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We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Machine Learning · Computer Science 2020-06-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice…

Machine Learning · Computer Science 2017-06-08 Sudeep Raja Putta , Theja Tulabandhula

We study two model selection settings in stochastic linear bandits (LB). In the first setting, which we refer to as feature selection, the expected reward of the LB problem is in the linear span of at least one of $M$ feature maps (models).…

Machine Learning · Computer Science 2022-06-20 Ahmadreza Moradipari , Berkay Turan , Yasin Abbasi-Yadkori , Mahnoosh Alizadeh , Mohammad Ghavamzadeh

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

Machine Learning · Statistics 2020-09-14 Yichun Hu , Nathan Kallus , Xiaojie Mao

Equipping artificial agents with useful exploration mechanisms remains a challenge to this day. Humans, on the other hand, seem to manage the trade-off between exploration and exploitation effortlessly. In the present article, we put…

Machine Learning · Computer Science 2022-11-15 Marcel Binz , Eric Schulz

The growing interest in complex decision-making and language modeling problems highlights the importance of sample-efficient learning over very long horizons. This work takes a step in this direction by investigating contextual linear…

Machine Learning · Computer Science 2023-02-07 Yuzhen Qin , Yingcong Li , Fabio Pasqualetti , Maryam Fazel , Samet Oymak

The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…

Data Structures and Algorithms · Computer Science 2013-06-19 Sudipto Guha , Kamesh Munagala

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Machine Learning · Computer Science 2021-10-28 Liu Leqi , Fatma Kilinc-Karzan , Zachary C. Lipton , Alan L. Montgomery

Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…

Machine Learning · Computer Science 2023-10-25 Sanath Kumar Krishnamurthy , Adrienne Margaret Propp , Susan Athey

We study sequential decision-making with known rewards and unknown constraints, motivated by situations where the constraints represent expensive-to-evaluate human preferences, such as safe and comfortable driving behavior. We formalize the…

Machine Learning · Computer Science 2022-06-13 David Lindner , Sebastian Tschiatschek , Katja Hofmann , Andreas Krause

We evaluate language models on their ability to explore interactive environments under a limited interaction budget. We introduce three parametric tasks with controllable exploration difficulty, spanning continuous and discrete…

Machine Learning · Computer Science 2026-02-02 Mahdi JafariRaviz , Keivan Rezaei , Arshia Soltani Moakhar , Zahra Sodagar , Yize Cheng , Soheil Feizi

Exploration has been a crucial part of reinforcement learning, yet several important questions concerning exploration efficiency are still not answered satisfactorily by existing analytical frameworks. These questions include exploration…

Machine Learning · Computer Science 2016-12-06 Liangpeng Zhang , Ke Tang , Xin Yao

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

Reinforcement learning with human feedback (RLHF), which learns a reward model from human preference data and then optimizes a policy to favor preferred responses, has emerged as a central paradigm for aligning large language models (LLMs)…

Machine Learning · Statistics 2025-09-29 Gen Li , Yuling Yan

We study an abstract framework for interactive learning called interactive estimation in which the goal is to estimate a target from its "similarity'' to points queried by the learner. We introduce a combinatorial measure called…

Machine Learning · Computer Science 2023-06-13 Nataly Brukhim , Miroslav Dudik , Aldo Pacchiano , Robert Schapire

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

In this paper, we first study the problem of combinatorial pure exploration with full-bandit feedback (CPE-BL), where a learner is given a combinatorial action space $\mathcal{X} \subseteq \{0,1\}^d$, and in each round the learner pulls an…

Machine Learning · Computer Science 2020-12-16 Yihan Du , Yuko Kuroki , Wei Chen

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

In the on-line Explore and Exploit literature, central to Machine Learning, a central planner is faced with a set of alternatives, each yielding some unknown reward. The planner's goal is to learn the optimal alternative as soon as…

Computer Science and Game Theory · Computer Science 2015-07-31 Gal Bahar , Rann Smorodinsky , Moshe Tennenholtz