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Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this…

Machine Learning · Computer Science 2021-10-19 Leena Chennuru Vankadara , Sebastian Bordt , Ulrike von Luxburg , Debarghya Ghoshdastidar

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

Machine Learning · Statistics 2025-05-21 Shogo Iwazaki , Junpei Komiyama , Masaaki Imaizumi

This paper offers a comprehensive analysis of collaborative bandit algorithms and provides a thorough comparison of their performance. Collaborative bandits aim to improve the performance of contextual bandits by introducing relationships…

Machine Learning · Computer Science 2025-10-07 Eren Ozbay , Ashkan Golgoon

In this work, we study clustered contextual bandits where rewards and resource consumption are the outcomes of cluster-specific linear models. The arms are divided in clusters, with the cluster memberships being unknown to an algorithm.…

Machine Learning · Computer Science 2023-08-22 Yichuan Deng , Michalis Mamakos , Zhao Song

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning.…

Machine Learning · Computer Science 2013-05-21 Ittai Abraham , Omar Alonso , Vasilis Kandylas , Aleksandrs Slivkins

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

Machine Learning · Computer Science 2022-03-30 Xingyu Zhou , Bo Ji

We study a stochastic multi-armed bandit setting where arms are partitioned into known clusters, such that the mean rewards of arms within a cluster differ by at most a known threshold. While the clustering structure is known a priori, the…

Machine Learning · Computer Science 2025-08-20 Aakash Gore , Prasanna Chaporkar

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

Machine Learning · Computer Science 2018-01-08 Melody Y. Guan , Heinrich Jiang

Lai and Robbins (1985) and Lai (1987) provided efficient parametric solutions to the multi-armed bandit problem, showing that arm allocation via upper confidence bounds (UCB) achieves minimum regret. These bounds are constructed from the…

Statistics Theory · Mathematics 2019-01-17 Hock Peng Chan

A novel formulation of the clustering problem is introduced in which the task is expressed as an estimation problem, where the object to be estimated is a function which maps a point to its distribution of cluster membership. Unlike…

Machine Learning · Computer Science 2025-10-14 David P. Hofmeyr

We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized experiments across various fields. While algorithms for…

Econometrics · Economics 2025-05-21 Ramon van den Akker , Bas J. M. Werker , Bo Zhou

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

Machine Learning · Computer Science 2023-03-27 Yikun Ban , Jingrui He

The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…

Machine Learning · Computer Science 2021-07-27 Sho Takemori , Masahiro Sato

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting,…

Machine Learning · Computer Science 2014-06-09 Claudio Gentile , Shuai Li , Giovanni Zappella

We propose a new analysis framework for clustering $M$ items into an unknown number of $K$ distinct groups using noisy and actively collected responses. At each time step, an agent is allowed to query pairs of items and observe bandit…

Machine Learning · Computer Science 2026-02-06 Rachel S. Y. Teo , P. N. Karthik , Ramya Korlakai Vinayak , Vincent Y. F. Tan

In this paper, we study a variant of best-arm identification involving elements of risk sensitivity and communication constraints. Specifically, the goal of the learner is to identify the arm with the highest quantile reward, while the…

Machine Learning · Statistics 2025-02-11 Ivan Lau , Jonathan Scarlett

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The idea is to identify the clustering structure by checking at different points and for different scales on departure from…

Machine Learning · Statistics 2017-09-27 Kirill Efimov , Larisa Adamyan , Vladimir Spokoiny