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Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…

Machine Learning · Computer Science 2022-06-08 Aritra Mitra , Arman Adibi , George J. Pappas , Hamed Hassani

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

Machine Learning · Computer Science 2024-01-18 Zhou Lu , Qiuyi Zhang , Xinyi Chen , Fred Zhang , David Woodruff , Elad Hazan

The probability that a user will click a search result depends both on its relevance and its position on the results page. The position based model explains this behavior by ascribing to every item an attraction probability, and to every…

Machine Learning · Computer Science 2017-03-21 Sumeet Katariya , Branislav Kveton , Csaba Szepesvári , Claire Vernade , Zheng Wen

We study the Logistic Contextual Slate Bandit problem, where, at each round, an agent selects a slate of $N$ items from an exponentially large set (of size $2^{\Omega(N)}$) of candidate slates provided by the environment. A single binary…

Machine Learning · Computer Science 2026-05-13 Tanmay Goyal , Gaurav Sinha

Best-of-both-worlds algorithms for online learning which achieve near-optimal regret in both the adversarial and the stochastic regimes have received growing attention recently. Existing techniques often require careful adaptation to every…

Machine Learning · Computer Science 2023-02-21 Christoph Dann , Chen-Yu Wei , Julian Zimmert

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…

Machine Learning · Computer Science 2024-07-08 Yassir Jedra , William Réveillard , Stefan Stojanovic , Alexandre Proutiere

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

We study online finite-horizon Markov Decision Processes with adversarially changing loss and aggregate bandit feedback (a.k.a full-bandit). Under this type of feedback, the agent observes only the total loss incurred over the entire…

Machine Learning · Computer Science 2025-02-07 Tal Lancewicki , Yishay Mansour

We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of $M$ users and $N \geq M$ resources. For each user-resource pair $(i,j)$, there is an…

Optimization and Control · Mathematics 2015-03-17 Yi Gai , Bhaskar Krishnamachari , Mingyan Liu

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

The problem of online learning with graph feedback has been extensively studied in the literature due to its generality and potential to model various learning tasks. Existing works mainly study the adversarial and stochastic feedback…

Machine Learning · Computer Science 2022-08-23 Fang Kong , Yichi Zhou , Shuai Li

We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…

Machine Learning · Computer Science 2023-02-03 Fares Fourati , Vaneet Aggarwal , Christopher John Quinn , Mohamed-Slim Alouini

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. These utilities are unknown to the players. In each turn…

Computer Science and Game Theory · Computer Science 2020-08-24 Ilai Bistritz , Tavor Z. Baharav , Amir Leshem , Nicholas Bambos

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