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Contextual bandits have emerged as a cornerstone in reinforcement learning, enabling systems to make decisions with partial feedback. However, as contexts grow in complexity, traditional bandit algorithms can face challenges in adequately…

Machine Learning · Computer Science 2023-11-07 Ali Baheri , Cecilia O. Alm

This paper introduces a novel multi-armed bandits framework, termed Contextual Restless Bandits (CRB), for complex online decision-making. This CRB framework incorporates the core features of contextual bandits and restless bandits, so that…

Artificial Intelligence · Computer Science 2024-03-26 Xin Chen , I-Hong Hou

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

Machine Learning · Computer Science 2026-03-18 Wei Min Loh , Sajib Kumer Sinha , Ankur Agarwal , Pascal Poupart

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

Conversion rate optimization means designing web interfaces such that more visitors perform a desired action (such as register or purchase) on the site. One promising approach, implemented in Sentient Ascend, is to optimize the design using…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Xin Qiu , Risto Miikkulainen

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

Machine Learning · Computer Science 2021-04-06 Jianyi Yang , Shaolei Ren

In this paper we argue that contextual multi-armed bandit algorithms could open avenues for designing self-learning security modules for computer networks and related tasks. The paper has two contributions: a conceptual one and an…

Networking and Internet Architecture · Computer Science 2012-07-13 Tobias Jung , Sylvain Martin , Damien Ernst , Guy Leduc

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

In this report, we survey Bayesian Optimization methods focussed on the Multi-Armed Bandit Problem. We take the help of the paper "Portfolio Allocation for Bayesian Optimization". We report a small literature survey on the acquisition…

Machine Learning · Computer Science 2020-12-16 Abhilash Nandy , Chandan Kumar , Deepak Mewada , Soumya Sharma

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

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting…

Machine Learning · Statistics 2018-03-13 Eralp Turğay , Doruk Öner , Cem Tekin

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

Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…

Machine Learning · Computer Science 2021-07-28 Jiayu Yao , Emma Brunskill , Weiwei Pan , Susan Murphy , Finale Doshi-Velez