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We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

Machine Learning · Computer Science 2026-05-26 Emma Brunskill , Ishani Karmarkar , Zhaoqi Li

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Machine Learning · Computer Science 2024-01-24 Aldo Pacchiano , Christoph Dann , Claudio Gentile

We study the contextual multi-armed bandit problem with a finite context space (a.k.a. subpopulations), where the learner recommends a best action for each context and is evaluated by context-weighted simple regret. Our guarantees are…

Machine Learning · Computer Science 2026-05-20 Mohammad Shahverdikondori , Jalal Etesami , Negar Kiyavash

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a…

Machine Learning · Computer Science 2021-06-10 Sreenivas Gollapudi , Guru Guruganesh , Kostas Kollias , Pasin Manurangsi , Renato Paes Leme , Jon Schneider

In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…

Machine Learning · Statistics 2021-01-06 Anshuka Rangi , Massimo Franceschetti , Long Tran-Thanh

Unconscious bias has been shown to influence how we assess our peers, with consequences for hiring, promotions and admissions. In this work, we focus on affinity bias, the component of unconscious bias which leads us to prefer people who…

Machine Learning · Statistics 2025-03-10 Matthew Faw , Constantine Caramanis , Jessica Hoffmann

We study an online learning version of the generalized principal-agent model, where a principal interacts repeatedly with a strategic agent possessing private types, private rewards, and taking unobservable actions. The agent is non-myopic,…

Machine Learning · Computer Science 2025-06-11 Yuchen Wu , Xinyi Zhong , Zhuoran Yang

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

The contextual bandit problem, where agents arrive sequentially with personal contexts and the system adapts its arm allocation decisions accordingly, has recently garnered increasing attention for enabling more personalized outcomes.…

Machine Learning · Computer Science 2025-05-06 Yiting Hu , Lingjie Duan

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser