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We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Machine Learning · Computer Science 2021-06-08 Qin Ding , Cho-Jui Hsieh , James Sharpnack

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

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

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation…

Machine Learning · Computer Science 2016-06-01 Shuai Li , Alexandros Karatzoglou , Claudio Gentile

We investigate a nonstochastic bandit setting in which the loss of an action is not immediately charged to the player, but rather spread over the subsequent rounds in an adversarial way. The instantaneous loss observed by the player at the…

Machine Learning · Computer Science 2022-09-27 Nicolò Cesa-Bianchi , Tommaso Cesari , Roberto Colomboni , Claudio Gentile , Yishay Mansour

For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…

Machine Learning · Computer Science 2022-03-18 Wenjun Zeng , Yi Liu

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

Machine Learning · Computer Science 2024-04-02 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

We study the problem of online learning in two-sided non-stationary matching markets, where the objective is to converge to a stable match. In particular, we consider the setting where one side of the market, the arms, has fixed known set…

Machine Learning · Computer Science 2023-01-16 Deepan Muthirayan , Chinmay Maheshwari , Pramod P. Khargonekar , Shankar Sastry

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Machine Learning · Computer Science 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

We study the non-stationary stochastic multi-armed bandit problem, where the reward statistics of each arm may change several times during the course of learning. The performance of a learning algorithm is evaluated in terms of their…

Machine Learning · Computer Science 2022-03-09 Yasin Abbasi-Yadkori , Andras Gyorgy , Nevena Lazic

Online learning to rank (OLTR) interactively learns to choose lists of items from a large collection based on certain click models that describe users' click behaviors. Most recent works for this problem focus on the stochastic environment…

Machine Learning · Computer Science 2022-07-13 Cheng Chen , Canzhe Zhao , Shuai Li

The last decade has witnessed many successes of deep learning-based models for industry-scale recommender systems. These models are typically trained offline in a batch manner. While being effective in capturing users' past interactions…

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…

Machine Learning · Computer Science 2020-07-24 Nataly Brukhim , Elad Hazan

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting,…

Machine Learning · Computer Science 2014-06-09 Claudio Gentile , Shuai Li , Giovanni Zappella

Prompt tuning has emerged as a key technique for adapting large pre-trained Decision Transformers (DTs) in offline Reinforcement Learning (RL), particularly in multi-task and few-shot settings. The Prompting Decision Transformer (PDT)…

Machine Learning · Computer Science 2025-10-02 Finn Rietz , Oleg Smirnov , Sara Karimi , Lele Cao
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