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Contextual bandit algorithms are applied in a wide range of domains, from advertising to recommender systems, from clinical trials to education. In many of these domains, malicious agents may have incentives to attack the bandit algorithm…

We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

Machine Learning · Computer Science 2025-12-16 Tim van Erven , Jack Mayo , Julia Olkhovskaya , Chen-Yu Wei

We consider the adversarial linear contextual bandit setting, which allows for the loss functions associated with each of $K$ arms to change over time without restriction. Assuming the $d$-dimensional contexts are drawn from a fixed known…

Machine Learning · Computer Science 2023-05-25 Julia Olkhovskaya , Jack Mayo , Tim van Erven , Gergely Neu , Chen-Yu Wei

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…

Machine Learning · Computer Science 2021-10-26 Heyang Zhao , Dongruo Zhou , Quanquan Gu

In this survey we cover a few stochastic and adversarial contextual bandit algorithms. We analyze each algorithm's assumption and regret bound.

Machine Learning · Computer Science 2016-02-02 Li Zhou

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Machine Learning · Computer Science 2015-08-03 Ashwinkumar Badanidiyuru , John Langford , Aleksandrs Slivkins

We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he…

Machine Learning · Computer Science 2011-10-26 Shie Mannor , Ohad Shamir

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

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

We consider contextual bandits with graph feedback, a class of interactive learning problems with richer structures than vanilla contextual bandits, where taking an action reveals the rewards for all neighboring actions in the feedback…

Machine Learning · Computer Science 2024-11-08 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…

Machine Learning · Statistics 2022-05-27 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

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

In combinatorial semi-bandits, a learner repeatedly selects from a combinatorial decision set of arms, receives the realized sum of rewards, and observes the rewards of the individual selected arms as feedback. In this paper, we extend this…

Machine Learning · Computer Science 2025-09-17 Yuxiao Wen

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Machine Learning · Computer Science 2017-06-20 Lihong Li , Yu Lu , Dengyong Zhou