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This paper introduces a federated learning framework tailored for online combinatorial optimization with bandit feedback. In this setting, agents select subsets of arms, observe noisy rewards for these subsets without accessing individual…

Machine Learning · Computer Science 2024-05-10 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

Federated learning has emerged as a promising, massively distributed way to train a joint deep model over large amounts of edge devices while keeping private user data strictly on device. In this work, motivated from ensuring fairness among…

Machine Learning · Computer Science 2023-01-25 Zeou Hu , Kiarash Shaloudegi , Guojun Zhang , Yaoliang Yu

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework formulates these problems as network models, in that enumerating the Pareto frontier…

Optimization and Control · Mathematics 2018-09-06 David Bergman , Merve Bodur , Carlos Cardonha , Andre A. Cire

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…

Machine Learning · Computer Science 2025-12-19 Wang Chi Cheung , Lixing Lyu

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

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 optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…

Machine Learning · Computer Science 2025-08-07 Weiyu Chen , Baijiong Lin , Xiaoyuan Zhang , Xi Lin , Han Zhao , Qingfu Zhang , James T. Kwok

In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard…

Machine Learning · Computer Science 2022-06-22 Matthieu Martin , Panayotis Mertikopoulos , Thibaud Rahier , Houssam Zenati

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Optimization and Control · Mathematics 2026-05-13 Trang H. Tran , Luis Nunes Vicente

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimization and Control · Mathematics 2022-06-02 Wang Chen , Xinmin Yang , Yong Zhao

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

Machine Learning · Computer Science 2026-02-24 Liad Erez , Tomer Koren

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

We propose a general method for combinatorial online learning problems whose offline optimization problem can be solved efficiently via a dynamic programming algorithm defined by an arbitrary min-sum recurrence. Examples include online…

Machine Learning · Computer Science 2025-07-10 Holakou Rahmanian , Manfred K. Warmuth , S. V. N. Vishwanathan

Balancing safety, efficiency, and operational costs in highway driving poses a challenging decision-making problem for heavy-duty vehicles. A central difficulty is that conventional scalar reward formulations, obtained by aggregating these…

Machine Learning · Computer Science 2026-01-27 Deepthi Pathare , Leo Laine , Morteza Haghir Chehreghani

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

Optimization and Control · Mathematics 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

In the past few years, the area of Machine Learning (ML) has witnessed tremendous advancements, becoming a pervasive technology in a wide range of applications. One area that can significantly benefit from the use of ML is Combinatorial…

Artificial Intelligence · Computer Science 2018-07-17 Michele Lombardi , Michela Milano
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