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Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

Statistics Theory · Mathematics 2025-02-06 Zihan Cui

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

The contextual bandit problem, which is a type of reinforcement learning tasks, provides an effective framework for solving challenges in recommendation systems, such as satisfying real-time requirements, enabling personalization,…

Machine Learning · Computer Science 2025-01-16 Shogo Ito , Tatsuji Takahashi , Yu Kono

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Machine Learning · Statistics 2023-05-30 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Widespread applications of deep learning have led to a plethora of pre-trained neural network models for common tasks. Such models are often adapted from other models via transfer learning. The models may have varying training sets,…

Machine Learning · Computer Science 2019-03-06 Nirmit Desai , Linsong Chu , Raghu K. Ganti , Sebastian Stein , Mudhakar Srivatsa

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

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The radar is capable of passively sensing the spectrum at regular intervals, which provides side information…

Information Theory · Computer Science 2021-10-15 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

In recent years, reinforcement learning and bandits have transformed a wide range of real-world applications including healthcare, finance, recommendation systems, robotics, and last but not least, the speech and natural language…

Artificial Intelligence · Computer Science 2023-10-20 Baihan Lin

We develop a learning principle and an efficient algorithm for batch learning from logged bandit feedback. This learning setting is ubiquitous in online systems (e.g., ad placement, web search, recommendation), where an algorithm makes a…

Machine Learning · Computer Science 2015-05-22 Adith Swaminathan , Thorsten Joachims

Deep Reinforcement Learning (DRL) has achieved remarkable success in complex sequential decision-making tasks, such as playing Atari 2600 games and mastering board games. A critical yet underexplored aspect of DRL is the temporal scale of…

Machine Learning · Computer Science 2025-07-02 Abhishek Verma , Nallarasan V , Balaraman Ravindran

Online recommendation services recommend multiple commodities to users. Nowadays, a considerable proportion of users visit e-commerce platforms by mobile devices. Due to the limited screen size of mobile devices, positions of items have a…

Machine Learning · Computer Science 2020-08-24 Xu He , Bo An , Yanghua Li , Haikai Chen , Qingyu Guo , Xin Li , Zhirong Wang

We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…

Machine Learning · Computer Science 2021-01-18 Kai Zheng , Tianle Cai , Weiran Huang , Zhenguo Li , Liwei Wang

Parametric, feature-based reward models are employed by a variety of algorithms in decision-making settings such as bandits and Markov decision processes (MDPs). The typical assumption under which the algorithms are analysed is…

Machine Learning · Computer Science 2024-02-23 Debangshu Banerjee , Aditya Gopalan

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

Deep reinforcement learning has enabled human-level or even super-human performance in various types of games. However, the amount of exploration required for learning is often quite large. Deep reinforcement learning also has super-human…

Machine Learning · Computer Science 2021-12-14 Akane Minami , Yu Kono , Tatsuji Takahashi

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

Information Retrieval · Computer Science 2019-09-19 Olivier Jeunen , Dmytro Mykhaylov , David Rohde , Flavian Vasile , Alexandre Gilotte , Martin Bompaire

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud
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