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Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Machine Learning · Statistics 2021-03-04 Rajat Sen , Karthikeyan Shanmugam , Nihal Sharma , Sanjay Shakkottai

Bandit algorithms have recently emerged as a powerful tool for evaluating machine learning models, including generative image models and large language models, by efficiently identifying top-performing candidates without exhaustive…

Machine Learning · Computer Science 2026-02-03 Seyed Mohammad Hadi Hosseini , Amir Najafi , Mahdieh Soleymani Baghshah

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

The contextual bandit problem, which is a type of reinforcement learning tasks, provides an effective framework for solving challenges in recommendation systems, such as satisfying real-time requirements, enabling personalization,…

Machine Learning · Computer Science 2025-01-16 Shogo Ito , Tatsuji Takahashi , Yu Kono

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

Machine Learning · Computer Science 2021-02-26 Quanquan Gu , Amin Karbasi , Khashayar Khosravi , Vahab Mirrokni , Dongruo Zhou

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

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Machine Learning · Computer Science 2016-01-26 Daniel Barsky , Koby Crammer

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

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

Machine Learning · Computer Science 2020-06-20 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett , Heinrich Jiang

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

Machine Learning · Statistics 2019-11-15 Johannes Kirschner , Andreas Krause

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

Machine Learning · Computer Science 2023-10-11 Zhiyong Wang , Jize Xie , Xutong Liu , Shuai Li , John C. S. Lui

While Large Language Models (LLMs) hold promise to become autonomous agents, they often explore suboptimally in sequential decision-making. Recent work has sought to enhance this capability via supervised fine-tuning (SFT) or reinforcement…

Machine Learning · Computer Science 2025-09-30 Sanxing Chen , Xiaoyin Chen , Yukun Huang , Roy Xie , Bhuwan Dhingra

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook