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Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…

Machine Learning · Computer Science 2023-05-31 Yihan Du , Longbo Huang , Wen Sun

We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…

Machine Learning · Statistics 2017-08-02 Shahin Shahrampour , Mohammad Noshad , Vahid Tarokh

Restless multi-armed bandits (RMAB) has been widely used to model constrained sequential decision making problems, where the state of each restless arm evolves according to a Markov chain and each state transition generates a scalar reward.…

Machine Learning · Computer Science 2025-07-18 Guojun Xiong , Ujwal Dinesha , Debajoy Mukherjee , Jian Li , Srinivas Shakkottai

In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under…

Machine Learning · Statistics 2026-04-28 Alexandra Carpentier , Michal Valko

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

We consider the best arm identification (BAI) problem in the $K-$armed bandit framework with a modification - the agent is allowed to play a subset of arms at each time slot instead of one arm. Consequently, the agent observes the sample…

Machine Learning · Computer Science 2026-01-30 Siddhartha Parupudi , Gourab Ghatak

This paper investigates prior prompt engineering (pPE) in the context of reinforcement fine-tuning (RFT), where language models (LMs) are incentivized to exhibit behaviors that maximize performance through reward signals. While existing RFT…

Computation and Language · Computer Science 2025-09-11 Pittawat Taveekitworachai , Potsawee Manakul , Sarana Nutanong , Kunat Pipatanakul

In recent years, privacy-preserving machine learning algorithms have attracted increasing attention because of their important applications in many scientific fields. However, in the literature, most privacy-preserving algorithms demand…

Machine Learning · Statistics 2024-01-03 Weidong Liu , Xiaojun Mao , Xiaofei Zhang , Xin Zhang

In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…

Machine Learning · Computer Science 2017-06-06 Joon Kwon , Vianney Perchet , Claire Vernade

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 study low-rank matrix trace regression and the related problem of low-rank matrix bandits. Assuming access to the distribution of the covariates, we propose a novel low-rank matrix estimation method called LowPopArt and provide its…

Machine Learning · Statistics 2024-06-11 Kyoungseok Jang , Chicheng Zhang , Kwang-Sung Jun

We study the federated pure exploration problem of multi-armed bandits and linear bandits, where $M$ agents cooperatively identify the best arm via communicating with the central server. To enhance the robustness against latency and…

Machine Learning · Computer Science 2024-10-01 Zichen Wang , Chuanhao Li , Chenyu Song , Lianghui Wang , Quanquan Gu , Huazheng Wang

Ensuring fairness in machine learning models is critical, especially when biases compound across intersecting protected attributes like race, gender, and age. While existing methods address fairness for single attributes, they fail to…

Machine Learning · Computer Science 2025-09-24 Priyobrata Mondal , Faizanuddin Ansari , Swagatam Das

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We consider the bi-criteria shortest-path problem where we want to compute shortest paths on a graph that simultaneously balance two cost functions. While this problem has numerous applications, there is usually no path minimizing both cost…

Data Structures and Algorithms · Computer Science 2021-03-08 Oren Salzman

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

Machine Learning · Statistics 2026-05-05 Junpei Komiyama , Kyoungseok Jang , Junya Honda

Reinforcement Learning (RL) has emerged as a powerful tool for neural combinatorial optimization, enabling models to learn heuristics that solve complex problems without requiring expert knowledge. Despite significant progress, existing RL…

Machine Learning · Computer Science 2025-05-14 Mingjun Pan , Guanquan Lin , You-Wei Luo , Bin Zhu , Zhien Dai , Lijun Sun , Chun Yuan

In this paper, we study the problem of optimal data collection for policy evaluation in linear bandits. In policy evaluation, we are given a target policy and asked to estimate the expected reward it will obtain when executed in a…

Machine Learning · Statistics 2024-03-04 Subhojyoti Mukherjee , Qiaomin Xie , Josiah Hanna , Robert Nowak

We study an online resource-selection problem motivated by multi-radio access selection and mobile edge computing offloading. In each round, an agent chooses among $K$ candidate links/servers (arms) whose performance is a stochastic…

Machine Learning · Computer Science 2026-02-23 Ming Shi