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Contextual bandit algorithms are extremely popular and widely used in recommendation systems to provide online personalised recommendations. A recurrent assumption is the stationarity of the reward function, which is rather unrealistic in…

Machine Learning · Statistics 2020-04-29 Giuseppe Di Benedetto , Vito Bellini , Giovanni Zappella

Providing health monitoring devices with machine intelligence is important for enabling automatic mobile healthcare applications. However, this brings additional challenges due to the resource scarcity of these devices. This work introduces…

Signal Processing · Electrical Eng. & Systems 2022-05-25 Berken Utku Demirel , Luke Chen , Mohammad Abdullah Al Faruque

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

In radar systems, unimodular (or constant-modulus) waveform design plays an important role in achieving better clutter/interference rejection, as well as a more accurate estimation of the target parameters. The design of such sequences has…

Signal Processing · Electrical Eng. & Systems 2022-08-10 Shahin Khobahi , Arindam Bose , Mojtaba Soltanalian

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

This paper describes some key ideas and applications of cognitive radars, highlighting the limits and the path forward. Cognitive radars are systems based on the perception-action cycle of cognition that sense the environment, learn from it…

Signal Processing · Electrical Eng. & Systems 2018-03-06 Maria S. Greco , Fulvio Gini , Pietro Stinco , Kristine Bell

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual…

Machine Learning · Computer Science 2022-06-10 Botao Hao , Tor Lattimore , Chao Qin

We propose a reinforcement learning (RL) framework for adaptive precision tuning for linear solvers, which can be extended to general algorithms. The framework is formulated as a contextual bandit problem and solved using incremental…

Machine Learning · Computer Science 2026-04-01 Erin Carson , Xinye Chen

Cognitive sensing refers to a reconfigurable sensor that dynamically adapts its sensing mechanism by using stochastic control to optimize its sensing resources. For example, cognitive radars are sophisticated dynamical systems; they use…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Vikram Krishnamurthy

In this paper, we investigate dynamic channel and rate selection in cognitive radio systems which exploit a large number of channels free from primary users. In such systems, transmitters may rapidly change the selected (channel, rate) pair…

Information Theory · Computer Science 2014-05-13 Richard Combes , Alexandre Proutiere

The growing interest in complex decision-making and language modeling problems highlights the importance of sample-efficient learning over very long horizons. This work takes a step in this direction by investigating contextual linear…

Machine Learning · Computer Science 2023-02-07 Yuzhen Qin , Yingcong Li , Fabio Pasqualetti , Maryam Fazel , Samet Oymak

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

Machine Learning · Computer Science 2020-06-22 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

Bandit-style algorithms have been studied extensively in stochastic and adversarial settings. Such algorithms have been shown to be useful in multiplayer settings, e.g. to solve the wireless network selection problem, which can be…

Networking and Internet Architecture · Computer Science 2019-04-30 Shunhao Oh , Anuja Meetoo Appavoo , Seth Gilbert

To fully utilize the abundant spectrum resources in millimeter wave (mmWave), Beam Alignment (BA) is necessary for large antenna arrays to achieve large array gains. In practical dynamic wireless environments, channel modeling is…

Networking and Internet Architecture · Computer Science 2022-07-05 Yuntian Deng , Xingyu Zhou , Arnob Ghosh , Abhishek Gupta , Ness B. Shroff