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Restless multi-armed bandits are often used to model budget-constrained resource allocation tasks where receipt of the resource is associated with an increased probability of a favorable state transition. Prior work assumes that individual…

Machine Learning · Computer Science 2022-12-13 Christine Herlihy , John P. Dickerson

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

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

Retrieval Augmented Generation (RAG) has proven to be highly effective in boosting the generative performance of language model in knowledge-intensive tasks. However, existing RAG framework either indiscriminately perform retrieval or rely…

Artificial Intelligence · Computer Science 2025-01-03 Xiaqiang Tang , Qiang Gao , Jian Li , Nan Du , Qi Li , Sihong Xie

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Artificial Intelligence · Computer Science 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber

Automating physical database design has remained a long-term interest in database research due to substantial performance gains afforded by optimised structures. Despite significant progress, a majority of today's commercial solutions are…

Databases · Computer Science 2020-10-21 R. Malinga Perera , Bastian Oetomo , Benjamin I. P. Rubinstein , Renata Borovica-Gajic

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

Machine Learning · Computer Science 2023-12-13 Qinyi Chen , Negin Golrezaei , Djallel Bouneffouf

Entropy maximization and free energy minimization are general physical principles for modeling the dynamics of various physical systems. Notable examples include modeling decision-making within the brain using the free-energy principle,…

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

Learning preferences implicit in the choices humans make is a well studied problem in both economics and computer science. However, most work makes the assumption that humans are acting (noisily) optimally with respect to their preferences.…

Machine Learning · Computer Science 2019-01-28 Lawrence Chan , Dylan Hadfield-Menell , Siddhartha Srinivasa , Anca Dragan

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Alexander Rakhlin

In recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…

Machine Learning · Computer Science 2025-10-01 Jingqi Fan , Canzhe Zhao , Shuai Li , Siwei Wang

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

The stochastic $K$-armed bandit problem has been studied extensively due to its applications in various domains ranging from online advertising to clinical trials. In practice however, the number of arms can be very large resulting in large…

Machine Learning · Computer Science 2022-05-03 Arpit Agarwal , Sanjeev Khanna , Prathamesh Patil

We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…

Machine Learning · Computer Science 2020-07-24 Nataly Brukhim , Elad Hazan

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

Machine Learning · Computer Science 2024-02-12 Yunbei Xu , Assaf Zeevi

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

Machine Learning · Statistics 2020-02-14 Gi-Soo Kim , Myunghee Cho Paik

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford
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