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We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack…

Machine Learning · Computer Science 2018-08-27 Yuzhe Ma , Kwang-Sung Jun , Lihong Li , Xiaojin Zhu

We present a Bayesian view of counterfactual risk minimization (CRM) for offline learning from logged bandit feedback. Using PAC-Bayesian analysis, we derive a new generalization bound for the truncated inverse propensity score estimator.…

Machine Learning · Computer Science 2020-04-03 Ben London , Ted Sandler

Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…

Machine Learning · Computer Science 2025-11-25 Aishwarya Mandyam , Kalyani Limaye , Barbara E. Engelhardt , Emily Alsentzer

We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he…

Machine Learning · Computer Science 2011-10-26 Shie Mannor , Ohad Shamir

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Learning paradigms based purely on offline data as well as those based solely on sequential online learning have been well-studied in the literature. In this paper, we consider combining offline data with online learning, an area less…

Machine Learning · Computer Science 2023-06-16 Shubhada Agrawal , Sandeep Juneja , Karthikeyan Shanmugam , Arun Sai Suggala

The information ratio offers an approach to assessing the efficacy with which an agent balances between exploration and exploitation. Originally, this was defined to be the ratio between squared expected regret and the mutual information…

Machine Learning · Computer Science 2021-02-19 Adithya M. Devraj , Benjamin Van Roy , Kuang Xu

Learning from human feedback has been central to recent advances in artificial intelligence and machine learning. Since the collection of human feedback is costly, a natural question to ask is if the new feedback always needs to collected.…

Machine Learning · Computer Science 2024-06-17 Aniruddha Bhargava , Lalit Jain , Branislav Kveton , Ge Liu , Subhojyoti Mukherjee

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of…

Machine Learning · Computer Science 2024-08-12 Yihong Guo , Hao Liu , Yisong Yue , Anqi Liu

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Machine Learning · Computer Science 2025-07-15 J. Jon Ryu , Jeongyeol Kwon , Benjamin Koppe , Kwang-Sung Jun

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

We study how to use naturally available user feedback, such as clicks, to optimize large language model (LLM) pipelines for generating personalized sentences using prompts. Naive approaches, which estimate the policy gradient in the prompt…

Machine Learning · Computer Science 2025-04-04 Haruka Kiyohara , Daniel Yiming Cao , Yuta Saito , Thorsten Joachims

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Statistics 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily…

Machine Learning · Computer Science 2017-09-07 Quentin Berthet , Vianney Perchet
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