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This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

We consider stochastic multi-armed bandit problems with graph feedback, where the decision maker is allowed to observe the neighboring actions of the chosen action. We allow the graph structure to vary with time and consider both…

Machine Learning · Computer Science 2017-11-10 Fang Liu , Swapna Buccapatnam , Ness Shroff

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches…

Machine Learning · Computer Science 2026-04-02 Fateme Jamshidi , Mohammad Shahverdikondori , Negar Kiyavash

Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…

Statistics Theory · Mathematics 2026-01-01 Wanteng Ma , T. Tony Cai

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

This work addresses learning online fair division under uncertainty, where a central planner sequentially allocates items without precise knowledge of agents' values or utilities. Departing from conventional online algorithm, the planner…

Machine Learning · Computer Science 2023-11-16 Hakuei Yamada , Junpei Komiyama , Kenshi Abe , Atsushi Iwasaki

We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…

Machine Learning · Computer Science 2023-02-08 Xiaolu Wang , Yuen-Man Pun , Anthony Man-Cho So

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Machine Learning · Computer Science 2021-01-05 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a…

Machine Learning · Computer Science 2020-10-26 Sohini Upadhyay , Mikhail Yurochkin , Mayank Agarwal , Yasaman Khazaeni , DjallelBouneffouf

Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at…

Machine Learning · Computer Science 2012-03-05 Lihong Li , Wei Chu , John Langford , Robert E. Schapire

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

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

Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward…

Machine Learning · Computer Science 2023-11-01 Ravi Kumar Kolla , Prashanth L. A. , Aditya Gopalan , Krishna Jagannathan , Michael Fu , Steve Marcus

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

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 consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

The stochastic $K$-armed bandit problem has been studied extensively due to its applications in various domains ranging from online advertising to clinical trials. In practice however, the number of arms can be very large resulting in large…

Machine Learning · Computer Science 2022-05-03 Arpit Agarwal , Sanjeev Khanna , Prathamesh Patil

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the…

Machine Learning · Statistics 2017-03-13 Rajat Sen , Karthikeyan Shanmugam , Alexandros G. Dimakis , Sanjay Shakkottai

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

Machine Learning · Computer Science 2014-11-24 Branislav Kveton , Zheng Wen , Azin Ashkan , Michal Valko
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