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Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and…

Machine Learning · Computer Science 2013-01-10 Yash Deshpande , Andrea Montanari

Contextual bandit algorithms are commonly used in recommender systems, where content popularity can change rapidly. These algorithms continuously learn latent mappings between users and items, based on contexts associated with them both.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Kanak Mahadik , Qingyun Wu , Shuai Li , Amit Sabne

Information retrieval systems, such as online marketplaces, news feeds, and search engines, are ubiquitous in today's digital society. They facilitate information discovery by ranking retrieved items on predicted relevance, i.e. likelihood…

Econometrics · Economics 2022-05-16 Rina Friedberg , Karthik Rajkumar , Jialiang Mao , Qian Yao , YinYin Yu , Min Liu

Online learning to rank (OLTR) studies how to recommend a short ranked list of items from a large pool and improves future rankings based on user clicks. This setting is commonly modeled as cascading bandits, where the objective is to…

Machine Learning · Computer Science 2025-11-06 Fatemeh Ghaffari , Siddarth Sitaraman , Xutong Liu , Xuchuang Wang , Mohammad Hajiesmaili

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

Traditionally, when recommender systems are formalized as multi-armed bandits, the policy of the recommender system influences the rewards accrued, but not the length of interaction. However, in real-world systems, dissatisfied users may…

Machine Learning · Computer Science 2024-02-19 Omer Ben-Porat , Lee Cohen , Liu Leqi , Zachary C. Lipton , Yishay Mansour

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit's actions on the rewards of others. In contextual bandit (CB) settings, where multiple units are present in the…

Machine Learning · Computer Science 2024-09-25 Yang Xu , Wenbin Lu , Rui Song

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…

Artificial Intelligence · Computer Science 2020-09-15 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi , Irina Rish

Multiple-play bandits aim at displaying relevant items at relevant positions on a web page. We introduce a new bandit-based algorithm, PB-MHB, for online recommender systems which uses the Thompson sampling framework. This algorithm handles…

Machine Learning · Computer Science 2021-03-04 Camille-Sovanneary Gauthier , Romaric Gaudel , Elisa Fromont

Out of the rich family of generalized linear bandits, perhaps the most well studied ones are logisitc bandits that are used in problems with binary rewards: for instance, when the learner/agent tries to maximize the profit over a user that…

Machine Learning · Computer Science 2021-03-23 Sanae Amani , Christos Thrampoulidis

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Machine Learning · Computer Science 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

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

Recommendation systems now pervade the digital world, ranging from advertising to entertainment. However, it remains challenging to implement effective recommendation systems in the physical world, such as in mobility or health. This work…

Machine Learning · Computer Science 2025-09-04 Tianyue Zhou , Jung-Hoon Cho , Cathy Wu

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

We introduce a multi-armed bandit model where the reward is a sum of multiple random variables, and each action only alters the distributions of some of them. After each action, the agent observes the realizations of all the variables. This…

Machine Learning · Statistics 2022-06-10 Yu-Guan Hsieh , Shiva Prasad Kasiviswanathan , Branislav Kveton

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Machine Learning · Computer Science 2017-06-20 Lihong Li , Yu Lu , Dengyong Zhou

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Machine Learning · Computer Science 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

Advertising expenditures have become the major source of revenue for e-commerce platforms. Providing good advertising experiences for advertisers by reducing their costs of trial and error in discovering the optimal advertising strategies…

Information Retrieval · Computer Science 2021-06-15 Liyi Guo , Junqi Jin , Haoqi Zhang , Zhenzhe Zheng , Zhiye Yang , Zhizhuang Xing , Fei Pan , Lvyin Niu , Fan Wu , Haiyang Xu , Chuan Yu , Yuning Jiang , Xiaoqiang Zhu

In this paper we consider an online recommendation setting, where a platform recommends a sequence of items to its users at every time period. The users respond by selecting one of the items recommended or abandon the platform due to…

Machine Learning · Computer Science 2019-04-16 Yunjuan Wang , Theja Tulabandhula