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The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…

Machine Learning · Computer Science 2026-05-12 Elad Tolochinsky , Yaniv Tenzer , Yaniv Romano

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

We study the problem of sequential learning of the Pareto front in multi-objective multi-armed bandits. An agent is faced with K possible arms to pull. At each turn she picks one, and receives a vector-valued reward. When she thinks she has…

Machine Learning · Statistics 2025-01-30 Elise Crépon , Aurélien Garivier , Wouter M Koolen

The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a…

Machine Learning · Computer Science 2025-10-09 Kaizheng Wang

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

The challenge of effectively transferring knowledge across multiple tasks is of critical importance and is also present in downstream tasks with foundation models. However, the nature of transfer, its transitive-intransitive nature, is…

Machine Learning · Computer Science 2026-01-01 András Millinghoffer , András Formanek , András Antos , Péter Antal

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Machine Learning · Computer Science 2021-06-08 Qin Ding , Cho-Jui Hsieh , James Sharpnack

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

Machine Learning · Computer Science 2021-04-16 Chuanhao Li , Qingyun Wu , Hongning Wang

Combinatorial Multi-Armed Bandit with fairness constraints is a framework where multiple arms form a super arm and can be pulled in each round under uncertainty to maximize cumulative rewards while ensuring the minimum average reward…

Machine Learning · Computer Science 2025-01-14 Xiaoyi Wu , Bo Ji , Bin Li

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…

Machine Learning · Statistics 2025-01-15 Cyrille Kone , Emilie Kaufmann , Laura Richert

Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a…

Machine Learning · Computer Science 2024-04-05 Aleksandrs Slivkins

Motivated by the need to efficiently identify multiple candidates in high trial-and-error cost tasks such as drug discovery, we propose a near-optimal algorithm to identify all {\epsilon}-best arms (i.e., those at most {\epsilon} worse than…

Machine Learning · Statistics 2025-10-02 Zhekai Li , Tianyi Ma , Cheng Hua , Ruihao Zhu

We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…

Information Theory · Computer Science 2022-06-13 Gayathri R Prabhu , Srikrishna Bhashyam , Aditya Gopalan , Rajesh Sundaresan

Recommendation systems are a key modern application of machine learning, but they have the downside that they often draw upon sensitive user information in making their predictions. We show how to address this deficiency by basing a…

Machine Learning · Computer Science 2021-12-03 Naveen Durvasula , Franklyn Wang , Scott Duke Kominers