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We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

Machine Learning · Computer Science 2022-02-01 Jade Freeman , Michael Rawson

Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty.…

Optimization and Control · Mathematics 2025-11-11 Utsav Sadana , Abhilash Chenreddy , Erick Delage , Alexandre Forel , Emma Frejinger , Thibaut Vidal

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

Machine Learning · Computer Science 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Machine Learning · Computer Science 2025-10-29 Imad Aouali

We consider the general (stochastic) contextual bandit problem under the realizability assumption, i.e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$. We design a fast and…

Machine Learning · Computer Science 2021-07-13 David Simchi-Levi , Yunzong Xu

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

We introduce Explearn, an online algorithm that learns to jointly output predictions and explanations for those predictions. Explearn leverages Gaussian Processes (GP)-based contextual bandits. This brings two key benefits. First, GPs…

Machine Learning · Computer Science 2021-02-09 Freya Behrens , Stefano Teso , Davide Mottin

Practical recommender systems experience a cold-start problem when observed user-item interactions in the history are insufficient. Meta learning, especially gradient based one, can be adopted to tackle this problem by learning initial…

Information Retrieval · Computer Science 2021-11-01 Xidong Feng , Chen Chen , Dong Li , Mengchen Zhao , Jianye Hao , Jun Wang

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

The rapidly changing workload of service-based systems can easily cause under-/over-utilization on the component services, which can consequently affect the overall Quality of Service (QoS), such as latency. Self-adaptive services…

Software Engineering · Computer Science 2020-04-01 Satish Kumar , Tao Chen , Rami Bahsoon , Rajkumar Buyya

Performance metrics-driven context caching has a profound impact on throughput and response time in distributed context management systems for real-time context queries. This paper proposes a reinforcement learning based approach to…

Systems and Control · Electrical Eng. & Systems 2023-02-10 Shakthi Weerasinghe , Arkady Zaslavsky , Seng W. Loke , Amin Abken , Alireza Hassani

Service robots need to reason to support people in daily life situations. Reasoning is an expensive resource that should be used on demand whenever the expectations of the robot do not match the situation of the world and the execution of…

Robotics · Computer Science 2020-12-15 Luis A. Pineda , Noé Hernández , Arturo Rodríguez , Ricardo Cruz , Gibrán Fuentes

We consider the problem of learning to choose actions using contextual information when provided with limited feedback in the form of relative pairwise comparisons. We study this problem in the dueling-bandits framework of Yue et al.…

Machine Learning · Computer Science 2015-06-16 Miroslav Dudík , Katja Hofmann , Robert E. Schapire , Aleksandrs Slivkins , Masrour Zoghi

This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulfilling bias) arises because the endogeneity of the data…

Econometrics · Economics 2023-09-29 Jin Li , Ye Luo , Xiaowei Zhang

Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer's valuation for the…

Machine Learning · Statistics 2023-03-07 Yiyun Luo , Will Wei Sun , and Yufeng Liu