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We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and…

Machine Learning · Computer Science 2025-08-19 Tianyi Xu , Yiting Chen , Henger Li , Zheyong Bian , Emiliano Dall'Anese , Zizhan Zheng

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

Machine Learning · Computer Science 2024-04-16 Priyank Agrawal , Theja Tulabandhula , Vashist Avadhanula

In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an…

Machine Learning · Computer Science 2023-05-31 Marco Mussi , Alberto Maria Metelli , Marcello Restelli

We study online assortment optimization under stochastic choice when a decision maker simultaneously values cumulative revenue performance and the quality of post-hoc inference on revenue contrasts. We analyze a forced-exploration…

Machine Learning · Statistics 2026-04-27 Jierui Zuo , Hanzhang Qin

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

We consider maximizing an unknown monotonic, submodular set function $f: 2^{[n]} \rightarrow [0,1]$ with cardinality constraint under stochastic bandit feedback. At each time $t=1,\dots,T$ the learner chooses a set $S_t \subset [n]$ with…

Machine Learning · Computer Science 2024-12-13 Artin Tajdini , Lalit Jain , Kevin Jamieson

We study online fair allocation of $T$ sequentially arriving items among $n$ agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defined as the $p$-mean of agents' time-averaged utilities, with…

Computer Science and Game Theory · Computer Science 2026-02-12 Zongjun Yang , Rachitesh Kumar , Christian Kroer

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, select, and learn new, potentially better-performing, policies.…

Machine Learning · Statistics 2024-11-01 Otmane Sakhi , Imad Aouali , Pierre Alquier , Nicolas Chopin

Influence functions provide a principled method to assess the contribution of individual training samples to a specific target. Yet, their high computational costs limit their applications on large-scale models and datasets. Existing…

Machine Learning · Computer Science 2025-06-27 Xinyu Zhou , Simin Fan , Martin Jaggi

We consider the multinomial logistic bandit problem in which a learner interacts with an environment by selecting actions to maximize expected rewards based on probabilistic feedback from multiple possible outcomes. In the binary setting,…

Machine Learning · Statistics 2026-02-25 Pierre Boudart , Pierre Gaillard , Alessandro Rudi

Many high-dimensional online decision-making problems can be modeled as stochastic sparse linear bandits. Most existing algorithms are designed to achieve optimal worst-case regret in either the data-rich regime, where polynomial dependence…

Machine Learning · Computer Science 2025-10-29 Ludovic Schwartz , Hamish Flynn , Gergely Neu

We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$. While traditional online conformal…

Machine Learning · Computer Science 2026-05-15 Sreenivas Gollapudi , Kostas Kollias , Kamesh Munagala , Ali Sinop

This paper addresses the problem of minimizing a convex, Lipschitz function $f$ over a convex, compact set $\xset$ under a stochastic bandit feedback model. In this model, the algorithm is allowed to observe noisy realizations of the…

Optimization and Control · Mathematics 2011-10-11 Alekh Agarwal , Dean P. Foster , Daniel Hsu , Sham M. Kakade , Alexander Rakhlin

We study how to make decisions that minimize Bayesian regret in offline linear bandits. Prior work suggests that one must take actions with maximum lower confidence bound (LCB) on their reward. We argue that the reliance on LCB is…

Machine Learning · Computer Science 2024-07-04 Marek Petrik , Guy Tennenholtz , Mohammad Ghavamzadeh

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

Machine Learning · Computer Science 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

This work studies a generalized class of restless multi-armed bandits with hidden states and allow cumulative feedback, as opposed to the conventional instantaneous feedback. We call them lazy restless bandits (LRB) as the events of…

Systems and Control · Computer Science 2019-01-30 Kesav Kaza , Rahul Meshram , Varun Mehta , S. N. Merchant

Fine-tuning text-to-image diffusion models with human feedback is an effective method for aligning model behavior with human intentions. However, this alignment process often suffers from slow convergence due to the large size and noise…

Machine Learning · Computer Science 2025-04-03 Yongjin Yang , Sihyeon Kim , Hojung Jung , Sangmin Bae , SangMook Kim , Se-Young Yun , Kimin Lee

Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…

Machine Learning · Computer Science 2026-03-12 Heyang Zhao , Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang
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