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A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

Machine Learning · Computer Science 2026-05-26 Emma Brunskill , Ishani Karmarkar , Zhaoqi Li

Personalized recommendations for new users, also known as the cold-start problem, can be formulated as a contextual bandit problem. Existing contextual bandit algorithms generally rely on features alone to capture user variability. Such…

Machine Learning · Computer Science 2016-04-25 Li Zhou , Emma Brunskill

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

Machine Learning · Statistics 2013-07-29 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Digital mental health (DMH) interventions, such as text-message-based lessons and activities, offer immense potential for accessible mental health support. While these interventions can be effective, real-world experimental testing can…

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes…

Machine Learning · Computer Science 2012-10-19 Stephane Caron , Branislav Kveton , Marc Lelarge , Smriti Bhagat

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

We develop confidence bounds that hold uniformly over time for off-policy evaluation in the contextual bandit setting. These confidence sequences are based on recent ideas from martingale analysis and are non-asymptotic, non-parametric, and…

Machine Learning · Computer Science 2021-02-19 Nikos Karampatziakis , Paul Mineiro , Aaditya Ramdas

Bandit learning has been an increasingly popular design choice for recommender system. Despite the strong interest in bandit learning from the community, there remains multiple bottlenecks that prevent many bandit learning approaches from…

Information Retrieval · Computer Science 2023-08-01 Hongbo Guo , Ruben Naeff , Alex Nikulkov , Zheqing Zhu

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

Applications and systems are constantly faced with decisions that require picking from a set of actions based on contextual information. Reinforcement-based learning algorithms such as contextual bandits can be very effective in these…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Machine Learning · Computer Science 2023-02-16 Hossein Esfandiari , Alkis Kalavasis , Amin Karbasi , Andreas Krause , Vahab Mirrokni , Grigoris Velegkas

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, select, and learn new, potentially better-performing, policies.…

Machine Learning · Statistics 2024-11-01 Otmane Sakhi , Imad Aouali , Pierre Alquier , Nicolas Chopin

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

Machine Learning · Computer Science 2025-01-15 Kelly W. Zhang , Thomas Baldwin-McDonald , Kamil Ciosek , Lucas Maystre , Daniel Russo

We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…

Machine Learning · Computer Science 2020-01-23 Priyank Agrawal , Theja Tulabandhula

The cooperative bandit problem is a multi-agent decision problem involving a group of agents that interact simultaneously with a multi-armed bandit, while communicating over a network with delays. The central idea in this problem is to…

Machine Learning · Statistics 2022-05-31 Abhimanyu Dubey , Alex Pentland

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…

Information Theory · Computer Science 2007-10-09 Lifeng Lai , Hesham El Gamal , Hai Jiang , H. Vincent Poor

A/B testing is widely used in modern technology companies for policy evaluation and product deployment, with the goal of comparing the outcomes under a newly-developed policy against a standard control. Various causal inference and…

Machine Learning · Statistics 2025-07-25 Jinjuan Wang , Qianglin Wen , Yu Zhang , Xiaodong Yan , Chengchun Shi
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