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We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB,…

Machine Learning · Computer Science 2020-07-03 Dongruo Zhou , Lihong Li , Quanquan Gu

We investigate replicable learning algorithms. Ideally, we would like to design algorithms that output the same canonical model over multiple runs, even when different runs observe a different set of samples from the unknown data…

Machine Learning · Computer Science 2023-04-06 Peter Dixon , A. Pavan , Jason Vander Woude , N. V. Vinodchandran

Combinatorial online learning is a fundamental task for selecting the optimal action (or super arm) as a combination of base arms in sequential interactions with systems providing stochastic rewards. It is applicable to diverse domains such…

Machine Learning · Computer Science 2026-03-04 Seockbean Song , Youngsik Yoon , Siwei Wang , Wei Chen , Jungseul Ok

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

Machine Learning · Computer Science 2020-02-06 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Machine Learning · Computer Science 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…

Machine Learning · Computer Science 2025-10-28 Dhruv Sarkar , Abhishek Sinha

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

We address the problem of \emph{`Internal Regret'} in \emph{Sleeping Bandits} in the fully adversarial setup, as well as draw connections between different existing notions of sleeping regrets in the multiarmed bandits (MAB) literature and…

Machine Learning · Computer Science 2022-10-28 Pierre Gaillard , Aadirupa Saha , Soham Dan

Replicability, introduced by (Impagliazzo et al. STOC '22), is the notion that algorithms should remain stable under a resampling of their inputs (given access to shared randomness). While a strong and interesting notion of stability, the…

Machine Learning · Computer Science 2026-04-09 Max Hopkins , Russell Impagliazzo , Christopher Ye

We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…

Machine Learning · Computer Science 2022-03-15 Shubhanshu Shekhar , Tara Javidi

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

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 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

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

Machine Learning · Computer Science 2017-06-08 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti
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