English
Related papers

Related papers: Design-Based Inference for Multi-arm Bandits

200 papers

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

Adaptive treatment assignment algorithms, such as bandit algorithms, are increasingly used in digital health intervention clinical trials. Frequently, the data collected from these trials is used to conduct causal inference and related data…

Methodology · Statistics 2025-10-30 Kelly W. Zhang , Nowell Closser , Anna L. Trella , Susan A. Murphy

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

When comparing the performance of multi-armed bandit algorithms, the potential impact of missing data is often overlooked. In practice, it also affects their implementation where the simplest approach to overcome this is to continue to…

Machine Learning · Statistics 2022-10-12 Xijin Chen , Kim May Lee , Sofia S. Villar , David S. Robertson

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

We study fixed-confidence best arm identification in generalized linear bandits under a hybrid feedback model: at each round, the learner may query either (i) absolute reward feedback from a single arm or (ii) relative (dueling) feedback…

Artificial Intelligence · Computer Science 2026-05-08 Qirun Zeng , Xuchuang Wang , Jiayi Shen , Xutong Liu , Fang Kong , Jinhang Zuo

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Machine Learning · Computer Science 2023-12-14 Han Qi , Fei Guo , Li Zhu

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

Machine Learning · Computer Science 2020-05-05 Matthieu Jedor , Jonathan Louedec , Vianney Perchet

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

Adaptive experiments such as multi-arm bandits adapt the treatment-allocation policy and/or the decision to stop the experiment to the data observed so far. This has the potential to improve outcomes for study participants within the…

Methodology · Statistics 2024-05-03 Aurélien Bibaut , Nathan Kallus

We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…

Machine Learning · Computer Science 2022-04-05 Tianrui Chen , Aditya Gangrade , Venkatesh Saligrama

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

Machine Learning · Computer Science 2020-06-05 Kaige Yang , Laura Toni

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability distribution. Such a utilitarian perspective and focus on…

Machine Learning · Statistics 2025-05-01 Meltem Tatlı , Arpan Mukherjee , Prashanth L. A. , Karthikeyan Shanmugam , Ali Tajer

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

We introduce a novel multi-armed bandit framework, where each arm is associated with a fixed unknown credal set over the space of outcomes (which can be richer than just the reward). The arm-to-credal-set correspondence comes from a known…

Machine Learning · Computer Science 2024-05-10 Vanessa Kosoy

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

Artificial Intelligence · Computer Science 2018-09-10 Yogatheesan Varatharajah , Brent Berry , Sanmi Koyejo , Ravishankar Iyer

We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…

Machine Learning · Computer Science 2021-06-08 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

Stochastic multi-armed bandits solve the Exploration-Exploitation dilemma and ultimately maximize the expected reward. Nonetheless, in many practical problems, maximizing the expected reward is not the most desirable objective. In this…

Machine Learning · Computer Science 2013-01-10 Amir Sani , Alessandro Lazaric , Rémi Munos