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This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

For a real-world decision-making problem, the reward function often needs to be engineered or learned. A popular approach is to utilize human feedback to learn a reward function for training. The most straightforward way to do so is to ask…

Machine Learning · Computer Science 2023-10-31 Xiang Ji , Huazheng Wang , Minshuo Chen , Tuo Zhao , Mengdi Wang

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Machine Learning · Computer Science 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

Machine Learning · Computer Science 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

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…

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

The information ratio offers an approach to assessing the efficacy with which an agent balances between exploration and exploitation. Originally, this was defined to be the ratio between squared expected regret and the mutual information…

Machine Learning · Computer Science 2021-02-19 Adithya M. Devraj , Benjamin Van Roy , Kuang Xu

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski