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Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

We study the multi-armed bandit problem with adversarially chosen delays in the Best-of-Both-Worlds (BoBW) framework, which aims to achieve near-optimal performance in both stochastic and adversarial environments. While prior work has made…

Machine Learning · Computer Science 2025-10-21 Ofir Schlisselberg , Tal Lancewicki , Peter Auer , Yishay Mansour

We propose a novel combinatorial stochastic-greedy bandit (SGB) algorithm for combinatorial multi-armed bandit problems when no extra information other than the joint reward of the selected set of $n$ arms at each time step $t\in [T]$ is…

Machine Learning · Computer Science 2023-12-14 Fares Fourati , Christopher John Quinn , Mohamed-Slim Alouini , Vaneet Aggarwal

We improve the efficiency of algorithms for stochastic \emph{combinatorial semi-bandits}. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as \emph{independence}. However,…

Machine Learning · Statistics 2019-06-24 Pierre Perrault , Vianney Perchet , Michal Valko

Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…

Machine Learning · Statistics 2015-10-01 Junpei Komiyama , Junya Honda , Hiroshi Nakagawa

Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

Human-machine complementarity is important when neither the algorithm nor the human yield dominant performance across all instances in a given domain. Most research on algorithmic decision-making solely centers on the algorithm's…

Human-Computer Interaction · Computer Science 2021-12-14 Ruijiang Gao , Maytal Saar-Tsechansky , Maria De-Arteaga , Ligong Han , Min Kyung Lee , Matthew Lease

In this paper, we consider a robot navigation problem in environments populated by humans. The goal is to determine collision-free and dynamically feasible trajectories that also maximize human satisfaction. This is because they may drive…

Robotics · Computer Science 2020-11-04 Yijie Zhou , Yan Zhang , Xusheng Luo , Michael M. Zavlanos

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…

Machine Learning · Computer Science 2013-05-14 Gergely Neu , Gábor Bartók

Multi-robot decision-making is the process where multiple robots coordinate actions. In this paper, we aim for efficient and effective multi-robot decision-making despite the robots' limited on-board resources and the often…

Optimization and Control · Mathematics 2026-02-24 Zirui Xu , Vasileios Tzoumas

We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…

Machine Learning · Statistics 2020-10-23 Yinglun Zhu , Robert Nowak

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Statistics Theory · Mathematics 2025-10-06 Rong Jiang , Cong Ma

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

Machine Learning · Computer Science 2024-07-02 Ziyi Liu , Idan Attias , Daniel M. Roy

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet