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In critical care settings, timely and accurate predictions can significantly impact patient outcomes, especially for conditions like sepsis, where early intervention is crucial. We aim to model patient-specific reward functions in a…

Machine Learning · Computer Science 2025-03-24 Anni Zhou , Raheem Beyah , Rishikesan Kamaleswaran

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

Machine Learning · Computer Science 2021-04-06 Jianyi Yang , Shaolei Ren

Inspired by the concept of active learning, we propose active inference$\unicode{x2013}$a methodology for statistical inference with machine-learning-assisted data collection. Assuming a budget on the number of labels that can be collected,…

Machine Learning · Statistics 2026-04-09 Tijana Zrnic , Emmanuel J. Candès

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

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…

Machine Learning · Computer Science 2025-08-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

Machine Learning · Computer Science 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

Restless multi-armed bandits (RMABs) provide a scalable framework for sequential decision-making under uncertainty, but classical formulations assume binary actions and a single global budget. Real-world settings, such as healthcare, often…

Machine Learning · Computer Science 2025-10-28 Himadri S. Pandey , Kai Wang , Gian-Gabriel P. Garcia

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…

Machine Learning · Computer Science 2020-09-24 Dattaraj Rao

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

Machine Learning · Computer Science 2020-12-22 Yonatan Gur , Ahmadreza Momeni

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

Machine Learning · Computer Science 2021-10-12 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek K. Umrawal

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

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

Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…

Computer Science and Game Theory · Computer Science 2019-05-06 Yishay Mansour , Aleksandrs Slivkins , Vasilis Syrgkanis
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