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We propose a novel technique for analyzing adaptive sampling called the {\em Simulator}. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how…

Machine Learning · Computer Science 2023-04-25 Max Simchowitz , Kevin Jamieson , Benjamin Recht

This paper addresses the exploration-exploitation dilemma inherent in decision-making, focusing on multi-armed bandit problems. The problems involve an agent deciding whether to exploit current knowledge for immediate gains or explore new…

Machine Learning · Statistics 2023-07-06 Alex Barbier-Chebbah , Christian L. Vestergaard , Jean-Baptiste Masson

This paper presents an efficient algorithm to solve the sleeping bandit with multiple plays problem in the context of an online recommendation system. The problem involves bounded, adversarial loss and unknown i.i.d. distributions for arm…

Machine Learning · Computer Science 2023-07-28 Jianjun Yuan , Wei Lee Woon , Ludovik Coba

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

We study the problem of best arm identification in linearly parameterised multi-armed bandits. Given a set of feature vectors $\mathcal{X}\subset\mathbb{R}^d,$ a confidence parameter $\delta$ and an unknown vector $\theta^*,$ the goal is to…

Machine Learning · Computer Science 2020-06-16 Mohammadi Zaki , Avi Mohan , Aditya Gopalan

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…

Machine Learning · Computer Science 2021-10-01 Marco Gabrielli , Francesco Trovò , Manuela Antonelli

We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…

Machine Learning · Computer Science 2018-08-24 Fabien C. Y. Benureau , Pierre-Yves Oudeyer

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

We investigate the problem of probably approximately correct and fair (PACF) ranking of items by adaptively evoking pairwise comparisons. Given a set of $n$ items that belong to disjoint groups, our goal is to find an $(\epsilon,…

Machine Learning · Computer Science 2024-02-07 Sruthi Gorantla , Sara Ahmadian

We investigate the possibility of an incentive-compatible (IC, a.k.a. strategy-proof) mechanism for the classification of agents in a network according to their reviews of each other. In the $ \alpha $-classification problem we are…

Computer Science and Game Theory · Computer Science 2019-11-21 Yakov Babichenko , Oren Dean , Moshe Tennenholtz

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

We study a multi-armed bandit problem with covariates in a setting where there is a possible delay in observing the rewards. Under some mild assumptions on the probability distributions for the delays and using an appropriate randomization…

Machine Learning · Statistics 2019-09-06 Sakshi Arya , Yuhong Yang

How should authorities that care about match quality and diversity allocate resources when they are uncertain about the market? We introduce adaptive priority mechanisms (APM) that prioritize agents based on both their scores and…

Theoretical Economics · Economics 2023-09-29 Oguzhan Celebi , Joel Flynn

Aggregating multiple input rankings into a consensus ranking is essential in various fields such as social choice theory, hiring, college admissions, web search, and databases. A major challenge is that the optimal consensus ranking might…

Data Structures and Algorithms · Computer Science 2026-02-25 Diptarka Chakraborty , Himika Das , Sanjana Dey , Alvin Hong Yao Yan

We introduce the \emph{Correlated Preference Bandits} problem with random utility-based choice models (RUMs), where the goal is to identify the best item from a given pool of $n$ items through online subsetwise preference feedback. We…

Machine Learning · Computer Science 2022-02-25 Suprovat Ghoshal , Aadirupa Saha

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

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Computer Science and Game Theory · Computer Science 2007-05-23 Benoit Hudson , Tuomas Sandholm

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based…

Machine Learning · Computer Science 2016-12-20 Paul Reverdy , Vaibhav Srivastava , Naomi Ehrich Leonard

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma