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Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

Machine Learning · Computer Science 2023-10-17 Zheqing Zhu , Yueyang Liu , Xu Kuang , Benjamin Van Roy

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Machine Learning · Statistics 2023-05-30 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan

Model misspecification is a major consideration in applications of statistical methods and machine learning. However, it is often neglected in contextual bandits. This paper studies a common form of misspecification, an inter-arm…

Machine Learning · Computer Science 2022-10-27 Rong Zhu , Branislav Kveton

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

Metamorphic Testing is a software testing paradigm which aims at using necessary properties of a system-under-test, called metamorphic relations, to either check its expected outputs, or to generate new test cases. Metamorphic Testing has…

Software Engineering · Computer Science 2020-06-23 Helge Spieker , Arnaud Gotlieb

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

Link prediction is a critical problem in graph learning with broad applications such as recommender systems and knowledge graph completion. Numerous research efforts have been directed at solving this problem, including approaches based on…

Machine Learning · Computer Science 2024-11-05 Yikun Ban , Jiaru Zou , Zihao Li , Yunzhe Qi , Dongqi Fu , Jian Kang , Hanghang Tong , Jingrui He

In recent years, reinforcement learning and bandits have transformed a wide range of real-world applications including healthcare, finance, recommendation systems, robotics, and last but not least, the speech and natural language…

Artificial Intelligence · Computer Science 2023-10-20 Baihan Lin

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

Contextual bandit algorithms~(CBAs) often rely on personal data to provide recommendations. Centralized CBA agents utilize potentially sensitive data from recent interactions to provide personalization to end-users. Keeping the sensitive…

Machine Learning · Computer Science 2020-03-12 Mohammad Malekzadeh , Dimitrios Athanasakis , Hamed Haddadi , Benjamin Livshits

Bandit algorithms have become a reference solution for interactive recommendation. However, as such algorithms directly interact with users for improved recommendations, serious privacy concerns have been raised regarding its practical use.…

Machine Learning · Computer Science 2022-09-01 Huazheng Wang , David Zhao , Hongning Wang

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

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

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

Machine Learning · Computer Science 2018-10-30 Julian Zimmert , Yevgeny Seldin

Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at…

Machine Learning · Computer Science 2012-03-05 Lihong Li , Wei Chu , John Langford , Robert E. Schapire

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Machine Learning · Computer Science 2025-06-24 Manhin Poon , XiangXiang Dai , Xutong Liu , Fang Kong , John C. S. Lui , Jinhang Zuo

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

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Machine Learning · Statistics 2022-03-01 Parnian Kassraie , Andreas Krause
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