arXiv Machine Learning
Aug 19

Latent Order Bandits

The paper introduces Latent Order Bandits (LOB), a new bandit framework that relaxes the strict assumptions of traditional latent bandits by only requiring a partial order of action preferences within each latent state. LOB allows instances sharing the same state to have different reward distributions as long as the action ranking remains consistent, making it suitable for scenarios like user groups on streaming services who agree on genre preferences but rate differently. The authors present an upper‑confidence bound algorithm for both total and partial latent orders, provide regret bounds, and propose a posterior‑sampling variant that empirically outperforms full‑prior latent bandits when reward scales vary across instances sharing the same latent state.

By Emil Carlsson, Newton Mwai, Fredrik D. Johansson
arXiv Machine Learning
Aug 13

DCM Bandits: Multiplayer Information Asymmetric Cascading Bandits for Multiple Clicks

arXiv:2608. 11873v1 Announce Type: new Abstract: In this work, we extend the Dependent Click Model (DCM) Bandits to a multiplayer information-asymmetric setting, where multiple agents interact with a shared ranked list and may observe multiple clicks per session, introducing new challenges for selection strategies.

By Andy Wang, Charlton Shih, William Chang
arXiv Machine Learning
3d ago

Empirical Bayesian Multi-Bandit Learning

The paper introduces a hierarchical Bayesian framework for multi-task contextual bandits, capturing both heterogeneity and correlations among bandit instances. It proposes an empirical Bayesian method to estimate the covariance matrix of the prior, leading to two new algorithms—ebmTS and ebmUCB—that incorporate this prior into decision making. The authors provide frequentist regret bounds and show through synthetic and real-world experiments that these algorithms outperform existing methods, especially in complex settings.

By Xia Jiang, Rong J. B. Zhu