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We study the problem of designing replication-proof bandit mechanisms when agents strategically register or replicate their own arms to maximize their payoff. Specifically, we consider Bayesian agents who only know the distribution from…

Computer Science and Game Theory · Computer Science 2025-02-04 Suho Shin , Seyed A. Esmaeili , MohammadTaghi Hajiaghayi

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…

Machine Learning · Computer Science 2024-01-24 Aldo Pacchiano , Christoph Dann , Claudio Gentile

This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier

We consider a special case of bandit problems, namely batched bandits. Motivated by natural restrictions of recommender systems and e-commerce platforms, we assume that a learning agent observes responses batched in groups over a certain…

Machine Learning · Computer Science 2021-11-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…

Machine Learning · Statistics 2023-06-13 Moise Blanchard , Steve Hanneke , Patrick Jaillet

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

Machine Learning · Computer Science 2016-11-08 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

While Large Language Models (LLMs) hold promise to become autonomous agents, they often explore suboptimally in sequential decision-making. Recent work has sought to enhance this capability via supervised fine-tuning (SFT) or reinforcement…

Machine Learning · Computer Science 2025-09-30 Sanxing Chen , Xiaoyin Chen , Yukun Huang , Roy Xie , Bhuwan Dhingra

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

Computer Science and Game Theory · Computer Science 2026-02-25 Ramya Ramalingam , Osbert Bastani , Aaron Roth

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

Machine Learning · Computer Science 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi