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In a sequential decision-making problem, having a structural dependency amongst the reward distributions associated with the arms makes it challenging to identify a subset of alternatives that guarantees the optimal collective outcome.…

Machine Learning · Computer Science 2022-12-27 Behzad Nourani-Koliji , Saeed Ghoorchian , Setareh Maghsudi

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

Intelligent agents equipped with causal knowledge can optimize their action spaces to avoid unnecessary exploration. The structural causal bandit framework provides a graphical characterization for identifying actions that are unable to…

Machine Learning · Computer Science 2025-11-25 Min Woo Park , Sanghack Lee

Sequential decision-making under uncertainty is often associated with long feedback delays. Such delays degrade the performance of the learning agent in identifying a subset of arms with the optimal collective reward in the long run. This…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Setareh Maghsudi

Despite the great interest in the bandit problem, designing efficient algorithms for complex models remains challenging, as there is typically no analytical way to quantify uncertainty. In this paper, we propose Multiplier Bootstrap-based…

Machine Learning · Computer Science 2023-02-06 Runzhe Wan , Haoyu Wei , Branislav Kveton , Rui Song

Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current research in this field focuses on generic solutions that can be…

Artificial Intelligence · Computer Science 2012-07-24 Francis Maes , Damien Ernst , Louis Wehenkel

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

Meta-learning has proven to be successful for few-shot learning across the regression, classification, and reinforcement learning paradigms. Recent approaches have adopted Bayesian interpretations to improve gradient-based meta-learners by…

Machine Learning · Computer Science 2020-12-01 Amrith Setlur , Saket Dingliwal , Barnabas Poczos

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

Recent works have proven that intricate cooperative behaviors can emerge in agents trained using meta reinforcement learning on open ended task distributions using self-play. While the results are impressive, we argue that self-play and…

Multiagent Systems · Computer Science 2024-05-08 Richard Bornemann , Gautier Hamon , Eleni Nisioti , Clément Moulin-Frier

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…

Machine Learning · Computer Science 2025-04-29 Jiabin Lin , Shana Moothedath

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

Machine Learning · Computer Science 2026-04-07 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

We learn multiple hypotheses for related tasks under a latent hierarchical relationship between tasks. We exploit the intuition that for domain adaptation, we wish to share classifier structure, but for multitask learning, we wish to share…

Machine Learning · Computer Science 2014-08-12 Hal Daume