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Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

Machine Learning · Computer Science 2021-04-26 Kun Wang , Canzhe Zhao , Shuai Li , Shuo Shao

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

Machine Learning · Statistics 2024-04-16 Jiachun Li , David Simchi-Levi , Yining Wang

We study the problem of representation learning in stochastic contextual linear bandits. While the primary concern in this domain is usually to find realizable representations (i.e., those that allow predicting the reward function at any…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Matteo Papini , Ahmed Touati , Alessandro Lazaric , Matteo Pirotta

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

In this paper, we propose a novel neural exploration strategy in contextual bandits, EE-Net, distinct from the standard UCB-based and TS-based approaches. Contextual multi-armed bandits have been studied for decades with various…

Machine Learning · Computer Science 2022-05-16 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties…

Machine Learning · Computer Science 2020-11-23 Eren Sezener , Marcus Hutter , David Budden , Jianan Wang , Joel Veness

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

Contextual bandits are a common problem faced by machine learning practitioners in domains as diverse as hypothesis testing to product recommendations. There have been a lot of approaches in exploiting rich data representations for…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Aniket Anand Deshmukh , Abhimanu Kumar , Levi Boyles , Denis Charles , Eren Manavoglu , Urun Dogan

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

Machine Learning · Computer Science 2026-04-07 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two…

Neural and Evolutionary Computing · Computer Science 2014-09-30 Robin Allesiardo , Raphael Feraud , Djallel Bouneffouf

Contextual bandits provide an effective way to model the dynamic data problem in ML by leveraging online (incremental) learning to continuously adjust the predictions based on changing environment. We explore details on contextual bandits,…

Machine Learning · Computer Science 2020-09-24 Dattaraj Rao

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…

Machine Learning · Computer Science 2023-10-03 Zhiyong Wang , Xutong Liu , Shuai Li , John C. S. Lui

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

Machine Learning · Computer Science 2022-02-03 Praneet Dutta , Joe Cheuk , Jonathan S Kim , Massimo Mascaro