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While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires…

Machine Learning · Computer Science 2019-06-27 Vinay Praneeth Boda , Prashanth L. A

We introduce the tokenized linear bandit (TLB) and multi-armed bandit (TMAB), variants of linear and stochastic multi-armed bandit problems inspired by LLM decoding and alignment. In these problems, at each round $t \in [T]$, a user submits…

Machine Learning · Computer Science 2025-06-10 Suho Shin , Chenghao Yang , Haifeng Xu , Mohammad T. Hajiaghayi

We consider the problem of best arm identification in a variant of multi-armed bandits called linked bandits. In a single interaction with linked bandits, multiple arms are played sequentially until one of them receives a positive reward.…

Machine Learning · Computer Science 2019-01-29 Anant Gupta

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

Training data for machine translation (MT) is often sourced from a multitude of large corpora that are multi-faceted in nature, e.g. containing contents from multiple domains or different levels of quality or complexity. Naturally, these…

Computation and Language · Computer Science 2021-10-15 Julia Kreutzer , David Vilar , Artem Sokolov

Multi-armed bandits are widely applied in scenarios like recommender systems, for which the goal is to maximize the click rate. However, more factors should be considered, e.g., user stickiness, user growth rate, user experience assessment,…

Machine Learning · Computer Science 2020-10-19 Xuedong Shang , Han Shao , Jian Qian

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

This paper considers the multi-armed thresholding bandit problem -- identifying all arms whose expected rewards are above a predefined threshold via as few pulls (or rounds) as possible -- proposed by Locatelli et al. [2016] recently.…

Machine Learning · Statistics 2017-07-11 Jie Zhong , Yijun Huang , Ji Liu

We propose bandit importance sampling (BIS), a powerful importance sampling framework tailored for settings in which evaluating the target density is computationally expensive. BIS facilitates accurate sampling while minimizing the required…

Methodology · Statistics 2026-03-17 Takuo Matsubara , Andrew Duncan , Simon Cotter , Konstantinos Zygalakis

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

We investigate the sample complexity of learning the optimal arm for multi-task bandit problems. Arms consist of two components: one that is shared across tasks (that we call representation) and one that is task-specific (that we call…

Machine Learning · Statistics 2022-11-29 Alessio Russo , Alexandre Proutiere

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

Motivated by runtime verification of QoS requirements in self-adaptive and self-organizing systems that are able to reconfigure their structure and behavior in response to runtime data, we propose a QoS-aware variant of Thompson sampling…

Machine Learning · Computer Science 2017-04-03 Lenz Belzner , Thomas Gabor

The Multi-Armed Bandit problem provides a fundamental framework for analyzing the tension between exploration and exploitation in sequential learning. This paper explores Information Directed Sampling (IDS) policies, a class of heuristics…

Machine Learning · Computer Science 2025-12-24 Annika Hirling , Giorgio Nicoletti , Antonio Celani

This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

Machine Learning · Computer Science 2025-05-16 Zhiyong Wang

Motivated by modern applications, such as online advertisement and recommender systems, we study the top-$k$ extreme contextual bandits problem, where the total number of arms can be enormous, and the learner is allowed to select $k$ arms…

Machine Learning · Statistics 2021-02-17 Rajat Sen , Alexander Rakhlin , Lexing Ying , Rahul Kidambi , Dean Foster , Daniel Hill , Inderjit Dhillon

We study the $K$-armed dueling bandit problem, a variation of the traditional multi-armed bandit problem in which feedback is obtained in the form of pairwise comparisons. Previous learning algorithms have focused on the $\textit{fully…

Machine Learning · Computer Science 2022-09-27 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan
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