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In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy…

Machine Learning · Computer Science 2021-07-26 Andrea Zanette , Kefan Dong , Jonathan Lee , Emma Brunskill

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

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

We consider a multi-player multi-armed bandit setting in the presence of adversaries that attempt to negatively affect the rewards received by the players in the system. The reward distributions for any given arm are heterogeneous across…

Machine Learning · Statistics 2025-01-31 Akshayaa Magesh , Venugopal V. Veeravalli

We study the Logistic Contextual Slate Bandit problem, where, at each round, an agent selects a slate of $N$ items from an exponentially large set (of size $2^{\Omega(N)}$) of candidate slates provided by the environment. A single binary…

Machine Learning · Computer Science 2026-05-13 Tanmay Goyal , Gaurav Sinha

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

We study the stream-based online active learning in a contextual multi-armed bandit framework. In this framework, the reward depends on both the arm and the context. In a stream-based active learning setting, obtaining the ground truth of…

Machine Learning · Computer Science 2016-07-13 Linqi Song

Controlling antenna tilts in cellular networks is imperative to reach an efficient trade-off between network coverage and capacity. In this paper, we devise algorithms learning optimal tilt control policies from existing data (in the…

Machine Learning · Computer Science 2022-01-07 Filippo Vannella , Alexandre Proutiere , Yassir Jedra , Jaeseong Jeong

To address the contextual bandit problem, we propose an online random forest algorithm. The analysis of the proposed algorithm is based on the sample complexity needed to find the optimal decision stump. Then, the decision stumps are…

Machine Learning · Computer Science 2016-09-16 Raphaël Féraud , Robin Allesiardo , Tanguy Urvoy , Fabrice Clérot

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Contextual bandits algorithms aim to choose the optimal arm with the highest reward out of a set of candidates based on the contextual information. Various bandit algorithms have been applied to real-world applications due to their ability…

Machine Learning · Computer Science 2023-08-22 Yunzhe Qi , Yikun Ban , Jingrui He

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 a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

Machine Learning · Computer Science 2020-02-25 Sanath Kumar Krishnamurthy , Susan Athey

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

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

Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual…

Machine Learning · Computer Science 2022-06-10 Botao Hao , Tor Lattimore , Chao Qin

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu

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

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

Machine Learning · Computer Science 2023-03-27 Yikun Ban , Jingrui He

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

Machine Learning · Computer Science 2022-05-25 Gergely Neu , Julia Olkhovskaya