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We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions.…

Machine Learning · Computer Science 2015-06-11 Gergely Neu

We introduce a new stochastic multi-armed bandit setting where arms are grouped inside ``ordered'' categories. The motivating example comes from e-commerce, where a customer typically has a greater appetence for items of a specific…

Machine Learning · Computer Science 2020-05-05 Matthieu Jedor , Jonathan Louedec , Vianney Perchet

Bottleneck identification is a challenging task in network analysis, especially when the network is not fully specified. To address this task, we develop a unified online learning framework based on combinatorial semi-bandits that performs…

Machine Learning · Computer Science 2023-03-07 Fazeleh Hoseini , Niklas Åkerblom , Morteza Haghir Chehreghani

We consider online learning in the model where a learning algorithm can access the class only via the \emph{consistent oracle} -- an oracle, that, at any moment, can give a function from the class that agrees with all examples seen so far.…

Machine Learning · Computer Science 2024-02-08 Alexander Kozachinskiy , Tomasz Steifer

We continue the study of the computational complexity of differentially private PAC learning and how it is situated within the foundations of machine learning. A recent line of work uncovered a qualitative equivalence between the private…

Machine Learning · Computer Science 2024-02-20 Mark Bun , Aloni Cohen , Rathin Desai

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

We study reinforcement learning in continuous state and action spaces endowed with a metric. We provide a refined analysis of a variant of the algorithm of Sinclair, Banerjee, and Yu (2019) and show that its regret scales with the…

Machine Learning · Computer Science 2021-10-22 Tongyi Cao , Akshay Krishnamurthy

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

A classical result in learning theory shows the equivalence of PAC learnability of binary hypothesis classes and the finiteness of VC dimension. Extending this to the multiclass setting was an open problem, which was settled in a recent…

Machine Learning · Statistics 2023-03-28 Moses Charikar , Chirag Pabbaraju

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

Machine Learning · Statistics 2020-06-23 Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins , Chicheng Zhang

Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data:…

Machine Learning · Computer Science 2023-07-19 Cem Tekin , Mihaela van der Schaar

We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

Machine Learning · Computer Science 2022-07-13 Ilya Osadchiy , Kfir Y. Levy , Ron Meir

Large language models (LLMs) achieve strong performance when all task-relevant information is available upfront, as in static prediction and instruction-following problems. However, many real-world decision-making tasks are inherently…

Artificial Intelligence · Computer Science 2026-02-05 Xiaofeng Lin , Sirou Zhu , Yilei Chen , Mingyu Chen , Hejian Sang , Ioannis Paschalidis , Zhipeng Wang , Aldo Pacchiano , Xuezhou Zhang

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…

Machine Learning · Statistics 2023-11-14 Parnian Kassraie , Nicolas Emmenegger , Andreas Krause , Aldo Pacchiano

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…

Machine Learning · Computer Science 2026-02-03 Seyed Mohammad Hadi Hosseini , Amir Najafi , Mahdieh Soleymani Baghshah