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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

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

Online recommendation services recommend multiple commodities to users. Nowadays, a considerable proportion of users visit e-commerce platforms by mobile devices. Due to the limited screen size of mobile devices, positions of items have a…

Machine Learning · Computer Science 2020-08-24 Xu He , Bo An , Yanghua Li , Haikai Chen , Qingyu Guo , Xin Li , Zhirong Wang

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

Machine Learning · Computer Science 2025-08-26 Jiho Park , Huiwen Jia

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

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

Effective budget allocation is crucial for optimizing the performance of digital advertising campaigns. However, the development of practical budget allocation algorithms remain limited, primarily due to the lack of public datasets and…

Machine Learning · Computer Science 2025-02-06 Briti Gangopadhyay , Zhao Wang , Alberto Silvio Chiappa , Shingo Takamatsu

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

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

In many digital contexts such as online news and e-tailing with many new users and items, recommendation systems face several challenges: i) how to make initial recommendations to users with little or no response history (i.e., cold-start…

Information Retrieval · Computer Science 2023-02-28 Boya Xu , Yiting Deng , Carl Mela

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2019-04-16 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

In online advertising, auto-bidding has become an essential tool for advertisers to optimize their preferred ad performance metrics by simply expressing high-level campaign objectives and constraints. Previous works designed auto-bidding…

Multiagent Systems · Computer Science 2022-01-06 Chao Wen , Miao Xu , Zhilin Zhang , Zhenzhe Zheng , Yuhui Wang , Xiangyu Liu , Yu Rong , Dong Xie , Xiaoyang Tan , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen , Xiaoqiang Zhu , Bo Zheng

For sponsored search auctions, we consider contextual multi-armed bandit problem in the presence of strategic agents. In this setting, at each round, an advertising platform (center) runs an auction to select the best-suited ads relevant to…

Computer Science and Game Theory · Computer Science 2020-02-27 Kumar Abhishek , Shweta Jain , Sujit Gujar

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

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