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We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to combinatorial constraints, and then observes stochastic weights of these items and receives…

Machine Learning · Computer Science 2017-02-01 Zheng Wen , Branislav Kveton , Azin Ashkan

We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…

Machine Learning · Statistics 2020-06-30 Yassir Jedra , Alexandre Proutiere

Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to address them. In contrast to the case of linear bandits, existing…

Machine Learning · Computer Science 2021-03-05 Yoan Russac , Louis Faury , Olivier Cappé , Aurélien Garivier

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Machine Learning · Computer Science 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

Optimization and Control · Mathematics 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

We study lifelong learning in linear bandits, where a learner interacts with a sequence of linear bandit tasks whose parameters lie in an $m$-dimensional subspace of $\mathbb{R}^d$, thereby sharing a low-rank representation. Current…

Machine Learning · Computer Science 2025-01-24 Thang Duong , Zhi Wang , Chicheng Zhang

We introduce Stacked Thompson Bandits (STB) for efficiently generating plans that are likely to satisfy a given bounded temporal logic requirement. STB uses a simulation for evaluation of plans, and takes a Bayesian approach to using the…

Software Engineering · Computer Science 2017-03-01 Lenz Belzner , Thomas Gabor

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

This letter proposes a linear bandit-based beam training framework for near-field communication under multi-path channels. By leveraging Thompson Sampling (TS), the framework adaptively balances exploration and exploitation to maximize…

Signal Processing · Electrical Eng. & Systems 2026-03-11 Junchi Liu , Zijun Wang , Rui Zhang

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

Large language models (LLMs) are increasingly used to simulate or automate human behavior in complex sequential decision-making settings. A natural question is then whether LLMs exhibit similar decision-making behavior to humans, and can…

Machine Learning · Computer Science 2026-05-04 Ziyuan Zhang , Darcy Wang , Ningyuan Chen , Rodrigo Mansur , Vahid Sarhangian

We consider cross-silo federated linear contextual bandit (LCB) problem under differential privacy, where multiple silos (agents) interact with the local users and communicate via a central server to realize collaboration while without…

Machine Learning · Computer Science 2023-06-01 Xingyu Zhou , Sayak Ray Chowdhury

Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting. However, the…

Machine Learning · Computer Science 2026-03-03 Kaixuan Ji , Qingyue Zhao , Heyang Zhao , Qiwei Di , Quanquan Gu

Bandit problems with linear or concave reward have been extensively studied, but relatively few works have studied bandits with non-concave reward. This work considers a large family of bandit problems where the unknown underlying reward…

Machine Learning · Computer Science 2021-07-12 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

Prompt engineering has become central to eliciting the capabilities of large language models (LLMs). At its core lies prompt selection -- efficiently identifying the most effective prompts. However, most prior investigations overlook a key…

Machine Learning · Computer Science 2026-05-15 Donghao Li , Chengshuai Shi , Weijuan Ou , Cong Shen , Jing Yang