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The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

Machine Learning · Computer Science 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

Machine Learning · Computer Science 2026-03-04 Seockbean Song , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Machine Learning · Computer Science 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…

Machine Learning · Computer Science 2025-12-19 Wang Chi Cheung , Lixing Lyu

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

We introduce a novel framework of combinatorial multi-armed bandits (CMAB) with multivariant and probabilistically triggering arms (CMAB-MT), where the outcome of each arm is a $d$-dimensional multivariant random variable and the feedback…

Machine Learning · Computer Science 2025-04-24 Xutong Liu , Siwei Wang , Jinhang Zuo , Han Zhong , Xuchuang Wang , Zhiyong Wang , Shuai Li , Mohammad Hajiesmaili , John C. S. Lui , Wei Chen

The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…

Machine Learning · Computer Science 2019-08-22 Jules Kruijswijk , Petri Parvinen , Maurits Kaptein

We consider what we call the offline-to-online learning setting, focusing on stochastic finite-armed bandit problems. In offline-to-online learning, a learner starts with offline data collected from interactions with an unknown environment…

Machine Learning · Computer Science 2025-03-11 Flore Sentenac , Ilbin Lee , Csaba Szepesvari

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji

We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…

Machine Learning · Statistics 2024-08-22 Tatsuhiro Shimizu , Koichi Tanaka , Ren Kishimoto , Haruka Kiyohara , Masahiro Nomura , Yuta Saito
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