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Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…

Statistics Theory · Mathematics 2017-10-11 David Goldberg , James E. Johndrow

Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…

Machine Learning · Computer Science 2020-06-05 Kaige Yang , Laura Toni

We consider the problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a…

Machine Learning · Statistics 2025-12-08 Michael O. Harding , Kirthevasan Kandasamy

We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…

Machine Learning · Computer Science 2022-11-21 Yihan Du , Siwei Wang , Longbo Huang

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Machine Learning · Computer Science 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

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

Traditionally, when recommender systems are formalized as multi-armed bandits, the policy of the recommender system influences the rewards accrued, but not the length of interaction. However, in real-world systems, dissatisfied users may…

Machine Learning · Computer Science 2024-02-19 Omer Ben-Porat , Lee Cohen , Liu Leqi , Zachary C. Lipton , Yishay Mansour

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

In randomized experiments, the classic Stable Unit Treatment Value Assumption (SUTVA) posits that the outcome for one experimental unit is unaffected by the treatment assignments of other units. However, this assumption is frequently…

Methodology · Statistics 2024-11-18 Yiming Jiang , He Wang

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

Machine Learning · Statistics 2018-08-10 Iñigo Urteaga , Chris H. Wiggins

Applying causal inference models in areas such as economics, healthcare and marketing receives great interest from the machine learning community. In particular, estimating the individual-treatment-effect (ITE) in settings such as precision…

Machine Learning · Computer Science 2019-10-17 Jeroen Berrevoets , Sam Verboven , Wouter Verbeke

Cooperative multi-agent multi-armed bandits (CMA2B) consider the collaborative efforts of multiple agents in a shared multi-armed bandit game. We study latent vulnerabilities exposed by this collaboration and consider adversarial attacks on…

Machine Learning · Computer Science 2023-11-06 Jinhang Zuo , Zhiyao Zhang , Xuchuang Wang , Cheng Chen , Shuai Li , John C. S. Lui , Mohammad Hajiesmaili , Adam Wierman

In sequential decision-making scenarios i.e., mobile health recommendation systems revenue management contextual multi-armed bandit algorithms have garnered attention for their performance. But most of the existing algorithms are built on…

Machine Learning · Computer Science 2023-01-24 Mubarrat Chowdhury , Elkhan Ismayilzada , Khalequzzaman Sayem , Gi-Soo Kim

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

Two-sided marketplace platforms often run experiments to test the effect of an intervention before launching it platform-wide. A typical approach is to randomize individuals into the treatment group, which receives the intervention, and the…

Methodology · Statistics 2021-04-27 Hannah Li , Geng Zhao , Ramesh Johari , Gabriel Y. Weintraub

We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…

Machine Learning · Statistics 2025-01-15 Cyrille Kone , Emilie Kaufmann , Laura Richert

Estimating individual treatment effects from data of randomized experiments is a critical task in causal inference. The Stable Unit Treatment Value Assumption (SUTVA) is usually made in causal inference. However, interference can introduce…

Methodology · Statistics 2021-05-05 Yunpu Ma , Volker Tresp

Many modern AI and ML problems require evaluating partners' contributions through shared yet asymmetric, computationally intensive processes and the simultaneous selection of the most beneficial candidates. Sequential approaches to these…

Machine Learning · Computer Science 2026-01-01 András Antos , András Millinghoffer , Péter Antal