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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

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

An individual's decisions are often guided by those of his or her peers, i.e., neighbors in a social network. Presumably, being privy to the experiences of others aids in learning and decision making, but how much advantage does an…

Machine Learning · Computer Science 2017-04-17 L. Elisa Celis , Farnood Salehi

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

Statistics Theory · Mathematics 2025-02-06 Zihan Cui

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

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

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

Machine Learning · Statistics 2025-10-10 Lai Wei , Ambuj Tewari , Michael A. Cianfrocco

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

Understanding a decision-maker's priorities by observing their behavior is critical for transparency and accountability in decision processes, such as in healthcare. Though conventional approaches to policy learning almost invariably assume…

Machine Learning · Computer Science 2022-06-09 Alihan Hüyük , Daniel Jarrett , Mihaela van der Schaar

We use a novel modification of Multi-Armed Bandits to create a new model for recommendation systems. We model the recommendation system as a bandit seeking to maximize reward by pulling on arms with unknown rewards. The catch however is…

Machine Learning · Statistics 2024-09-05 Aditya Narayan Ravi , Pranav Poduval , Sharayu Moharir

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

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 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

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant