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This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where…

Machine Learning · Computer Science 2014-10-01 Noga Alon , Nicolò Cesa-Bianchi , Claudio Gentile , Shie Mannor , Yishay Mansour , Ohad Shamir

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Machine Learning · Computer Science 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information…

Machine Learning · Computer Science 2025-05-06 Yaolong Yu , Haipeng Chen

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

Machine Learning · Computer Science 2026-05-04 Zichun Ye , Runqi Wang , Xuchuang Wang , Xutong Liu , Shuai Li , Mohammad Hajiesmaili

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

Learning in multi-agent environments is difficult due to the non-stationarity introduced by an opponent's or partner's changing behaviors. Instead of reactively adapting to the other agent's (opponent or partner) behavior, we propose an…

Robotics · Computer Science 2021-10-18 Woodrow Z. Wang , Andy Shih , Annie Xie , Dorsa Sadigh

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

Machine Learning · Computer Science 2022-12-20 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

In many real-world learning scenarios, features are only acquirable at a cost constrained under a budget. In this paper, we propose a novel approach for cost-sensitive feature acquisition at the prediction-time. The suggested method…

Machine Learning · Computer Science 2019-02-19 Mohammad Kachuee , Orpaz Goldstein , Kimmo Karkkainen , Sajad Darabi , Majid Sarrafzadeh

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Machine Learning · Computer Science 2022-04-13 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

Computer Science and Game Theory · Computer Science 2023-10-31 Keegan Harris , Chara Podimata , Zhiwei Steven Wu

In $K$-armed dueling bandits, the learner receives preference feedback between arms, and the regret of an arm is defined in terms of its suboptimality to a $\textit{winner}$ arm. The $\textit{non-stationary}$ variant of the problem,…

Machine Learning · Computer Science 2024-10-01 Joe Suk , Arpit Agarwal

Leveraging machine learning methods to solve constraint satisfaction problems has shown promising, but they are mostly limited to a static situation where the problem description is completely known and fixed from the beginning. In this…

Machine Learning · Computer Science 2025-09-23 Wook Lee , Frans A. Oliehoek

Learning about many things can provide numerous benefits to a reinforcement learning system. For example, learning many auxiliary value functions, in addition to optimizing the environmental reward, appears to improve both exploration and…

Machine Learning · Computer Science 2020-08-25 Cam Linke , Nadia M. Ady , Martha White , Thomas Degris , Adam White

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

In this paper, we study Contextual Unsupervised Sequential Selection (USS), a new variant of the stochastic contextual bandits problem where the loss of an arm cannot be inferred from the observed feedback. In our setup, arms are associated…

Machine Learning · Computer Science 2020-10-26 Arun Verma , Manjesh K. Hanawal , Csaba Szepesvári , Venkatesh Saligrama

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…

Machine Learning · Computer Science 2016-02-05 Shai Shalev-Shwartz , Nir Ben-Zrihem , Aviad Cohen , Amnon Shashua

Continual learning is an emerging paradigm in machine learning, wherein a model is exposed in an online fashion to data from multiple different distributions (i.e. environments), and is expected to adapt to the distribution change.…

Machine Learning · Computer Science 2022-03-29 Binghui Peng , Andrej Risteski
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