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Human decision-making deviates from the optimal solution, that maximizes cumulative rewards, in many situations. Here we approach this discrepancy from the perspective of bounded rationality and our goal is to provide a justification for…

Machine Learning · Computer Science 2019-05-13 Marcel Binz , Dominik Endres

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

We consider the problem of optimally allocating a limited number of resources across time to maximize revenue under stochastic demands. This formulation is relevant in various areas of control, such as supply chain, ticket revenue…

Optimization and Control · Mathematics 2025-10-01 Alexandros E. Tzikas , Nazim Kemal Ure , Mansur Arief , Mykel J. Kochenderfer , Stephen P. Boyd

In multi-armed bandit problems, the typical goal is to identify the arm with the highest reward. This paper explores a threshold-based bandit problem, aiming to select an arm based on its relation to a prescribed threshold \(\tau \). We…

Machine Learning · Computer Science 2025-09-03 Chanakya Varude , Jay Chaudhary , Siddharth Kaushik , Prasanna Chaporkar

Motivated by drug design, we consider the best-arm identification problem in generalized linear bandits. More specifically, we assume each arm has a vector of covariates, there is an unknown vector of parameters that is common across the…

Machine Learning · Computer Science 2019-05-21 Abbas Kazerouni , Lawrence M. Wein

Despite intensive efforts devoted to tool learning, the problem of budget-constrained tool learning, which focuses on resolving user queries within a specific budget constraint, has been widely overlooked. This paper proposes a novel method…

Artificial Intelligence · Computer Science 2024-06-12 Yuanhang Zheng , Peng Li , Ming Yan , Ji Zhang , Fei Huang , Yang Liu

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

We consider the adaptive shortest-path routing problem in wireless networks under unknown and stochastically varying link states. In this problem, we aim to optimize the quality of communication between a source and a destination through…

Networking and Internet Architecture · Computer Science 2012-01-25 Keqin Liu , Qing Zhao

Network slicing is a promising technology that allows mobile network operators to efficiently serve various emerging use cases in 5G. It is challenging to optimize the utilization of network infrastructures while guaranteeing the…

Networking and Internet Architecture · Computer Science 2021-10-12 Qiang Liu , Nakjung Choi , Tao Han

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…

Machine Learning · Computer Science 2014-10-24 Doron Kukliansky , Ohad Shamir

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

Machine Learning · Computer Science 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

Optimal resource allocation in modern communication networks calls for the optimization of objective functions that are only accessible via costly separate evaluations for each candidate solution. The conventional approach carries out the…

Signal Processing · Electrical Eng. & Systems 2023-05-22 Yunchuan Zhang , Osvaldo Simeone , Sharu Theresa Jose , Lorenzo Maggi , Alvaro Valcarce

Sampling is ubiquitous in machine learning methodologies. Due to the growth of large datasets and model complexity, we want to learn and adapt the sampling process while training a representation. Towards achieving this grand goal, a…

Machine Learning · Computer Science 2022-12-14 Jason Xiaotian Dou , Alvin Qingkai Pan , Runxue Bao , Haiyi Harry Mao , Lei Luo , Zhi-Hong Mao

In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

We consider the classic problem of $(\epsilon,\delta)$-PAC learning a best arm where the goal is to identify with confidence $1-\delta$ an arm whose mean is an $\epsilon$-approximation to that of the highest mean arm in a multi-armed bandit…

Machine Learning · Computer Science 2020-06-23 Avinatan Hassidim , Ron Kupfer , Yaron Singer

The rise of machine learning has shifted targeted resource allocation in policy and humanitarian settings toward algorithmic targeting based on predicted risk scores. This approach is typically cheaper and faster than traditional screening…

Artificial Intelligence · Computer Science 2026-05-11 Santiago Cortes-Gomez , Mateo Dulce Rubio , Carlos Patino , Bryan Wilder

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

The increasing reliance on human preference feedback to judge AI-generated pseudo labels has created a pressing need for principled, budget-conscious data acquisition strategies. We address the crucial question of how to optimally allocate…

Machine Learning · Statistics 2026-02-13 Zihan Dong , Xiaotian Hou , Ruijia Wu , Linjun Zhang

Reasoning about object handover configurations allows an assistive agent to estimate the appropriateness of handover for a receiver with different arm mobility capacities. While there are existing approaches for estimating the effectiveness…

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