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Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…

Machine Learning · Computer Science 2025-02-06 Briti Gangopadhyay , Zhao Wang , Alberto Silvio Chiappa , Shingo Takamatsu

The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

Machine Learning · Computer Science 2024-09-19 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

Deep Reinforcement Learning (DRL) has achieved remarkable success in complex sequential decision-making tasks, such as playing Atari 2600 games and mastering board games. A critical yet underexplored aspect of DRL is the temporal scale of…

Machine Learning · Computer Science 2025-07-02 Abhishek Verma , Nallarasan V , Balaraman Ravindran

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

Thompson Sampling has been widely used for contextual bandit problems due to the flexibility of its modeling power. However, a general theory for this class of methods in the frequentist setting is still lacking. In this paper, we present a…

Machine Learning · Computer Science 2021-10-05 Tong Zhang

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Machine Learning · Computer Science 2020-06-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

Machine Learning · Computer Science 2024-06-10 Jingyuan Wang , Perry Dong , Ying Jin , Ruohan Zhan , Zhengyuan Zhou

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

Machine Learning · Computer Science 2019-05-17 Fang Liu , Ness Shroff

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

Machine Learning · Computer Science 2021-08-27 Dimitrije Markovic , Hrvoje Stojic , Sarah Schwoebel , Stefan J. Kiebel

Prompt tuning has emerged as a key technique for adapting large pre-trained Decision Transformers (DTs) in offline Reinforcement Learning (RL), particularly in multi-task and few-shot settings. The Prompting Decision Transformer (PDT)…

Machine Learning · Computer Science 2025-10-02 Finn Rietz , Oleg Smirnov , Sara Karimi , Lele Cao

This paper establishes a connection between a category of discrete choice models and the realms of online learning and multiarmed bandit algorithms. Our contributions can be summarized in two key aspects. Firstly, we furnish sublinear…

Machine Learning · Statistics 2023-10-03 Emerson Melo , David Müller

In critical care settings, timely and accurate predictions can significantly impact patient outcomes, especially for conditions like sepsis, where early intervention is crucial. We aim to model patient-specific reward functions in a…

Machine Learning · Computer Science 2025-03-24 Anni Zhou , Raheem Beyah , Rishikesan Kamaleswaran

Endpoint (EP) detection is a key component of far-field speech recognition systems that assist the user through voice commands. The endpoint detector has to trade-off between accuracy and latency, since waiting longer reduces the cases of…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Anirudh Raju , Aparna Khare , Di He , Ilya Sklyar , Long Chen , Sam Alptekin , Viet Anh Trinh , Zhe Zhang , Colin Vaz , Venkatesh Ravichandran , Roland Maas , Ariya Rastrow

A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…

Machine Learning · Computer Science 2025-02-21 Mengxiao Zhang , Yingfei Wang , Haipeng Luo

Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this…

Machine Learning · Computer Science 2013-10-29 Lihong Li

We propose a novel master-slave architecture to solve the top-$K$ combinatorial multi-armed bandits problem with non-linear bandit feedback and diversity constraints, which, to the best of our knowledge, is the first combinatorial bandits…

Machine Learning · Computer Science 2023-08-25 Hanchi Huang , Li Shen , Deheng Ye , Wei Liu

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Machine Learning · Computer Science 2019-02-12 Andreas Merentitis , Kashif Rasul , Roland Vollgraf , Abdul-Saboor Sheikh , Urs Bergmann

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The radar is capable of passively sensing the spectrum at regular intervals, which provides side information…

Information Theory · Computer Science 2021-10-15 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

This paper describes a sequential, or online, learning scheme for adaptive radar transmissions that facilitate spectrum sharing with a non-cooperative cellular network. First, the interference channel between the radar and a spatially…

Information Theory · Computer Science 2020-08-25 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone