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We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

A generic property of biological, social and economical networks is their ability to evolve in time, creating and suppressing interactions. We approach this issue within the framework of an adaptive network of agents playing a Prisoner's…

Adaptation and Self-Organizing Systems · Physics 2014-10-20 Martin G. Zimmermann , Victor M. Eguiluz , Maxi San Miguel

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…

Machine Learning · Statistics 2022-05-27 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

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

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low

In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…

Machine Learning · Computer Science 2015-03-24 Cem Tekin , Mihaela van der Schaar

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei , Mahsa Derakhshan , Negin Golrezaei , Yanjun Han

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

We study whether large language models acting as autonomous bidders can tacitly collude by coordinating when to accept platform posted payouts in repeated Dutch auctions, without any communication. We present a minimal repeated auction…

Computer Science and Game Theory · Computer Science 2025-12-01 Sriram Tolety

Machine-learning technologies are seeing increased deployment in real-world market scenarios. In this work, we explore the strategic behaviors of large language models (LLMs) when deployed as autonomous agents in multi-commodity markets,…

Computer Science and Game Theory · Computer Science 2025-05-19 Ryan Y. Lin , Siddhartha Ojha , Kevin Cai , Maxwell F. Chen

Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…

Computer Science and Game Theory · Computer Science 2020-06-22 Amélie Héliou , Panayotis Mertikopoulos , Zhengyuan Zhou

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

We investigate the behavioral patterns of a population of agents, each controlled by a simple biologically motivated neural network model, when they are set in competition against each other in the Minority Model of Challet and Zhang. We…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Joseph Wakeling , Per Bak

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

Efficient learning in multi-armed bandit mechanisms such as pay-per-click (PPC) auctions typically involves three challenges: 1) inducing truthful bidding behavior (incentives), 2) using personalization in the users (context), and 3)…

Machine Learning · Computer Science 2023-07-18 Yinglun Xu , Bhuvesh Kumar , Jacob Abernethy

This paper introduces the Minimum Price Markov Game (MPMG), a theoretical model that reasonably approximates real-world first-price markets following the minimum price rule, such as public auctions. The goal is to provide researchers and…

Computer Science and Game Theory · Computer Science 2025-03-20 Igor Sadoune , Marcelin Joanis , Andrea Lodi

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu