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This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

We design the first regret guarantees for robust dynamic pricing that decouple the dependence on the corruption $C$ and the time horizon $T$. In dynamic pricing, a seller with unlimited supply of a good interacts with a stream of buyers…

Machine Learning · Computer Science 2026-05-12 Kalana Kalupahana , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

Statistics Theory · Mathematics 2024-12-10 Qiyang Han , Koulik Khamaru , Cun-Hui Zhang

Causal knowledge about the relationships among decision variables and a reward variable in a bandit setting can accelerate the learning of an optimal decision. Current works often assume the causal graph is known, which may not always be…

Machine Learning · Statistics 2024-11-07 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

In this paper, we consider the stochastic multi-armed bandits problem with adversarial corruptions, where the random rewards of the arms are partially modified by an adversary to fool the algorithm. We apply the policy gradient algorithm…

Machine Learning · Computer Science 2025-02-21 Jiayuan Liu , Siwei Wang , Zhixuan Fang

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

In one view of the classical game of prediction with expert advice with binary outcomes, in each round, each expert maintains an adversarially chosen belief and honestly reports this belief. We consider a recently introduced, strategic…

Machine Learning · Computer Science 2024-04-09 Ali Mortazavi , Junhao Lin , Nishant A. Mehta

The detection of small infrared targets against blurred and cluttered backgrounds has remained an enduring challenge. In recent years, learning-based schemes have become the mainstream methodology to establish the mapping directly. However,…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Zhu Liu , Zihang Chen , Jinyuan Liu , Long Ma , Xin Fan , Risheng Liu

We study data corruption robustness for reinforcement learning with human feedback (RLHF) in an offline setting. Given an offline dataset of pairs of trajectories along with feedback about human preferences, an $\varepsilon$-fraction of the…

Machine Learning · Computer Science 2024-02-13 Debmalya Mandal , Andi Nika , Parameswaran Kamalaruban , Adish Singla , Goran Radanović

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

Machine Learning · Statistics 2025-02-25 Raymond Zhang , Hedi Hadiji , Richard Combes

Dueling bandits are widely used to model preferential feedback prevalent in many applications such as recommendation systems and ranking. In this paper, we study the Borda regret minimization problem for dueling bandits, which aims to…

Machine Learning · Computer Science 2023-09-27 Yue Wu , Tao Jin , Hao Lou , Farzad Farnoud , Quanquan Gu

We present improved algorithms with worst-case regret guarantees for the stochastic linear bandit problem. The widely used "optimism in the face of uncertainty" principle reduces a stochastic bandit problem to the construction of a…

Machine Learning · Statistics 2024-09-06 Hamish Flynn , David Reeb , Melih Kandemir , Jan Peters

We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…

Machine Learning · Computer Science 2025-11-17 Sudeep Salgia , Qing Zhao

Data corruption, including missing and noisy data, poses significant challenges in real-world machine learning. This study investigates the effects of data corruption on model performance and explores strategies to mitigate these effects…

Machine Learning · Computer Science 2025-05-22 Qi Liu , Wanjing Ma

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…

Machine Learning · Computer Science 2025-11-11 Bo Xue , Yuanyu Wan , Zhichao Lu , Qingfu Zhang

We study binary classification in the setting where the learner is presented with multiple corrupted training samples, with possibly different sample sizes and degrees of corruption, and introduce an approach based on minimizing a weighted…

Machine Learning · Statistics 2019-10-11 Clayton Scott , Jianxin Zhang

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Machine Learning · Statistics 2026-04-06 Samuel Girard , Aurelien Bibaut , Arthur Gretton , Nathan Kallus , Houssam Zenati

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren