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Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan

In question answering (QA), different questions can be effectively addressed with different answering strategies. Some require a simple lookup, while others need complex, multi-step reasoning to be answered adequately. This observation…

Computation and Language · Computer Science 2024-09-24 Mohanna Hoveyda , Arjen P. de Vries , Maarten de Rijke , Harrie Oosterhuis , Faegheh Hasibi

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…

Applications · Statistics 2017-03-16 Adam Smith , Sofia S. Villar

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

Methodology · Statistics 2026-02-13 Rohit Kanrar , Chunlin Li , Zara Ghodsi , Margaret Gamalo

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Machine Learning · Computer Science 2018-10-23 Adam N. Elmachtoub , Ryan McNellis , Sechan Oh , Marek Petrik

In this paper we consider the problem of online stochastic optimization of a locally smooth function under bandit feedback. We introduce the high-confidence tree (HCT) algorithm, a novel any-time $\mathcal{X}$-armed bandit algorithm, and…

Machine Learning · Statistics 2014-05-20 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Contextual bandit algorithms -- a class of multi-armed bandit algorithms that exploit the contextual information -- have been shown to be effective in solving sequential decision making problems under uncertainty. A common assumption…

Machine Learning · Computer Science 2017-01-25 Linqi Song , Jie Xu

Controlling antenna tilts in cellular networks is imperative to reach an efficient trade-off between network coverage and capacity. In this paper, we devise algorithms learning optimal tilt control policies from existing data (in the…

Machine Learning · Computer Science 2022-01-07 Filippo Vannella , Alexandre Proutiere , Yassir Jedra , Jaeseong Jeong

In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…

Machine Learning · Statistics 2023-10-04 Zhaoqi Li , Lillian Ratliff , Houssam Nassif , Kevin Jamieson , Lalit Jain

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

Optimizing an interactive system against a predefined online metric is particularly challenging, when the metric is computed from user feedback such as clicks and payments. The key challenge is the counterfactual nature: in the case of Web…

Machine Learning · Computer Science 2014-03-13 Lihong Li , Shunbao Chen , Jim Kleban , Ankur Gupta

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

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

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

Digital behaviour change systems increasingly rely on repeated, system-initiated messages to support users in everyday contexts. LLMs enable these messages to be personalised consistently across interactions, yet it remains unclear whether…

Human-Computer Interaction · Computer Science 2026-03-02 Dominik P. Hofer , David Haag , Rania Islambouli , Jan D. Smeddinck