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We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

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 · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

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

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell

This paper introduces a novel multi-armed bandits framework, termed Contextual Restless Bandits (CRB), for complex online decision-making. This CRB framework incorporates the core features of contextual bandits and restless bandits, so that…

Artificial Intelligence · Computer Science 2024-03-26 Xin Chen , I-Hong Hou

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

Mobile health leverages personalized and contextually tailored interventions optimized through bandit and reinforcement learning algorithms. In practice, however, challenges such as participant heterogeneity, nonstationarity, and nonlinear…

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

Online recommendation services recommend multiple commodities to users. Nowadays, a considerable proportion of users visit e-commerce platforms by mobile devices. Due to the limited screen size of mobile devices, positions of items have a…

Machine Learning · Computer Science 2020-08-24 Xu He , Bo An , Yanghua Li , Haikai Chen , Qingyu Guo , Xin Li , Zhirong Wang

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack…

Machine Learning · Computer Science 2018-08-27 Yuzhe Ma , Kwang-Sung Jun , Lihong Li , Xiaojin Zhu

Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…

Machine Learning · Statistics 2022-08-23 Gi-Soo Kim , Hyun-Joon Yang , Jane P. Kim