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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

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

Machine Learning · Computer Science 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

We study the task of online learning in the presence of Massart noise. Instead of assuming that the online adversary chooses an arbitrary sequence of labels, we assume that the context $\mathbf{x}$ is selected adversarially but the label…

Machine Learning · Computer Science 2024-05-22 Ilias Diakonikolas , Vasilis Kontonis , Christos Tzamos , Nikos Zarifis

Developing agents that can execute multiple skills by learning from pre-collected datasets is an important problem in robotics, where online interaction with the environment is extremely time-consuming. Moreover, manually designing reward…

We introduce algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary linear stochastic bandit setting. It captures natural applications such as dynamic pricing and ads allocation in a changing environment.…

Machine Learning · Computer Science 2021-07-20 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…

Machine Learning · Statistics 2022-05-27 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

Machine Learning · Statistics 2022-07-19 Zhimei Ren , Zhengyuan Zhou

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently as a decentralized multi-armed bandit (D-MAB) problem. In a…

Machine Learning · Computer Science 2011-04-04 Yi Gai , Bhaskar Krishnamachari

We study a decentralized collaborative requesting problem that aims to optimize the information freshness of time-sensitive clients in edge networks consisting of multiple clients, access nodes (ANs), and servers. Clients request content…

Machine Learning · Computer Science 2026-01-21 Yi Zhuang , Kun Yang , Xingran Chen

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…

Machine Learning · Computer Science 2021-02-02 Xiang Zhou , Yi Xiong , Ningyuan Chen , Xuefeng Gao

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

Though learning has become a core component of modern information processing, there is now ample evidence that it can lead to biased, unsafe, and prejudiced systems. The need to impose requirements on learning is therefore paramount,…

Machine Learning · Computer Science 2022-10-20 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

Reinforcement learning (RL) and causal modelling naturally complement each other. The goal of causal modelling is to predict the effects of interventions in an environment, while the goal of reinforcement learning is to select interventions…

Machine Learning · Computer Science 2024-07-12 Oliver Schulte , Pascal Poupart

Motivated by applications such as cloud platforms allocating GPUs to users or governments deploying mobile health units across competing regions, we study the dynamic allocation of a reusable resource to strategic agents with private…

Computer Science and Game Theory · Computer Science 2025-07-15 Yan Dai , Negin Golrezaei , Patrick Jaillet

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because…

Machine Learning · Statistics 2022-04-14 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

In this paper, we study an inverse reinforcement learning problem that involves learning the reward function of a learning agent using trajectory data collected while this agent is learning its optimal policy. To address this problem, we…

Machine Learning · Computer Science 2024-10-21 Kavinayan P. Sivakumar , Yi Shen , Zachary Bell , Scott Nivison , Boyuan Chen , Michael M. Zavlanos