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The growing interest in complex decision-making and language modeling problems highlights the importance of sample-efficient learning over very long horizons. This work takes a step in this direction by investigating contextual linear…

Machine Learning · Computer Science 2023-02-07 Yuzhen Qin , Yingcong Li , Fabio Pasqualetti , Maryam Fazel , Samet Oymak

Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…

Machine Learning · Computer Science 2024-02-20 Mengxiao Zhang , Haipeng Luo

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

Machine Learning · Computer Science 2021-06-14 Sanath Kumar Krishnamurthy , Vitor Hadad , Susan Athey

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

Data Structures and Algorithms · Computer Science 2014-07-08 José Bento , Stratis Ioannidis , S. Muthukrishnan , Jinyun Yan

In the latent bandit problem, the learner has access to reward distributions and -- for the non-stationary variant -- transition models of the environment. The reward distributions are conditioned on the arm and unknown latent states. The…

Machine Learning · Computer Science 2022-07-11 Alexander Galozy , Slawomir Nowaczyk

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

Machine Learning · Computer Science 2021-12-07 Dean P. Foster , Alexander Rakhlin

We consider a bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…

Machine Learning · Computer Science 2022-10-10 Anand Kalvit , Assaf Zeevi

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Statistics Theory · Mathematics 2025-10-06 Rong Jiang , Cong Ma

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

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

Recent work has considered natural variations of the multi-armed bandit problem, where the reward distribution of each arm is a special function of the time passed since its last pulling. In this direction, a simple (yet widely applicable)…

Machine Learning · Computer Science 2021-05-25 Alexia Atsidakou , Orestis Papadigenopoulos , Soumya Basu , Constantine Caramanis , Sanjay Shakkottai

In $\mathcal{X}$-armed bandit problem an agent sequentially interacts with environment which yields a reward based on the vector input the agent provides. The agent's goal is to maximise the sum of these rewards across some number of time…

Machine Learning · Statistics 2021-01-19 Valeriy Avanesov

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

Machine Learning · Computer Science 2020-08-04 Dalin Guo , Sofia Ira Ktena , Ferenc Huszar , Pranay Kumar Myana , Wenzhe Shi , Alykhan Tejani

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

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

The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…

Machine Learning · Computer Science 2025-02-10 Ruiyuan Huang , Zengfeng Huang

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

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir
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