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The contextual bandit problem, where agents arrive sequentially with personal contexts and the system adapts its arm allocation decisions accordingly, has recently garnered increasing attention for enabling more personalized outcomes.…

Machine Learning · Computer Science 2025-05-06 Yiting Hu , Lingjie Duan

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

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

Adversarial attacks on stochastic bandits have traditionally relied on some unrealistic assumptions, such as per-round reward manipulation and unbounded perturbations, limiting their relevance to real-world systems. We propose a more…

Machine Learning · Computer Science 2026-05-08 Qirun Zeng , Eric He , Richard Hoffmann , Xuchuang Wang , Jinhang Zuo

We consider the stochastic multi-armed bandit problem and the contextual bandit problem with historical observations and pre-clustered arms. The historical observations can contain any number of instances for each arm, and the…

Machine Learning · Computer Science 2019-06-11 Djallel Bouneffouf , Srinivasan Parthasarathy , Horst Samulowitz , Martin Wistub

Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…

Machine Learning · Computer Science 2021-06-29 Kaushik Roy , Qi Zhang , Manas Gaur , Amit Sheth

A large number of statistical decision problems in the social sciences and beyond can be framed as a (contextual) multi-armed bandit problem. However, it is notoriously hard to develop and evaluate policies that tackle these types of…

Human-Computer Interaction · Computer Science 2018-09-05 Jules Kruijswijk , Robin van Emden , Petri Parvinen , Maurits Kaptein

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

Machine Learning · Computer Science 2023-02-09 Alekh Agarwal , Claudio Gentile , Teodor V. Marinov

We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…

Machine Learning · Computer Science 2020-01-23 Priyank Agrawal , Theja Tulabandhula

Individual human decision-makers may benefit from different forms of support to improve decision outcomes, but when each form of support will yield better outcomes? In this work, we posit that personalizing access to decision support tools…

Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…

Applications · Statistics 2017-03-16 Adam Smith , Sofia S. Villar

We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…

Machine Learning · Statistics 2021-09-10 Sujay Bhatt , Ping Li , Gennady Samorodnitsky

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

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

We propose a contextual-bandit approach for demand side management by offering price incentives. More precisely, a target mean consumption is set at each round and the mean consumption is modeled as a complex function of the distribution of…

Machine Learning · Computer Science 2019-05-14 Margaux Brégère , Pierre Gaillard , Yannig Goude , Gilles Stoltz

We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…

Machine Learning · Computer Science 2021-06-08 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song