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We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…

Machine Learning · Computer Science 2019-09-27 Julian Zimmert , Haipeng Luo , Chen-Yu Wei

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 study high-probability regret bounds for adversarial $K$-armed bandits with time-varying feedback graphs over $T$ rounds. For general strongly observable graphs, we develop an algorithm that achieves the optimal regret…

Machine Learning · Computer Science 2023-01-31 Haipeng Luo , Hanghang Tong , Mengxiao Zhang , Yuheng Zhang

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

Machine Learning · Computer Science 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…

Machine Learning · Computer Science 2022-04-29 Zongqi Wan , Xiaoming Sun , Jialin Zhang

We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number…

Data Structures and Algorithms · Computer Science 2020-02-19 Hossein Esfandiari , Amin Karbasi , Abbas Mehrabian , Vahab Mirrokni

This paper studies batched bandit learning problems for nondegenerate functions. We introduce an algorithm that solves the batched bandit problem for nondegenerate functions near-optimally. More specifically, we introduce an algorithm,…

Machine Learning · Statistics 2025-04-09 Yu Liu , Yunlu Shu , Tianyu Wang

The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…

Machine Learning · Computer Science 2025-04-08 Bongsoo Yi , Yue Kang , Yao Li

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…

Machine Learning · Statistics 2024-04-03 Yanyan Dong , Vincent Y. F. Tan

We consider online content recommendation with implicit feedback through pairwise comparisons, formalized as the so-called dueling bandit problem. We study the dueling bandit problem in the Condorcet winner setting, and consider two notions…

Machine Learning · Computer Science 2017-06-15 Bangrui Chen , Peter I. Frazier

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

We study the non-stationary dueling bandits problem with $K$ arms, where the time horizon $T$ consists of $M$ stationary segments, each of which is associated with its own preference matrix. The learner repeatedly selects a pair of arms and…

Machine Learning · Computer Science 2022-02-03 Patrick Kolpaczki , Viktor Bengs , Eyke Hüllermeier

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

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

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

A version of the dueling bandit problem is addressed in which a Condorcet winner may not exist. Two algorithms are proposed that instead seek to minimize regret with respect to the Copeland winner, which, unlike the Condorcet winner, is…

Machine Learning · Computer Science 2015-06-02 Masrour Zoghi , Zohar Karnin , Shimon Whiteson , Maarten de Rijke

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

Machine Learning · Computer Science 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…

Machine Learning · Computer Science 2023-11-29 Chung-Wei Lee , Qinghua Liu , Yasin Abbasi-Yadkori , Chi Jin , Tor Lattimore , Csaba Szepesvári

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi