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The $K$-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison.…

Machine Learning · Computer Science 2022-02-23 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan

We study the problem of real time data capture on social media. Due to the different limitations imposed by those media, but also to the very large amount of information, it is impossible to collect all the data produced by social networks…

Social and Information Networks · Computer Science 2018-09-03 Thibault Gisselbrecht

In this paper, we introduce the Preselection Bandit problem, in which the learner preselects a subset of arms (choice alternatives) for a user, which then chooses the final arm from this subset. The learner is not aware of the user's…

Machine Learning · Computer Science 2021-12-23 Viktor Bengs , Eyke Hüllermeier

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

Machine Learning · Computer Science 2022-06-23 Romain Camilleri , Andrew Wagenmaker , Jamie Morgenstern , Lalit Jain , Kevin Jamieson

In this paper we propose a general methodology to derive regret bounds for randomized multi-armed bandit algorithms. It consists in checking a set of sufficient conditions on the sampling probability of each arm and on the family of…

Machine Learning · Computer Science 2024-11-14 Dorian Baudry , Kazuya Suzuki , Junya Honda

We consider a Bayesian budgeted multi-armed bandit problem, in which each arm consumes a different amount of resources when selected and there is a budget constraint on the total amount of resources that can be used. Budgeted Thompson…

Machine Learning · Computer Science 2024-08-29 Woojin Jeong , Seungki Min

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

Over the past decade, contextual bandit algorithms have been gaining in popularity due to their effectiveness and flexibility in solving sequential decision problems---from online advertising and finance to clinical trial design and…

Machine Learning · Computer Science 2020-01-03 Robin van Emden , Maurits Kaptein

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Machine Learning · Computer Science 2022-12-14 Guojun Xiong , Jian Li

When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…

Machine Learning · Computer Science 2019-12-18 Yifang Chen , Alex Cuellar , Haipeng Luo , Jignesh Modi , Heramb Nemlekar , Stefanos Nikolaidis

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We study the multinomial logit (MNL) bandit problem, where at each time step, the seller offers an assortment of size at most $K$ from a pool of $N$ items, and the buyer purchases an item from the assortment according to a MNL choice model.…

Machine Learning · Computer Science 2020-11-20 Jiaqi Yang

Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning.…

Machine Learning · Computer Science 2013-05-21 Ittai Abraham , Omar Alonso , Vasilis Kandylas , Aleksandrs Slivkins

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

Machine Learning · Statistics 2024-09-12 Hao Li , Dong Liang , Zheng Xie

We consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

Machine Learning · Computer Science 2023-01-19 Anand Kalvit , Assaf Zeevi

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of…

Machine Learning · Statistics 2020-04-09 Maryam Aziz , Emilie Kaufmann , Marie-Karelle Riviere