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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

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

Machine Learning · Computer Science 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

Machine Learning · Computer Science 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

We study a multi-objective multi-armed bandit problem in a dynamic environment. The problem portrays a decision-maker that sequentially selects an arm from a given set. If selected, each action produces a reward vector, where every element…

Machine Learning · Computer Science 2023-02-14 Amir Rezaei Balef , Setareh Maghsudi

Traditional multi-armed bandit (MAB) frameworks, predominantly examined under stochastic or adversarial settings, often overlook the temporal dynamics inherent in many real-world applications such as recommendation systems and online…

Machine Learning · Computer Science 2023-12-13 Qinyi Chen , Negin Golrezaei , Djallel Bouneffouf

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

Machine Learning · Computer Science 2020-08-04 Dalin Guo , Sofia Ira Ktena , Ferenc Huszar , Pranay Kumar Myana , Wenzhe Shi , Alykhan Tejani

In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates…

Machine Learning · Statistics 2025-02-18 Yingying Fan , Yuxuan Han , Jinchi Lv , Xiaocong Xu , Zhengyuan Zhou

Online learning to rank sequentially recommends a small list of items to users from a large candidate set and receives the users' click feedback. In many real-world scenarios, users browse the recommended list in order and click the first…

Machine Learning · Computer Science 2025-02-13 Jize Xie , Cheng Chen , Zhiyong Wang , Shuai Li

Millimeter wave (mmWave) communication has emerged as a propelling technology in vehicular communication. Usually, an appropriate decision on user association requires timely channel information between vehicles and base stations (BSs),…

Machine Learning · Computer Science 2024-10-10 Xiaoyang He , Xiaoxia Huang , Lanhua Li

We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We…

Machine Learning · Statistics 2023-06-02 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

Machine Learning · Computer Science 2023-02-09 Alekh Agarwal , Claudio Gentile , Teodor V. Marinov

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

Machine Learning · Statistics 2019-11-15 Johannes Kirschner , Andreas Krause

We study an online setting, where a decision maker (DM) interacts with contextual bandit-with-knapsack (BwK) instances in repeated episodes. These episodes start with different resource amounts, and the contexts' probability distributions…

Machine Learning · Computer Science 2026-01-05 Wang Chi Cheung , Zitian Li

Existing recommender systems tend to prioritize items closely aligned with users' historical interactions, inevitably trapping users in the dilemma of ``filter bubble''. Recent efforts are dedicated to improving the diversity of…

Information Retrieval · Computer Science 2025-06-12 Yansen Zhang , Bowei He , Xiaokun Zhang , Haolun Wu , Zexu Sun , Chen Ma

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Machine Learning · Computer Science 2024-10-30 Parand A. Alamdari , Yanshuai Cao , Kevin H. Wilson
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