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Online learning to rank is a core problem in information retrieval and machine learning. Many provably efficient algorithms have been recently proposed for this problem in specific click models. The click model is a model of how the user…

Machine Learning · Computer Science 2017-06-21 Masrour Zoghi , Tomas Tunys , Mohammad Ghavamzadeh , Branislav Kveton , Csaba Szepesvari , Zheng Wen

We consider the problem of learning personalized decision policies from observational bandit feedback data across multiple heterogeneous data sources. In our approach, we introduce a novel regret analysis that establishes finite-sample…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…

Machine Learning · Statistics 2015-03-04 Tim van Erven , Peter Grünwald , Wouter M. Koolen , Steven de Rooij

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…

Computer Science and Game Theory · Computer Science 2018-09-13 Sébastien Bubeck , Nikhil R. Devanur , Zhiyi Huang , Rad Niazadeh

We study the ranking problem in generalized linear bandits. At each time, the learning agent selects an ordered list of items and observes stochastic outcomes. In recommendation systems, displaying an ordered list of the most attractive…

Machine Learning · Statistics 2024-01-03 Amitis Shidani , George Deligiannidis , Arnaud Doucet

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We consider a setting where a system learns to rank a fixed set of $m$ items. The goal is produce good item rankings for users with diverse interests who interact online with the system for $T$ rounds. We consider a novel top-$1$ feedback…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

Motivated by applications in service systems, we consider queueing systems where each customer must be handled by a server with the right skill set. We focus on optimizing the routing of customers to servers in order to maximize the total…

Machine Learning · Computer Science 2024-12-16 Sanne van Kempen , Jaron Sanders , Fiona Sloothaak , Maarten G. Wolf

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

Machine Learning · Computer Science 2015-03-02 Wouter M. Koolen , Tim van Erven

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

In this paper, we study the problem of safe online learning to re-rank, where user feedback is used to improve the quality of displayed lists. Learning to rank has traditionally been studied in two settings. In the offline setting, rankers…

Machine Learning · Computer Science 2019-07-02 Chang Li , Branislav Kveton , Tor Lattimore , Ilya Markov , Maarten de Rijke , Csaba Szepesvari , Masrour Zoghi

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Retrieving the most similar objects in a large-scale database for a given query is a fundamental building block in many application domains, ranging from web searches, visual, cross media, and document retrievals. State-of-the-art…

Machine Learning · Computer Science 2018-03-15 Muge Li , Liangyue Li , Feiping Nie

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…

Machine Learning · Computer Science 2023-03-14 Kaan Gokcesu , Hakan Gokcesu

In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…

Machine Learning · Computer Science 2021-02-04 Ryan D'Orazio , Ruitong Huang

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Machine Learning · Computer Science 2025-06-24 Manhin Poon , XiangXiang Dai , Xutong Liu , Fang Kong , John C. S. Lui , Jinhang Zuo

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire
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