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Consider a queueing system consisting of multiple servers. Jobs arrive over time and enter a queue for service; the goal is to minimize the size of this queue. At each opportunity for service, at most one server can be chosen, and at most…

Systems and Control · Computer Science 2019-11-25 Subhashini Krishnasamy , Rajat Sen , Ramesh Johari , Sanjay Shakkottai

We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…

Performance · Computer Science 2020-05-15 Thomas Stahlbuhk , Brooke Shrader , Eytan Modiano

Explosive demands for LLMs often cause user queries to accumulate in server queues, requiring efficient routing (query-LLM matching) and scheduling (query prioritization) mechanisms. Several online algorithms are being deployed, but they…

Machine Learning · Computer Science 2026-02-03 Seoungbin Bae , Junyoung Son , Dabeen Lee

Regret bounds in online learning compare the player's performance to $L^*$, the optimal performance in hindsight with a fixed strategy. Typically such bounds scale with the square root of the time horizon $T$. The more refined concept of…

Machine Learning · Computer Science 2018-02-12 Zeyuan Allen-Zhu , Sébastien Bubeck , Yuanzhi Li

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Machine Learning · Statistics 2022-03-01 Parnian Kassraie , Andreas Krause

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee

Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a…

Machine Learning · Statistics 2021-01-28 Yingkai Li , Yining Wang , Xi Chen , Yuan Zhou

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

We consider an online channel scheduling problem for a single transmitter-receiver pair equipped with $N$ arbitrarily varying wireless channels. The transmission rates of the channels might be non-stationary and could be controlled by an…

Information Theory · Computer Science 2025-01-24 G Krishnakumar , Abhishek Sinha

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a…

Machine Learning · Computer Science 2021-06-10 Sreenivas Gollapudi , Guru Guruganesh , Kostas Kollias , Pasin Manurangsi , Renato Paes Leme , Jon Schneider

Motivated by applications in service systems, we consider queueing systems where each customer must be handled by a server with the right skill set. We focus on optimizing the routing of customers to servers in order to maximize the total…

Machine Learning · Computer Science 2024-12-16 Sanne van Kempen , Jaron Sanders , Fiona Sloothaak , Maarten G. Wolf

We study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Machine Learning · Statistics 2026-04-06 Samuel Girard , Aurelien Bibaut , Arthur Gretton , Nathan Kallus , Houssam Zenati

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

Machine Learning · Computer Science 2020-03-06 Weiqiang Wu , Jing Yang , Cong Shen

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

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
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