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Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Machine Learning · Computer Science 2022-07-01 Vidya Muthukumar , Akshay Krishnamurthy

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

Methodology · Statistics 2026-02-13 Rohit Kanrar , Chunlin Li , Zara Ghodsi , Margaret Gamalo

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

Machine Learning · Statistics 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

Machine Learning · Computer Science 2026-02-16 Seockbean Song , Chenyu Gan , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

We consider the adversarial combinatorial multi-armed bandit (CMAB) problem, whose decision set can be exponentially large with respect to the number of given arms. To avoid dealing with such large decision sets directly, we propose an…

Data Structures and Algorithms · Computer Science 2017-07-27 Shinsaku Sakaue , Masakazu Ishihata , Shin-ichi Minato

Restless multi-arm bandits (RMABs) is a popular decision-theoretic framework that has been used to model real-world sequential decision making problems in public health, wildlife conservation, communication systems, and beyond. Deployed…

Artificial Intelligence · Computer Science 2023-01-20 Paritosh Verma , Shresth Verma , Aditya Mate , Aparna Taneja , Milind Tambe

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Although real-world decision-making problems can often be encoded as causal multi-armed bandits (CMABs) at different levels of abstraction, a general methodology exploiting the information and computational advantages of each abstraction…

Machine Learning · Computer Science 2025-09-05 Joel Dyer , Nicholas Bishop , Anisoara Calinescu , Michael Wooldridge , Fabio Massimo Zennaro

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Machine Learning · Computer Science 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

Post-harvest diseases of apple are one of the major issues in the economical sector of apple production, causing severe economical losses to producers. Thus, we developed DSSApple, a picture-based decision support system able to help users…

Machine Learning · Computer Science 2021-02-09 Gabriele Sottocornola , Fabio Stella , Markus Zanker

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

Machine Learning · Computer Science 2025-03-12 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai