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We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat

In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…

Machine Learning · Computer Science 2015-03-24 Cem Tekin , Mihaela van der Schaar

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Machine Learning · Statistics 2023-02-07 Jeffrey Chan , Aldo Pacchiano , Nilesh Tripuraneni , Yun S. Song , Peter Bartlett , Michael I. Jordan

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Machine Learning · Statistics 2021-03-26 Min-hwan Oh , Garud Iyengar

We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

Machine Learning · Computer Science 2020-05-06 Djallel Bouneffouf , Emmanuelle Claeys

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

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

Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is…

Machine Learning · Computer Science 2015-03-13 Lihong Li , Wei Chu , John Langford , Xuanhui Wang

This paper establishes a connection between a category of discrete choice models and the realms of online learning and multiarmed bandit algorithms. Our contributions can be summarized in two key aspects. Firstly, we furnish sublinear…

Machine Learning · Statistics 2023-10-03 Emerson Melo , David Müller

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…

Computation and Language · Computer Science 2026-04-23 Baran Atalar , Eddie Zhang , Carlee Joe-Wong

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

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Machine Learning · Computer Science 2025-10-29 Imad Aouali

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 study the problem of selecting large language models (LLMs) for user queries in settings where multiple LLM providers submit the cost of solving a query. From the users' perspective, choosing an optimal model is a sequential,…

Computer Science and Game Theory · Computer Science 2026-02-17 Pronoy Patra , Sankarshan Damle , Manisha Padala , Sujit Gujar

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

We consider the problem of learning to choose actions using contextual information when provided with limited feedback in the form of relative pairwise comparisons. We study this problem in the dueling-bandits framework of Yue et al.…

Machine Learning · Computer Science 2015-06-16 Miroslav Dudík , Katja Hofmann , Robert E. Schapire , Aleksandrs Slivkins , Masrour Zoghi

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

Machine Learning · Computer Science 2021-04-16 Chuanhao Li , Qingyun Wu , Hongning Wang

In this paper, we consider the contextual variant of the MNL-Bandit problem. More specifically, we consider a dynamic set optimization problem, where a decision-maker offers a subset (assortment) of products to a consumer and observes the…

Machine Learning · Computer Science 2024-04-16 Priyank Agrawal , Theja Tulabandhula , Vashist Avadhanula