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We study two model selection settings in stochastic linear bandits (LB). In the first setting, which we refer to as feature selection, the expected reward of the LB problem is in the linear span of at least one of $M$ feature maps (models).…

Machine Learning · Computer Science 2022-06-20 Ahmadreza Moradipari , Berkay Turan , Yasin Abbasi-Yadkori , Mahnoosh Alizadeh , Mohammad Ghavamzadeh

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

Machine Learning · Computer Science 2018-10-30 Julian Zimmert , Yevgeny Seldin

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

Machine Learning · Computer Science 2020-10-09 Yu-Heng Hung , Ping-Chun Hsieh , Xi Liu , P. R. Kumar

We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…

Information Retrieval · Computer Science 2022-06-30 Mengyan Zhang , Thanh Nguyen-Tang , Fangzhao Wu , Zhenyu He , Xing Xie , Cheng Soon Ong

We study generalizations of online bipartite matching in which each arriving vertex (customer) views a ranked list of offline vertices (products) and matches to (purchases) the first one they deem acceptable. The number of products that the…

Data Structures and Algorithms · Computer Science 2023-06-27 Brian Brubach , Nathaniel Grammel , Will Ma , Aravind Srinivasan

We consider a special case of bandit problems, named batched bandits, in which an agent observes batches of responses over a certain time period. Unlike previous work, we consider a more practically relevant batch-centric scenario of batch…

Machine Learning · Computer Science 2023-04-04 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…

Machine Learning · Computer Science 2020-09-24 Dattaraj Rao

Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…

Machine Learning · Statistics 2023-11-14 Parnian Kassraie , Nicolas Emmenegger , Andreas Krause , Aldo Pacchiano

We study sequential decision-making with known rewards and unknown constraints, motivated by situations where the constraints represent expensive-to-evaluate human preferences, such as safe and comfortable driving behavior. We formalize the…

Machine Learning · Computer Science 2022-06-13 David Lindner , Sebastian Tschiatschek , Katja Hofmann , Andreas Krause

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

Machine Learning · Computer Science 2025-08-26 Jiho Park , Huiwen Jia

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

We consider a bandit recommendations problem in which an agent's preferences (representing selection probabilities over recommended items) evolve as a function of past selections, according to an unknown $\textit{preference model}$. In each…

Machine Learning · Computer Science 2024-02-07 Arpit Agarwal , William Brown

Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…

Machine Learning · Computer Science 2022-08-01 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

Machine Learning · Computer Science 2025-09-03 Chinmaya Kausik , Kevin Tan , Ambuj Tewari

This paper explores a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel…

Machine Learning · Computer Science 2019-03-13 Urvashi Oswal , Aniruddha Bhargava , Robert Nowak

As recommender systems send a massive amount of content to keep users engaged, users may experience fatigue which is contributed by 1) an overexposure to irrelevant content, 2) boredom from seeing too many similar recommendations. To…

Machine Learning · Computer Science 2020-08-25 Junyu Cao , Wei Sun , Zuo-Jun , Shen , Markus Ettl