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We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

The Indexed Minimum Empirical Divergence (IMED) algorithm is a highly effective approach that offers a stronger theoretical guarantee of the asymptotic optimality compared to the Kullback--Leibler Upper Confidence Bound (KL-UCB) algorithm…

Machine Learning · Computer Science 2024-05-27 Jie Bian , Vincent Y. F. Tan

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…

Machine Learning · Computer Science 2022-11-11 Chao Gan , Jing Yang , Ruida Zhou , Cong Shen

Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…

Machine Learning · Computer Science 2026-03-26 Shubham Vaishnav , Praveen Kumar Donta , Sindri Magnússon

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

In real-world online web systems, multiple users usually arrive sequentially into the system. For applications like click fraud and fake reviews, some users can maliciously perform corrupted (disrupted) behaviors to trick the system.…

Machine Learning · Computer Science 2023-10-11 Zhiyong Wang , Jize Xie , Tong Yu , Shuai Li , John C. S. Lui

We study the problem of combining multiple bandit algorithms (that is, online learning algorithms with partial feedback) with the goal of creating a master algorithm that performs almost as well as the best base algorithm if it were to be…

Machine Learning · Computer Science 2017-06-07 Alekh Agarwal , Haipeng Luo , Behnam Neyshabur , Robert E. Schapire

The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…

Machine Learning · Computer Science 2021-04-09 Matteo Papini , Andrea Tirinzoni , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…

Machine Learning · Computer Science 2018-06-07 Seth Neel , Aaron Roth

We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized…

Machine Learning · Computer Science 2021-02-02 Alon Cohen , Haim Kaplan , Tomer Koren , Yishay Mansour

We consider a variant of the classical online linear optimization problem in which at every step, the online player receives a "hint" vector before choosing the action for that round. Rather surprisingly, it was shown that if the hint…

Machine Learning · Computer Science 2020-10-05 Aditya Bhaskara , Ashok Cutkosky , Ravi Kumar , Manish Purohit

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…

Machine Learning · Computer Science 2025-02-10 Ruiyuan Huang , Zengfeng Huang

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

This paper investigates off-policy evaluation in contextual bandits, aiming to quantify the performance of a target policy using data collected under a different and potentially unknown behavior policy. Recently, methods based on conformal…

Machine Learning · Statistics 2025-07-23 Yilong Wan , Yuqiang Li , Xianyi Wu