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Contextual sequential decision-making problems play a crucial role in machine learning, encompassing a wide range of downstream applications such as bandits, sequential hypothesis testing and online risk control. These applications often…

Machine Learning · Statistics 2025-01-31 Haichen Hu , Rui Ai , Stephen Bates , David Simchi-Levi

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We propose a new sequential decision-making setting, combining key aspects of two established online learning problems with bandit feedback. The optimal action to play at any given moment is contingent on an underlying changing state which…

Machine Learning · Computer Science 2023-11-07 Alexander Galozy , Slawomir Nowaczyk , Mattias Ohlsson

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert…

Machine Learning · Computer Science 2024-09-24 Andrew Maher , Matia Gobbo , Lancelot Lachartre , Subash Prabanantham , Rowan Swiers , Puli Liyanagama

We present the first algorithms for generalized linear contextual bandits under shuffle differential privacy and joint differential privacy. While prior work on private contextual bandits has been restricted to linear reward models -- which…

Machine Learning · Statistics 2026-04-28 Sahasrajit Sarmasarkar

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

This paper introduces an interpretable contextual bandit algorithm using Tsetlin Machines, which solves complex pattern recognition tasks using propositional logic. The proposed bandit learning algorithm relies on straightforward bit…

Machine Learning · Computer Science 2022-02-07 Raihan Seraj , Jivitesh Sharma , Ole-Christoffer Granmo

We consider the extensive-form bandit problem, where on each trial the learner (a user coordinated by a server) plays an extensive-form game against an oblivious adversary, observing the information sets it finds itself in as well as the…

Cryptography and Security · Computer Science 2026-05-08 Stephen Pasteris , Rahul Savani , Theodore Turocy

Standard contextual bandit problem assumes that all the relevant contexts are observed before the algorithm chooses an arm. This modeling paradigm, while useful, often falls short when dealing with problems in which valuable additional…

Machine Learning · Computer Science 2023-09-26 Chaoqi Wang , Ziyu Ye , Zhe Feng , Ashwinkumar Badanidiyuru , Haifeng Xu

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…

As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…

Computation and Language · Computer Science 2026-04-23 Baran Atalar , Eddie Zhang , Carlee Joe-Wong

For a real-world decision-making problem, the reward function often needs to be engineered or learned. A popular approach is to utilize human feedback to learn a reward function for training. The most straightforward way to do so is to ask…

Machine Learning · Computer Science 2023-10-31 Xiang Ji , Huazheng Wang , Minshuo Chen , Tuo Zhao , Mengdi Wang

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

In this work, we propose a novel method for training neural networks to perform single-document extractive summarization without heuristically-generated extractive labels. We call our approach BanditSum as it treats extractive summarization…

Computation and Language · Computer Science 2019-05-09 Yue Dong , Yikang Shen , Eric Crawford , Herke van Hoof , Jackie Chi Kit Cheung

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

In this paper we argue that contextual multi-armed bandit algorithms could open avenues for designing self-learning security modules for computer networks and related tasks. The paper has two contributions: a conceptual one and an…

Networking and Internet Architecture · Computer Science 2012-07-13 Tobias Jung , Sylvain Martin , Damien Ernst , Guy Leduc

Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

Machine Learning · Computer Science 2022-03-30 Jiabin Lin , Xian Yeow Lee , Talukder Jubery , Shana Moothedath , Soumik Sarkar , Baskar Ganapathysubramanian

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Machine Learning · Computer Science 2020-06-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

Precision oncology, the genetic sequencing of tumors to identify druggable targets, has emerged as the standard of care in the treatment of many cancers. Nonetheless, due to the pace of therapy development and variability in patient…

Machine Learning · Computer Science 2019-11-12 Niklas T. Rindtorff , MingYu Lu , Nisarg A. Patel , Huahua Zheng , Alexander D'Amour
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