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We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…

Machine Learning · Statistics 2022-02-23 Wenshuo Guo , Kumar Krishna Agrawal , Aditya Grover , Vidya Muthukumar , Ashwin Pananjady

The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…

Optimization and Control · Mathematics 2012-03-22 Eric V. Denardo , Eugene A. Feinberg , Uriel G. Rothblum

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

When a robot autonomously performs a complex task, it frequently must balance competing objectives while maintaining safety. This becomes more difficult in uncertain environments with stochastic outcomes. Enhancing transparency in the…

Robotics · Computer Science 2024-06-19 Peter Amorese , Shohei Wakayama , Nisar Ahmed , Morteza Lahijanian

While significant progress has been made in designing algorithms that minimize regret in online decision-making, real-world scenarios often introduce additional complexities, perhaps the most challenging of which is missing outcomes.…

Machine Learning · Statistics 2024-11-11 Ilia Mahrooghi , Mahshad Moradi , Sina Akbari , Negar Kiyavash

We study best-arm identification in stochastic multi-armed bandits under the fixed-confidence setting, focusing on instances with multiple optimal arms. Unlike prior work that addresses the unknown-number-of-optimal-arms case, we consider…

Machine Learning · Computer Science 2026-03-05 Lan V. Truong

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

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

A popular computer puzzle, the game of Minesweeper requires its human players to have a mix of both luck and strategy to succeed. Analyzing these aspects more formally, in our research we assessed the feasibility of a novel methodology…

Machine Learning · Computer Science 2021-06-21 Igor Q. Lordeiro , Diego B. Haddad , Douglas O. Cardoso

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

Machine Learning · Computer Science 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

Machine Learning · Computer Science 2016-08-23 A Rakotomamonjy , S Koço , Liva Ralaivola

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Machine Learning · Computer Science 2022-07-01 Vidya Muthukumar , Akshay Krishnamurthy

Restless multi-armed bandits (RMAB) is a framework for allocating limited resources under uncertainty. It is an extremely useful model for monitoring beneficiaries and executing timely interventions to ensure maximum benefit in public…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

We give a near-optimal sample-pass trade-off for pure exploration in multi-armed bandits (MABs) via multi-pass streaming algorithms: any streaming algorithm with sublinear memory that uses the optimal sample complexity of…

Machine Learning · Computer Science 2024-06-26 Sepehr Assadi , Chen Wang

We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow the greedy…

Computer Science and Game Theory · Computer Science 2025-04-11 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Suho Shin , Aleksandrs Slivkins

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

This paper puts forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials. This is indeed possible,…

Systems and Control · Electrical Eng. & Systems 2023-02-14 Agustin Castellano , Hancheng Min , Juan Bazerque , Enrique Mallada

While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. In this paper, we first derive upper bounds for the utility of selecting different…

Artificial Intelligence · Computer Science 2018-06-06 Christos Dimitrakakis