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The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

In online advertising, the inherent complexity and dynamic nature of advertising environments necessitate the use of auto-bidding services to assist advertisers in bid optimization. This complexity is further compounded in multi-channel…

Artificial Intelligence · Computer Science 2026-02-27 Xinxin Yang , Yangyang Tang , Yikun Zhou , Yaolei Liu , Yun Li , Bo Yang

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

Machine Learning · Statistics 2023-01-31 Qin Ding , Cho-Jui Hsieh , James Sharpnack

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

Artificial Intelligence · Computer Science 2014-02-26 Volodymyr Kuleshov , Doina Precup

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

Machine Learning · Statistics 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

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

Online advertising platforms often face a common challenge: the cold start problem. Insufficient behavioral data (clicks) makes accurate click-through rate (CTR) forecasting of new ads challenging. CTR for "old" items can also be…

Machine Learning · Computer Science 2025-02-05 Anastasiia Soboleva , Andrey Pudovikov , Roman Snetkov , Alina Babenko , Egor Samosvat , Yuriy Dorn

Volunteer-based food rescue platforms tackle food waste by matching surplus food to communities in need. These platforms face the dual problem of maintaining volunteer engagement and maximizing the food rescued. Existing algorithms to…

Machine Learning · Computer Science 2025-09-16 Ariana Tang , Naveen Raman , Fei Fang , Zheyuan Ryan Shi

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

In this paper we study a generalized version of classical multi-armed bandits (MABs) problem by allowing for arbitrary constraints on constituent bandits at each decision point. The motivation of this study comes from many situations that…

Machine Learning · Computer Science 2014-10-07 Xiang-yang Li , Shaojie Tang , Yaqin Zhou

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

Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…

Machine Learning · Computer Science 2026-03-26 Shubham Vaishnav , Praveen Kumar Donta , Sindri Magnússon

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

Machine Learning · Computer Science 2023-03-27 Yikun Ban , Jingrui He

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

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

Enterprise Wireless Local Area Networks (WLANs) consist of multiple Access Points (APs) covering a given area. Finding a suitable network configuration able to maximize the performance of enterprise WLANs is a challenging task given the…

Machine Learning · Computer Science 2020-10-12 Álvaro López-Raventós , Boris Bellalta

Communication networks shared by many users are a widespread challenge nowadays. In this paper we address several aspects of this challenge simultaneously: learning unknown stochastic network characteristics, sharing resources with other…

Machine Learning · Computer Science 2018-08-16 Orly Avner , Shie Mannor

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao