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We consider a multi-round auction setting motivated by pay-per-click auctions for Internet advertising. In each round the auctioneer selects an advertiser and shows her ad, which is then either clicked or not. An advertiser derives value…

数据结构与算法 · 计算机科学 2013-06-05 Moshe Babaioff , Yogeshwer Sharma , Aleksandrs Slivkins

While significant progress has been made in designing algorithms that minimize regret in online decision-making, real-world scenarios often introduce additional complexities, perhaps the most challenging of which is missing outcomes.…

机器学习 · 统计学 2024-11-11 Ilia Mahrooghi , Mahshad Moradi , Sina Akbari , Negar Kiyavash

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

机器学习 · 计算机科学 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…

人工智能 · 计算机科学 2018-10-24 Di Wu , Xiujun Chen , Xun Yang , Hao Wang , Qing Tan , Xiaoxun Zhang , Jian Xu , Kun Gai

Real-time bidding is the new paradigm of programmatic advertising. An advertiser wants to make the intelligent choice of utilizing a \textbf{Demand-Side Platform} to improve the performance of their ad campaigns. Existing approaches are…

人工智能 · 计算机科学 2022-09-14 Yining Lu , Changjie Lu , Naina Bandyopadhyay , Manoj Kumar , Gaurav Gupta

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

机器学习 · 计算机科学 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

机器学习 · 计算机科学 2025-06-17 Mansoor Davoodi , Setareh Maghsudi

In this work, we study recommendation systems modelled as contextual multi-armed bandit (MAB) problems. We propose a graph-based recommendation system that learns and exploits the geometry of the user space to create meaningful clusters in…

信息检索 · 计算机科学 2018-08-02 Kaige Yang , Laura Toni

The emergent technology of Reconfigurable Intelligent Surfaces (RISs) has the potential to transform wireless environments into controllable systems, through programmable propagation of information-bearing signals. Techniques stemming from…

Online experimentation with interference is a common challenge in modern applications such as e-commerce and adaptive clinical trials in medicine. For example, in online marketplaces, the revenue of a good depends on discounts applied to…

机器学习 · 计算机科学 2024-05-30 Abhineet Agarwal , Anish Agarwal , Lorenzo Masoero , Justin Whitehouse

LLMs are increasingly used to design reward functions based on human preferences in Reinforcement Learning (RL). We focus on LLM-designed rewards for Restless Multi-Armed Bandits, a framework for allocating limited resources among agents.…

机器学习 · 计算机科学 2025-10-22 Shresth Verma , Niclas Boehmer , Lingkai Kong , Milind Tambe

Neural networks and deep learning are changing the way that artificial intelligence is being done. Efficiently choosing a suitable network architecture and fine-tune its hyper-parameters for a specific dataset is a time-consuming task given…

机器学习 · 计算机科学 2019-05-16 David Laredo , Yulin Qin , Oliver Schütze , Jian-Qiao Sun

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

计量经济学 · 经济学 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Self-Adaptive Multi-Agent Systems (AMAS) transform machine learning problems into problems of local cooperation between agents. We present smapy, an ensemble based AMAS implementation for mobility prediction, whose agents are provided with…

The widespread availability of cell phones has enabled non-profits to deliver critical health information to their beneficiaries in a timely manner. This paper describes our work to assist non-profits that employ automated messaging…

We analytically derive a class of optimal solutions to a linear program (LP) for automated mechanism design that satisfies efficiency, incentive compatibility, strong budget balance (SBB), and individual rationality (IR), where SBB and IR…

计算机科学与博弈论 · 计算机科学 2025-05-20 Takayuki Osogami , Hirota Kinoshita , Segev Wasserkrug

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

最优化与控制 · 数学 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

机器学习 · 计算机科学 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

The performance of large language models (LLMs) is highly sensitive to the input prompt, making prompt optimization a critical task. However, real-world application is hindered by three major challenges: (1) the black-box nature of powerful…

机器学习 · 计算机科学 2025-09-30 Pingchen Lu , Zhi Hong , Zhiwei Shang , Zhiyong Wang , Yikun Ban , Yao Shu , Min Zhang , Shuang Qiu , Zhongxiang Dai

Motivated by a broad class of mobile intervention problems, we propose and study restless multi-armed bandits (RMABs) with network effects. In our model, arms are partially recharging and connected through a graph, so that pulling one arm…