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Online experiments such as Randomised Controlled Trials (RCTs) or A/B-tests are the bread and butter of modern platforms on the web. They are conducted continuously to allow platforms to estimate the causal effect of replacing system…

Machine Learning · Computer Science 2023-04-24 Olivier Jeunen

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

Detecting a minor average treatment effect is a major challenge in large-scale applications, where even minimal improvements can have a significant economic impact. Traditional methods, reliant on normal distribution-based or expanded…

Machine Learning · Statistics 2025-07-01 Yu Zhang , Shanshan Zhao , Bokui Wan , Jinjuan Wang , Xiaodong Yan

Randomised Controlled Trials (RCTs) are the gold standard for estimating treatment effects across many fields of science. Technology companies have adopted A/B-testing methods as a modern RCT counterpart, where end-users are randomly…

Social and Information Networks · Computer Science 2024-09-20 Olivier Jeunen

We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp…

Machine Learning · Computer Science 2017-02-28 Claudio Gentile , Shuai Li , Purushottam Kar , Alexandros Karatzoglou , Evans Etrue , Giovanni Zappella

Recommendation systems are a vital component of many online marketplaces, where there are often millions of items to potentially present to users who have a wide variety of wants or needs. Evaluating recommender system algorithms is a hard…

Information Retrieval · Computer Science 2019-08-20 Meisam Hejazinia , Kyler Eastman , Shuqin Ye , Abbas Amirabadi , Ravi Divvela

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

A/B testing is a standard approach for evaluating the effect of online experiments; the goal is to estimate the `average treatment effect' of a new feature or condition by exposing a sample of the overall population to it. A drawback with…

Social and Information Networks · Computer Science 2013-05-31 Johan Ugander , Brian Karrer , Lars Backstrom , Jon Kleinberg

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 study the problem of determining the best intervention in a Causal Bayesian Network (CBN) specified only by its causal graph. We model this as a stochastic multi-armed bandit (MAB) problem with side-information, where the interventions…

Machine Learning · Computer Science 2022-05-20 Aurghya Maiti , Vineet Nair , Gaurav Sinha

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

Machine Learning · Computer Science 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…

Machine Learning · Computer Science 2026-04-14 Huiling Meng , Ningyuan Chen , Xuefeng Gao

Multi-armed bandit (MAB) problems serve as a fundamental building block for more complex reinforcement learning algorithms. However, evaluating and comparing MAB algorithms remains challenging due to the lack of standardized conditions and…

Machine Learning · Computer Science 2025-11-03 Elise Wolf

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

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

We study A/B experiments that are designed to compare the performance of two recommendation algorithms. Prior work has observed that the stable unit treatment value assumption (SUTVA) often does not hold in large-scale recommendation…

Machine Learning · Statistics 2026-02-24 Shuangning Li , Chonghuan Wang , Jingyan Wang

Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$. Theoretically, the tight regret lower-bound for the general bandit…

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung
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