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In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

Contextual batched bandit (CBB) is a setting where a batch of rewards is observed from the environment at the end of each episode, but the rewards of the non-executed actions are unobserved, resulting in partial-information feedback.…

Machine Learning · Computer Science 2023-10-10 Xiao Zhang , Ninglu Shao , Zihua Si , Jun Xu , Wenhan Wang , Hanjing Su , Ji-Rong Wen

Contextual bandits serve as a fundamental algorithmic framework for optimizing recommendation decisions online. Though extensive attention has been paid to tailoring contextual bandits for recommendation applications, the "herding effects"…

Machine Learning · Computer Science 2024-08-29 Luyue Xu , Liming Wang , Hong Xie , Mingqiang Zhou

Imitation learning (IL) has achieved considerable success in solving complex sequential decision-making problems. However, current IL methods mainly assume that the environment for learning policies is the same as the environment for…

Machine Learning · Computer Science 2023-10-24 Siyuan Li , Xun Wang , Rongchang Zuo , Kewu Sun , Lingfei Cui , Jishiyu Ding , Peng Liu , Zhe Ma

We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…

Information Retrieval · Computer Science 2022-06-30 Mengyan Zhang , Thanh Nguyen-Tang , Fangzhao Wu , Zhenyu He , Xing Xie , Cheng Soon Ong

Image retrieval plays an important role in the Internet world. Usually, the core parts of mainstream visual retrieval systems include an online service of the embedding model and a large-scale vector database. For traditional model…

Computer Vision and Pattern Recognition · Computer Science 2023-05-05 Tan Pan , Furong Xu , Xudong Yang , Sifeng He , Chen Jiang , Qingpei Guo , Feng Qian Xiaobo Zhang , Yuan Cheng , Lei Yang , Wei Chu

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

Machine Learning · Computer Science 2021-11-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Contextual bandits algorithms have become essential in real-world user interaction problems in recent years. However, these algorithms rely on context as attribute value representation, which makes them unfeasible for real-world domains…

Machine Learning · Computer Science 2020-12-18 Ashutosh Kakadiya , Sriraam Natarajan , Balaraman Ravindran

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

Although Behavioral Cloning (BC) in theory suffers compounding errors, its scalability and simplicity still makes it an attractive imitation learning algorithm. In contrast, imitation approaches with adversarial training typically does not…

Machine Learning · Computer Science 2022-06-14 Jeongwon Park , Lin Yang

The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized…

Machine Learning · Computer Science 2019-08-30 Yi Su , Lequn Wang , Michele Santacatterina , Thorsten Joachims

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Machine Learning · Computer Science 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

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

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

Machine Learning · Computer Science 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

We consider imitation learning problems where the learner's ability to mimic the expert increases throughout the course of an episode as more information is revealed. One example of this is when the expert has access to privileged…

Machine Learning · Computer Science 2023-01-18 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

We study the problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

Machine Learning · Computer Science 2024-02-27 Hantao Yang , Xutong Liu , Zhiyong Wang , Hong Xie , John C. S. Lui , Defu Lian , Enhong Chen