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The combinatorial stochastic semi-bandit problem is an extension of the classical multi-armed bandit problem in which an algorithm pulls more than one arm at each stage and the rewards of all pulled arms are revealed. One difference with…

Machine Learning · Computer Science 2016-12-07 Rémy Degenne , Vianney Perchet

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Machine Learning · Statistics 2018-03-13 Eralp Turğay , Doruk Öner , Cem Tekin

The $K$-armed dueling bandits problem, where the feedback is in the form of noisy pairwise preferences, has been widely studied due its applications in information retrieval, recommendation systems, etc. Motivated by concerns that user…

Machine Learning · Computer Science 2024-01-26 Joe Suk , Arpit Agarwal

Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…

Machine Learning · Computer Science 2026-03-30 R Sri Prakash , Nikhil Karamchandani , Sharayu Moharir

We study the problem of learning to generate an answer (or completion) to a question (or prompt), where there could be multiple correct answers, any one of which is acceptable at test time. Learning is based on demonstrations of some…

Machine Learning · Computer Science 2026-02-27 Nirmit Joshi , Gene Li , Siddharth Bhandari , Shiva Prasad Kasiviswanathan , Cong Ma , Nathan Srebro

Multi-armed bandit (MAB) processes constitute a foundational subclass of reinforcement learning problems and represent a central topic in statistical decision theory, but are limited to simultaneous adaptive allocation and sequential test,…

Methodology · Statistics 2026-02-27 Li Yang , Xiaodong Yan , Dandan Jiang

Existing contextual multi-armed bandit (MAB) algorithms fail to effectively capture both long-term trends and local patterns across all arms, leading to suboptimal performance in environments with rapidly changing reward structures. They…

Machine Learning · Statistics 2025-07-01 Hamed Khosravi , Mohammad Reza Shafie , Ahmed Shoyeb Raihan , Srinjoy Das , Imtiaz Ahmed

We study a variant of the classical stochastic $K$-armed bandit where observing the outcome of each arm is expensive, but cheap approximations to this outcome are available. For example, in online advertising the performance of an ad can be…

Machine Learning · Computer Science 2016-11-01 Kirthevasan Kandasamy , Gautam Dasarathy , Jeff Schneider , Barnabás Póczos

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…

Machine Learning · Computer Science 2020-06-30 Djallel Bouneffouf

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

Interactive preference elicitation (IPE) aims to substantially reduce human effort while acquiring human preferences in wide personalization systems. Dueling bandit (DB) algorithms enable optimal decision-making in IPE building on pairwise…

Machine Learning · Computer Science 2025-11-13 Shengbo Wang , Hong Sun , Ke Li

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

Statistics Theory · Mathematics 2013-05-27 Vianney Perchet , Philippe Rigollet

We introduce the problem of sleeping dueling bandits with stochastic preferences and adversarial availabilities (DB-SPAA). In almost all dueling bandit applications, the decision space often changes over time; eg, retail store management,…

Machine Learning · Computer Science 2021-07-07 Aadirupa Saha , Pierre Gaillard

Developing prompt-based methods with Large Language Models (LLMs) requires making numerous decisions, which give rise to a combinatorial search problem over hyper-parameters. This exhaustive evaluation can be time-consuming and costly. In…

Artificial Intelligence · Computer Science 2025-02-28 Jin Peng Zhou , Christian K. Belardi , Ruihan Wu , Travis Zhang , Carla P. Gomes , Wen Sun , Kilian Q. Weinberger

Contextual bandits (CB) are online sequential decision-making problems under partial feedback that underpin many adaptive services. There is a growing demand to deploy CB agents directly on-device, under strict constraints on memory,…

Machine Learning · Computer Science 2026-05-14 Marco Angioli , Kevin Johansson , Antonello Rosato , Amy Loutfi , Denis Kleyko

The multi-armed bandit problem is a classical decision-making problem where an agent has to learn an optimal action balancing exploration and exploitation. Properly managing this trade-off requires a correct assessment of uncertainty; in…

Machine Learning · Computer Science 2020-08-18 Fabio Massimo Zennaro , Audun Jøsang

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath
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