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Related papers: Endogenous Barriers to Learning

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We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

Machine Learning · Computer Science 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

We consider long-lived agents who interact repeatedly in a social network. In each period, each agent learns about an unknown state by observing a private signal and her neighbors' actions from the previous period before choosing her own…

Theoretical Economics · Economics 2025-08-19 Florian Brandl

Autonomous agents can adopt socially-aware behaviors to reduce social costs, mimicking the way animals interact in nature and humans in society. We present a new approach to model socially-aware decision-making that includes two key…

Multiagent Systems · Computer Science 2024-01-29 Shenghui Chen , Yigit E. Bayiz , David Fridovich-Keil , Ufuk Topcu

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

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

A central problem in online learning and decision making -- from bandits to reinforcement learning -- is to understand what modeling assumptions lead to sample-efficient learning guarantees. We consider a general adversarial decision making…

Machine Learning · Computer Science 2022-06-28 Dylan J. Foster , Alexander Rakhlin , Ayush Sekhari , Karthik Sridharan

We present a new family of logit-Q dynamics for efficient learning in stochastic games by combining the log-linear learning (also known as logit dynamics) for the repeated play of normal-form games with Q-learning for unknown Markov…

Computer Science and Game Theory · Computer Science 2025-03-17 Ahmed Said Donmez , Onur Unlu , Muhammed O. Sayin

We study routing games in which travelers optimize over routes that are remembered or surfaced, rather than over a fixed exogenous action set. The paper develops a tractable design theory for endogenous recall and then connects it back to…

Computer Science and Game Theory · Computer Science 2026-04-14 Saad Alqithami

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

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

Machine Learning · Statistics 2026-04-17 Yasin Abbasi-Yadkori , Peter L. Bartlett , Victor Gabillon , Alan Malek , Michal Valko

The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement…

Machine Learning · Computer Science 2022-02-24 Pietro Mazzaglia , Ozan Catal , Tim Verbelen , Bart Dhoedt

An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…

Data Analysis, Statistics and Probability · Physics 2018-12-04 Armen E. Allahverdyan , Aram Galstyan , Ali E. Abbas , Zbigniew R. Struzik

A fundamental challenge in interactive learning and decision making, ranging from bandit problems to reinforcement learning, is to provide sample-efficient, adaptive learning algorithms that achieve near-optimal regret. This question is…

Machine Learning · Computer Science 2023-07-12 Dylan J. Foster , Sham M. Kakade , Jian Qian , Alexander Rakhlin

We consider the problem of designing an adaptive sequence of questions that optimally classify a candidate's ability into one of several categories or discriminative grades. A candidate's ability is modeled as an unknown parameter, which,…

Machine Learning · Computer Science 2020-04-14 Achal Bassamboo , Vikas Deep , Sandeep Juneja , Assaf Zeevi

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

I study endogenous learning dynamics for people who misperceive intertemporal correlations in random sequences. Biased agents face an optimal-stopping problem. They are uncertain about the underlying distribution and learn its parameters…

Economics · Quantitative Finance 2022-11-15 Kevin He

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…

Computer Science and Game Theory · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Haipeng Luo

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

This paper proposes a method to construct an adaptive agent that is universal with respect to a given class of experts, where each expert is an agent that has been designed specifically for a particular environment. This adaptive control…

Artificial Intelligence · Computer Science 2010-04-13 Pedro A. Ortega , Daniel A. Braun