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We present ML-UCB, a generalized upper confidence bound algorithm that integrates arbitrary machine learning models into multi-armed bandit frameworks. A fundamental challenge in deploying sophisticated ML models for sequential…

Machine Learning · Computer Science 2026-01-07 Yajing Liu , Erkao Bao , Linqi Song

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Cooperative multi-agent decision making involves a group of agents cooperatively solving learning problems while communicating over a network with delays. In this paper, we consider the kernelised contextual bandit problem, where the reward…

Machine Learning · Computer Science 2020-08-17 Abhimanyu Dubey , Alex Pentland

We study sequential decision-making in batched nonparametric contextual bandits, where actions are selected over a finite horizon divided into a small number of batches. Motivated by constraints in domains such as medicine and marketing --…

Machine Learning · Statistics 2025-08-04 Sakshi Arya

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…

Artificial Intelligence · Computer Science 2020-09-15 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi , Irina Rish

Recent results in supervised learning suggest that while overparameterized models have the capacity to overfit, they in fact generalize quite well. We ask whether the same phenomenon occurs for offline contextual bandits. Our results are…

Machine Learning · Computer Science 2021-06-17 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

We study the problem of selecting large language models (LLMs) for user queries in settings where multiple LLM providers submit the cost of solving a query. From the users' perspective, choosing an optimal model is a sequential,…

Computer Science and Game Theory · Computer Science 2026-02-17 Pronoy Patra , Sankarshan Damle , Manisha Padala , Sujit Gujar

In production systems, contextual bandit approaches often rely on direct reward models that take both action and context as input. However, these models can suffer from confounding, making it difficult to isolate the effect of the action…

Machine Learning · Computer Science 2025-09-16 Alexandre Gilotte , Otmane Sakhi , Imad Aouali , Benjamin Heymann

We consider a contextual bandit problem with a combinatorial action set and time-varying base arm availability. At the beginning of each round, the agent observes the set of available base arms and their contexts and then selects an action…

Machine Learning · Computer Science 2025-09-26 Andi Nika , Sepehr Elahi , Cem Tekin

We study the linear contextual bandit problem in the presence of adversarial corruption, where the reward at each round is corrupted by an adversary, and the corruption level (i.e., the sum of corruption magnitudes over the horizon) is…

Machine Learning · Computer Science 2022-07-12 Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

Object-goal navigation (Object-nav) entails searching, recognizing and navigating to a target object. Object-nav has been extensively studied by the Embodied-AI community, but most solutions are often restricted to considering static…

We study adversarial attacks on linear stochastic bandits: by manipulating the rewards, an adversary aims to control the behaviour of the bandit algorithm. Perhaps surprisingly, we first show that some attack goals can never be achieved.…

Machine Learning · Computer Science 2022-07-05 Huazheng Wang , Haifeng Xu , Hongning Wang

Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert…

Machine Learning · Computer Science 2024-09-24 Andrew Maher , Matia Gobbo , Lancelot Lachartre , Subash Prabanantham , Rowan Swiers , Puli Liyanagama

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan

This paper explores the application of variational quantum circuits (VQCs) for solving offline contextual bandit problems in industrial optimization tasks. Using the Industrial Benchmark (IB) environment, we evaluate the performance of…

Quantum Physics · Physics 2025-09-10 Lukas Schulte , Daniel Hein , Steffen Udluft , Thomas A. Runkler

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can potentially enhanced the online learning processes. We study how…

Machine Learning · Computer Science 2025-12-19 Wang Chi Cheung , Lixing Lyu

We study the problem of representation learning in stochastic contextual linear bandits. While the primary concern in this domain is usually to find realizable representations (i.e., those that allow predicting the reward function at any…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Matteo Papini , Ahmed Touati , Alessandro Lazaric , Matteo Pirotta

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
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