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We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

We consider a collection of linear stochastic bandit problems, each modeling the random response of different agents to proposed interventions, coupled together by a global safety constraint. We assume a central coordinator must choose…

Optimization and Control · Mathematics 2025-04-24 Arghavan Zibaie , Spencer Hutchinson , Ramtin Pedarsani , Mahnoosh Alizadeh

An individual's decisions are often guided by those of his or her peers, i.e., neighbors in a social network. Presumably, being privy to the experiences of others aids in learning and decision making, but how much advantage does an…

Machine Learning · Computer Science 2017-04-17 L. Elisa Celis , Farnood Salehi

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

Machine Learning · Computer Science 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…

Machine Learning · Computer Science 2021-09-14 Lequn Wang , Yiwei Bai , Wen Sun , Thorsten Joachims

We study preference learning through recommendations in multi-agent game settings, where a moderator repeatedly interacts with agents whose utility functions are unknown. In each round, the moderator issues action recommendations and…

Computer Science and Game Theory · Computer Science 2026-03-06 Arwa Alanqary , Zakaria Baba , Manxi Wu , Alexandre M. Bayen

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

Multiagent Systems · Computer Science 2025-10-21 Qinshuang Wei , Vaibhav Srivastava , Vijay Gupta

We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…

Machine Learning · Statistics 2022-12-21 Riccardo Grazzi , Arya Akhavan , John Isak Texas Falk , Leonardo Cella , Massimiliano Pontil

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

Machine Learning · Computer Science 2025-01-15 Kelly W. Zhang , Thomas Baldwin-McDonald , Kamil Ciosek , Lucas Maystre , Daniel Russo

In the contextual pricing problem a seller repeatedly obtains products described by an adversarially chosen feature vector in $\mathbb{R}^d$ and only observes the purchasing decisions of a buyer with a fixed but unknown linear valuation…

Data Structures and Algorithms · Computer Science 2021-02-25 Allen Liu , Renato Paes Leme , Jon Schneider

Sequential decision-making is central to sustainable agricultural management and precision agriculture, where resource inputs must be optimized under uncertainty and over time. However, such decisions must often be made with limited…

Machine Learning · Statistics 2026-02-24 Sakshi Arya , Wentao Lin

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Computer Science and Game Theory · Computer Science 2019-11-07 Saeed Alaei , Ashwinkumar Badanidiyuru , Mohammad Mahdian , Sadra Yazdanbod

In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…

Machine Learning · Computer Science 2022-06-22 Matthieu Martin , Panayotis Mertikopoulos , Thibaud Rahier , Houssam Zenati

We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…

Machine Learning · Computer Science 2023-11-29 Chung-Wei Lee , Qinghua Liu , Yasin Abbasi-Yadkori , Chi Jin , Tor Lattimore , Csaba Szepesvári

Policy regret is a well established notion of measuring the performance of an online learning algorithm against an adaptive adversary. We study restrictions on the adversary that enable efficient minimization of the \emph{complete policy…

Machine Learning · Statistics 2022-04-26 Dhruv Malik , Yuanzhi Li , Aarti Singh

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Machine Learning · Computer Science 2015-09-28 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Recent work has shown that, in classification tasks, it is possible to design decision support systems that do not require human experts to understand when to cede agency to a classifier or when to exercise their own agency to achieve…

Machine Learning · Computer Science 2025-10-21 Eleni Straitouri , Stratis Tsirtsis , Ander Artola Velasco , Manuel Gomez-Rodriguez

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger