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Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

We consider sequential decision making under uncertainty, where the goal is to optimize over a large decision space using noisy comparative feedback. This problem can be formulated as a $K$-armed Dueling Bandits problem where $K$ is the…

Machine Learning · Computer Science 2017-07-11 Yanan Sui , Yisong Yue , Joel W. Burdick

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…

Machine Learning · Computer Science 2020-07-10 Tong Yu , Branislav Kveton , Zheng Wen , Ruiyi Zhang , Ole J. Mengshoel

In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy…

Machine Learning · Computer Science 2021-07-26 Andrea Zanette , Kefan Dong , Jonathan Lee , Emma Brunskill

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

Kinodynamic motion planners allow robots to perform complex manipulation tasks under dynamics constraints or with black-box models. However, they struggle to find high-quality solutions, especially when a steering function is unavailable.…

Robotics · Computer Science 2023-08-29 Marco Faroni , Dmitry Berenson

This paper offers a comprehensive analysis of collaborative bandit algorithms and provides a thorough comparison of their performance. Collaborative bandits aim to improve the performance of contextual bandits by introducing relationships…

Machine Learning · Computer Science 2025-10-07 Eren Ozbay , Ashkan Golgoon

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly specify the payoffs for any context-action pair. Our main result…

Machine Learning · Computer Science 2012-02-20 Kareem Amin , Michael Kearns , Umar Syed

Sequential decision problems are often approximately solvable by simulating possible future action sequences. Metalevel decision procedures have been developed for selecting which action sequences to simulate, based on estimating the…

Artificial Intelligence · Computer Science 2014-08-12 Nicholas Hay , Stuart Russell , David Tolpin , Solomon Eyal Shimony

We study regret minimization in causal bandits under causal sufficiency where the underlying causal structure is not known to the agent. Previous work has focused on identifying the reward's parents and then applying classic bandit methods…

Machine Learning · Computer Science 2026-05-08 Mohammad Shahverdikondori , Jalal Etesami , Negar Kiyavash

We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample…

Machine Learning · Computer Science 2023-06-14 Alan Malek , Virginia Aglietti , Silvia Chiappa

Sequential decision problems are often approximately solvable by simulating possible future action sequences. {\em Metalevel} decision procedures have been developed for selecting {\em which} action sequences to simulate, based on…

Artificial Intelligence · Computer Science 2012-07-26 Nicholas Hay , Stuart Russell , David Tolpin , Solomon Eyal Shimony

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

The rich body of Bandit literature not only offers a diverse toolbox of algorithms, but also makes it hard for a practitioner to find the right solution to solve the problem at hand. Typical textbooks on Bandits focus on designing and…

Machine Learning · Computer Science 2021-07-05 Yi Liu , Lihong Li

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

The multi-agent linear bandit setting is a well-known setting for which designing efficient collaboration between agents remains challenging. This paper studies the impact of data sharing among agents on regret minimization. Unlike most…

Machine Learning · Computer Science 2025-05-28 Hamza Cherkaoui , Merwan Barlier , Igor Colin

We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…

Machine Learning · Statistics 2022-12-21 Riccardo Grazzi , Arya Akhavan , John Isak Texas Falk , Leonardo Cella , Massimiliano Pontil
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