang Wang

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

We consider a decentralized multiplayer game, played over $T$ rounds, with a leader-follower hierarchy described by a directed acyclic graph. For each round, the graph structure dictates the order of the players and how players observe the…

Machine Learning · Computer Science 2023-01-30 Johan Östman , Ather Gattami , Daniel Gillblad

We consider a stochastic multi-armed bandit problem with i.i.d. rewards where the expected reward function is multimodal with at most m modes. We propose the first known computationally tractable algorithm for computing the solution to the…

Machine Learning · Statistics 2025-10-31 William Réveillard , Richard Combes

We address the online unconstrained submodular maximization problem (Online USM), in a setting with stochastic bandit feedback. In this framework, a decision-maker receives noisy rewards from a non monotone submodular function taking values…

Machine Learning · Computer Science 2025-02-13 Julien Zhou , Pierre Gaillard , Thibaud Rahier , Julyan Arbel

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

We study regret minimization in causal bandits under causal sufficiency where the underlying causal structure is not known to the agent. Previous work has focused on identifying the reward's parents and then applying classic bandit methods…

Machine Learning · Computer Science 2026-05-08 Mohammad Shahverdikondori , Jalal Etesami , Negar Kiyavash

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

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

Two-sided online matching platforms are employed in various markets. However, agents' preferences in the current market are usually implicit and unknown, thus needing to be learned from data. With the growing availability of dynamic side…

Machine Learning · Computer Science 2024-05-30 Yuantong Li , Chi-hua Wang , Guang Cheng , Will Wei Sun

Multi-dimensional online decision making plays a crucial role in many real applications such as online recommendation and digital marketing. In these problems, a decision at each time is a combination of choices from different types of…

Machine Learning · Statistics 2024-02-14 Jie Zhou , Botao Hao , Zheng Wen , Jingfei Zhang , Will Wei Sun

We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B"…

Machine Learning · Computer Science 2014-05-15 Nir Ailon , Thorsten Joachims , Zohar Karnin

We present a modified tuning of the algorithm of Zimmert and Seldin [2020] for adversarial multiarmed bandits with delayed feedback, which in addition to the minimax optimal adversarial regret guarantee shown by Zimmert and Seldin…

Machine Learning · Computer Science 2022-07-01 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

In this work, we propose a meta algorithm that can solve a multivariate global optimization problem using univariate global optimizers. Although the univariate global optimization does not receive much attention compared to the multivariate…

Optimization and Control · Mathematics 2022-09-08 Kaan Gokcesu , Hakan Gokcesu

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…

Machine Learning · Computer Science 2022-01-20 Louis Faury , Marc Abeille , Kwang-Sung Jun , Clément Calauzènes

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin
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