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We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applications such as advertisement allocation, dynamic pricing, and…

Machine Learning · Computer Science 2021-03-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

Machine Learning · Computer Science 2021-01-12 Soma Bandyopadhyay , Anish Datta , Arpan Pal

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

We study the problem of nonstochastic bandits with expert advice, extending the setting from finitely many experts to any countably infinite set: A learner aims to maximize the total reward by taking actions sequentially based on bandit…

Machine Learning · Computer Science 2021-03-29 X. Flora Meng , Tuhin Sarkar , Munther A. Dahleh

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

Clustering is considered a non-supervised learning setting, in which the goal is to partition a collection of data points into disjoint clusters. Often a bound $k$ on the number of clusters is given or assumed by the practitioner. Many…

Machine Learning · Computer Science 2012-02-01 Nir Ailon , Ron Begleiter

We introduce the $\texttt{$k$-experts}$ problem - a generalization of the classic Prediction with Expert's Advice framework. Unlike the classic version, where the learner selects exactly one expert from a pool of $N$ experts at each round,…

Information Theory · Computer Science 2022-02-18 Samrat Mukhopadhyay , Sourav Sahoo , Abhishek Sinha

In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…

Machine Learning · Computer Science 2024-02-22 Arpit Agarwal , Rad Niazadeh , Prathamesh Patil

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee

In the framework of prediction of individual sequences, sequential prediction methods are to be constructed that perform nearly as well as the best expert from a given class. We consider prediction strategies that compete with the class of…

Machine Learning · Computer Science 2012-07-12 András Gyorgy , Tamás Linder , Gábor Lugosi

We study the prediction with expert advice setting, where the aim is to produce a decision by combining the decisions generated by a set of experts, e.g., independently running algorithms. We achieve the min-max optimal dynamic regret under…

Machine Learning · Computer Science 2022-08-09 Hakan Gokcesu , Suleyman S. Kozat

We consider an online prediction problem in the context of network caching. Assume that multiple users are connected to several caches via a bipartite network. At any time slot, each user may request an arbitrary file chosen from a large…

Information Theory · Computer Science 2021-10-27 Debjit Paria , Abhishek Sinha

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

We study online resource allocation among N interacting modules over T rounds. Unlike standard online optimization, costs are endogenous: they depend on the full allocation vector through an interaction matrix W encoding pairwise…

Artificial Intelligence · Computer Science 2026-03-20 Rui Chai

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

Machine Learning · Computer Science 2023-10-11 Zhiyong Wang , Jize Xie , Xutong Liu , Shuai Li , John C. S. Lui

Motivated by recent work on the experts problem in the streaming model, we consider the experts problem in the sliding window model. The sliding window model is a well-studied model that captures applications such as traffic monitoring,…

Machine Learning · Statistics 2026-01-08 Vladimir Braverman , Sumegha Garg , Chen Wang , David P. Woodruff , Samson Zhou

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

Machine Learning · Computer Science 2026-01-19 Ilgam Latypov , Alexandra Suvorikova , Alexey Kroshnin , Alexander Gasnikov , Yuriy Dorn

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo