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We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…

Machine Learning · Statistics 2011-05-25 Jean-Yves Audibert , Sebastien Bubeck , Gabor Lugosi

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

Computer Science and Game Theory · Computer Science 2026-02-25 Ramya Ramalingam , Osbert Bastani , Aaron Roth

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Machine Learning · Computer Science 2019-12-09 Siddharth Mitra , Aditya Gopalan

We study online finite-horizon Markov Decision Processes with adversarially changing loss and aggregate bandit feedback (a.k.a full-bandit). Under this type of feedback, the agent observes only the total loss incurred over the entire…

Machine Learning · Computer Science 2025-02-07 Tal Lancewicki , Yishay Mansour

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We provide a communication- and computation-efficient method for distributed submodular optimization in robot mesh networks. Submodularity is a property of diminishing returns that arises in active information gathering such as mapping,…

Robotics · Computer Science 2025-05-29 Zirui Xu , Sandilya Sai Garimella , Vasileios Tzoumas

We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumulative loss incurred in each episode, rather than individual…

Machine Learning · Computer Science 2025-10-28 Shinji Ito , Kevin Jamieson , Haipeng Luo , Arnab Maiti , Taira Tsuchiya

Often times, in many design problems, there is a need to select a small set of informative or representative elements from a large ground set of entities in an optimal fashion. Submodular optimization that provides for a formal way to solve…

Machine Learning · Computer Science 2018-10-09 Arun V Sathanur

The Lipschitz bandit problem extends stochastic bandits to a continuous action set defined over a metric space, where the expected reward function satisfies a Lipschitz condition. In this work, we introduce a new problem of Lipschitz bandit…

Machine Learning · Computer Science 2026-02-12 Zhongxuan Liu , Yue Kang , Thomas C. M. Lee

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

Machine Learning · Computer Science 2021-11-02 Hsu Kao , Chen-Yu Wei , Vijay Subramanian

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

Machine Learning · Computer Science 2026-02-10 Yilun Chen , Jiaqi Lu

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

In this paper, we study a new decision-making problem called the bandit max-min fair allocation (BMMFA) problem. The goal of this problem is to maximize the minimum utility among agents with additive valuations by repeatedly assigning…

Machine Learning · Computer Science 2025-05-09 Tsubasa Harada , Shinji Ito , Hanna Sumita

In this paper we study the non-stationary stochastic optimization question with bandit feedback and dynamic regret measures. The seminal work of Besbes et al. (2015) shows that, when aggregated function changes is known a priori, a simple…

Machine Learning · Statistics 2022-10-12 Yining Wang