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In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Machine Learning · Computer Science 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen

Interactive preference learning systems infer human preferences by presenting queries as pairs of options and collecting binary choices. Although binary choices are simple and widely used, they provide limited information about preference…

Machine Learning · Computer Science 2025-01-03 Shen Li , Yuyang Zhang , Zhaolin Ren , Claire Liang , Na Li , Julie A. Shah

This note introduce three Bayesian style Multi-armed bandit algorithms: Information-directed sampling, Thompson Sampling and Generalized Thompson Sampling. The goal is to give an intuitive explanation for these three algorithms and their…

Machine Learning · Computer Science 2015-03-25 Li Zhou

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

We describe and study a model for an Automated Online Recommendation System (AORS) in which a user's preferences can be time-dependent and can also depend on the history of past recommendations and play-outs. The three key features of the…

Machine Learning · Computer Science 2016-03-31 Rahul Meshram , Aditya Gopalan , D. Manjunath

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

Statistics Theory · Mathematics 2013-03-29 Junya Honda , Akimichi Takemura

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

Motivated by the challenges of edge inference, we study a variant of the cascade bandit model in which each arm corresponds to an inference model with an associated accuracy and error probability. We analyse four decision-making…

Machine Learning · Computer Science 2026-03-30 R Sri Prakash , Nikhil Karamchandani , Sharayu Moharir

We study the problem of online learning in two-sided non-stationary matching markets, where the objective is to converge to a stable match. In particular, we consider the setting where one side of the market, the arms, has fixed known set…

Machine Learning · Computer Science 2023-01-16 Deepan Muthirayan , Chinmay Maheshwari , Pramod P. Khargonekar , Shankar Sastry

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

We study binary opinion dynamics in a fully connected network of interacting agents. The agents are assumed to interact according to one of the following rules: (1) Voter rule: An updating agent simply copies the opinion of another randomly…

Probability · Mathematics 2022-03-04 Arpan Mukhopadhyay , Ravi R. Mazumdar , Rahul Roy

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

Machine Learning · Computer Science 2022-06-02 Xinyan Hu , Dung Daniel Ngo , Aleksandrs Slivkins , Zhiwei Steven Wu

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

Statistics Theory · Mathematics 2026-03-10 Guido Imbens , Lorenzo Masoero , Alexander Rakhlin , Thomas S. Richardson , Suhas Vijaykumar

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

Computer Science and Game Theory · Computer Science 2022-06-14 Mark Sellke , Aleksandrs Slivkins

We consider applying multi-armed bandits to model-assisted designs for dose-finding clinical trials. Multi-armed bandits are very simple and powerful methods to determine actions to maximize a reward in a limited number of trials. Among the…

Methodology · Statistics 2022-01-17 Masahiro Kojima

Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it…

Machine Learning · Computer Science 2020-07-14 Lydia T. Liu , Horia Mania , Michael I. Jordan

We address the problem of online sequential decision making, i.e., balancing the trade-off between exploiting the current knowledge to maximize immediate performance and exploring the new information to gain long-term benefits using the…

Machine Learning · Computer Science 2022-09-20 Kartik Anand Pant , Amod Hegde , K. V. Srinivas

We study the evolution of information in interactive decision making through the lens of a stochastic multi-armed bandit problem. Focusing on a fundamental example where a unique optimal arm outperforms the rest by a fixed margin, we…

Machine Learning · Statistics 2025-10-23 Yuzhou Gu , Yanjun Han , Jian Qian

Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings.…

Machine Learning · Statistics 2026-05-07 Aidan Gleich , Eric Laber , Alexander Volfovsky