Related papers: Offline Learning for Combinatorial Multi-armed Ban…

In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…

Quite some real-world problems can be formulated as decision-making problems wherein one must repeatedly make an appropriate choice from a set of alternatives. Multiple expert judgements, whether human or artificial, can help in taking…

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

We study the real-valued combinatorial pure exploration of the multi-armed bandit in the fixed-budget setting. We first introduce the Combinatorial Successive Asign (CSA) algorithm, which is the first algorithm that can identify the best…

Recognizing implicit visual and textual patterns is essential in many real-world applications of modern AI. However, tackling long-tail pattern recognition tasks remains challenging for current pre-trained foundation models such as LLMs and…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…

Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differential privacy (LDP). We develop a uniform-confidence-bound-type…

We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

In this paper, we introduce the COmbinatorial Multi-Objective Multi-Armed Bandit (COMO-MAB) problem that captures the challenges of combinatorial and multi-objective online learning simultaneously. In this setting, the goal of the learner…