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Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

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…

Volunteer-based food rescue platforms tackle food waste by matching surplus food to communities in need. These platforms face the dual problem of maintaining volunteer engagement and maximizing the food rescued. Existing algorithms to…

Machine Learning · Computer Science 2025-09-16 Ariana Tang , Naveen Raman , Fei Fang , Zheyuan Ryan Shi

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}.…

Machine Learning · Statistics 2016-05-30 Andrea Locatelli , Maurilio Gutzeit , Alexandra Carpentier

Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at…

Machine Learning · Computer Science 2012-03-05 Lihong Li , Wei Chu , John Langford , Robert E. Schapire

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This…

Machine Learning · Statistics 2020-09-07 Yining Wang , Yi Chen , Ethan X. Fang , Zhaoran Wang , Runze Li

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

Artificial Intelligence · Computer Science 2026-04-08 Uljad Berdica , Fernando Acero , Anton Ipsen , Parisa Zehtabi , Michael Cashmore , Manuela Veloso

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real…

Machine Learning · Computer Science 2024-05-06 Jose A. Ayala-Romero , Andres Garcia-Saavedra , Xavier Costa-Perez

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional…

Machine Learning · Statistics 2020-02-14 Gi-Soo Kim , Myunghee Cho Paik

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…

Machine Learning · Statistics 2020-04-21 Hamsa Bastani , Mohsen Bayati , Khashayar Khosravi

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli