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We use a simulation study to compare three methods for adaptive experimentation: Thompson sampling, Tempered Thompson sampling, and Exploration sampling. We gauge the performance of each in terms of social welfare and estimation accuracy,…

Methodology · Statistics 2022-07-05 Samantha Horn , Sabina J. Sloman

Promoting healthy lifestyle behaviors remains a major public health concern, particularly due to their crucial role in preventing chronic conditions such as cancer, heart disease, and type 2 diabetes. Mobile health applications present a…

Machine Learning · Computer Science 2024-05-24 Aishwarya Mandyam , Matthew Jörke , William Denton , Barbara E. Engelhardt , Emma Brunskill

Adaptive experiments can increase the chance that current students obtain better outcomes from a field experiment of an instructional intervention. In such experiments, the probability of assigning students to conditions changes while more…

Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immediate performance and investing to accumulate new information…

Machine Learning · Computer Science 2020-07-16 Daniel Russo , Benjamin Van Roy , Abbas Kazerouni , Ian Osband , Zheng Wen

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Machine Learning · Computer Science 2021-03-29 Joseph Jay Williams , Jacob Nogas , Nina Deliu , Hammad Shaikh , Sofia S. Villar , Audrey Durand , Anna Rafferty

In recent years, instructional practices in Operations Research (OR), Management Science (MS), and Analytics have increasingly shifted toward digital environments, where large and diverse groups of learners make it difficult to provide…

Machine Learning · Statistics 2026-03-12 Lukas De Kerpel , Arthur Thuy , Dries F. Benoit

The literature on bandit learning and regret analysis has focused on contexts where the goal is to converge on an optimal action in a manner that limits exploration costs. One shortcoming imposed by this orientation is that it does not…

Machine Learning · Computer Science 2017-05-01 Daniel Russo , David Tse , Benjamin Van Roy

Using bandit algorithms to conduct adaptive randomised experiments can minimise regret, but it poses major challenges for statistical inference (e.g., biased estimators, inflated type-I error and reduced power). Recent attempts to address…

Machine Learning · Statistics 2021-11-02 Nina Deliu , Joseph J. Williams , Sofia S. Villar

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

Machine Learning · Statistics 2020-08-07 Zhendong Wang , Mingyuan Zhou

In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…

Machine Learning · Statistics 2025-06-18 Wonyoung Kim

Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…

Machine Learning · Statistics 2022-06-16 Daniel Ting

Bayesian optimization in large unstructured discrete spaces is often hindered by the computational cost of maximizing acquisition functions due to the absence of gradients. We propose a scalable alternative based on Thompson sampling that…

Machine Learning · Computer Science 2026-03-02 Nicolas Menet , Aleksandar Terzić , Michael Hersche , Andreas Krause , Abbas Rahimi

We propose ADAPT, a meta-learning algorithm that \emph{learns} task sampling proportions under an explicit token budget for multi-task instruction tuning. Instead of fixing task weights by hand, \adapt{} maintains a continuous distribution…

Computation and Language · Computer Science 2025-12-05 Pritam Kadasi , Abhishek Upperwal , Mayank SIngh

TAPAS is a novel adaptive sampling method for the softmax model. It uses a two pass sampling strategy where the examples used to approximate the gradient of the partition function are first sampled according to a squashed population…

Machine Learning · Computer Science 2017-07-17 Yu Bai , Sally Goldman , Li Zhang

Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…

Machine Learning · Computer Science 2020-01-09 Daniel Russo , Benjamin Van Roy

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Thompson sampling (TS) has emerged as a robust technique for contextual bandit problems. However, TS requires posterior inference and optimization for action generation, prohibiting its use in many online platforms where latency and ease of…

Machine Learning · Computer Science 2024-07-23 Hongseok Namkoong , Samuel Daulton , Eytan Bakshy

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Machine Learning · Computer Science 2019-11-05 Samuel Daulton , Shaun Singh , Vashist Avadhanula , Drew Dimmery , Eytan Bakshy

We propose an instance-wise adaptive sampling framework for constructing compact and informative training datasets for supervised learning of inverse problem solutions. Typical learning-based approaches aim to learn a general-purpose…

Machine Learning · Computer Science 2026-02-20 Jiequn Han , Kui Ren , Nathan Soedjak

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
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