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Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

Contextual bandits serve as a fundamental algorithmic framework for optimizing recommendation decisions online. Though extensive attention has been paid to tailoring contextual bandits for recommendation applications, the "herding effects"…

Machine Learning · Computer Science 2024-08-29 Luyue Xu , Liming Wang , Hong Xie , Mingqiang Zhou

Meta-, multi-task, and federated learning can be all viewed as solving similar tasks, drawn from a distribution that reflects task similarities. We provide a unified view of all these problems, as learning to act in a hierarchical Bayesian…

Machine Learning · Computer Science 2022-03-08 Joey Hong , Branislav Kveton , Manzil Zaheer , Mohammad Ghavamzadeh

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

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

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

A search engine usually outputs a list of $K$ web pages. The user examines this list, from the first web page to the last, and chooses the first attractive page. This model of user behavior is known as the cascade model. In this paper, we…

Machine Learning · Computer Science 2015-05-19 Branislav Kveton , Csaba Szepesvari , Zheng Wen , Azin Ashkan

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

Recent work in machine learning and cognitive science has suggested that understanding causal information is essential to the development of intelligence. The extensive literature in cognitive science using the ``blicket detector''…

Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…

Machine Learning · Computer Science 2023-10-25 Sanath Kumar Krishnamurthy , Adrienne Margaret Propp , Susan Athey

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…

Machine Learning · Statistics 2019-06-06 Xavier Fontaine , Quentin Berthet , Vianney Perchet

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

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is…

Machine Learning · Statistics 2019-10-16 Benjamin Lansdell , Sofia Triantafillou , Konrad Kording

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

Machine Learning · Computer Science 2022-02-01 Jade Freeman , Michael Rawson