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We study the problem of federated contextual combinatorial cascading bandits, where $|\mathcal{U}|$ agents collaborate under the coordination of a central server to provide tailored recommendations to the $|\mathcal{U}|$ corresponding…

Machine Learning · Computer Science 2024-02-27 Hantao Yang , Xutong Liu , Zhiyong Wang , Hong Xie , John C. S. Lui , Defu Lian , Enhong Chen

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of…

Machine Learning · Computer Science 2018-03-06 Dylan J. Foster , Alekh Agarwal , Miroslav Dudík , Haipeng Luo , Robert E. Schapire

We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…

Machine Learning · Computer Science 2020-01-23 Priyank Agrawal , Theja Tulabandhula

Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly…

Machine Learning · Computer Science 2020-02-14 Awni Hannun , Brian Knott , Shubho Sengupta , Laurens van der Maaten

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

Web-based applications such as chatbots, search engines and news recommendations continue to grow in scale and complexity with the recent surge in the adoption of LLMs. Online model selection has thus garnered increasing attention due to…

Machine Learning · Computer Science 2024-03-13 Yu Xia , Fang Kong , Tong Yu , Liya Guo , Ryan A. Rossi , Sungchul Kim , Shuai Li

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

Artificial Intelligence · Computer Science 2018-09-10 Yogatheesan Varatharajah , Brent Berry , Sanmi Koyejo , Ravishankar Iyer

Contextual bandit algorithms have transformed modern experimentation by enabling real-time adaptation for personalized treatment and efficient use of data. Yet these advantages create challenges for statistical inference due to adaptivity.…

Statistics Theory · Mathematics 2025-09-23 Yongyi Guo , Ziping Xu

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

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two…

Neural and Evolutionary Computing · Computer Science 2014-09-30 Robin Allesiardo , Raphael Feraud , Djallel Bouneffouf

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…

Machine Learning · Computer Science 2023-12-18 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

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

Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually…

Information Retrieval · Computer Science 2019-07-04 Yong Liu , Yingtai Xiao , Qiong Wu , Chunyan Miao , Juyong Zhang

Explosive demands for LLMs often cause user queries to accumulate in server queues, requiring efficient routing (query-LLM matching) and scheduling (query prioritization) mechanisms. Several online algorithms are being deployed, but they…

Machine Learning · Computer Science 2026-02-03 Seoungbin Bae , Junyoung Son , Dabeen Lee

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

Machine Learning · Computer Science 2021-02-26 Quanquan Gu , Amin Karbasi , Khashayar Khosravi , Vahab Mirrokni , Dongruo Zhou

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

In this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon and the constant C is related to optimizing the UCB rule,…

Machine Learning · Computer Science 2022-02-14 Houssam Zenati , Alberto Bietti , Eustache Diemert , Julien Mairal , Matthieu Martin , Pierre Gaillard

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu