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Related papers: Bandits with Abstention under Expert Advice

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We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

Machine Learning · Computer Science 2025-06-03 Junyan Liu , Lillian J. Ratliff

In this paper, we consider the problem of sleeping bandits with stochastic action sets and adversarial rewards. In this setting, in contrast to most work in bandits, the actions may not be available at all times. For instance, some products…

Machine Learning · Computer Science 2020-08-11 Aadirupa Saha , Pierre Gaillard , Michal Valko

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…

Machine Learning · Computer Science 2019-10-31 Hamid Shayestehmanesh , Sajjad Azami , Nishant A. Mehta

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Machine Learning · Computer Science 2021-10-28 Liu Leqi , Fatma Kilinc-Karzan , Zachary C. Lipton , Alan L. Montgomery

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

Machine Learning · Computer Science 2020-04-03 Simon Lindståhl , Alexandre Proutiere , Andreas Johnsson

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

We study a distributed multi-armed bandit (MAB) problem over arm erasure channels, motivated by the increasing adoption of MAB algorithms over communication-constrained networks. In this setup, the learner communicates the chosen arm to…

Machine Learning · Computer Science 2026-01-21 Merve Karakas , Osama Hanna , Lin F. Yang , Christina Fragouli

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Machine Learning · Computer Science 2025-07-15 J. Jon Ryu , Jeongyeol Kwon , Benjamin Koppe , Kwang-Sung Jun

We consider the combinatorial bandits problem, where at each time step, the online learner selects a size-$k$ subset $s$ from the arms set $\mathcal{A}$, where $\left|\mathcal{A}\right| = n$, and observes a stochastic reward of each arm in…

Machine Learning · Computer Science 2021-03-05 Shuo Yang , Tongzheng Ren , Inderjit S. Dhillon , Sujay Sanghavi

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

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