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We consider a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

Machine Learning · Computer Science 2020-02-25 Sanath Kumar Krishnamurthy , Susan Athey

In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…

Machine Learning · Computer Science 2020-10-20 Djallel Bouneffouf , Raphaël Féraud , Sohini Upadhyay , Yasaman Khazaeni , Irina Rish

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

Machine Learning · Computer Science 2026-03-18 Wei Min Loh , Sajib Kumer Sinha , Ankur Agarwal , Pascal Poupart

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

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

Hyperdimensional Computing (HDC), also known as Vector Symbolic Architectures, is a computing paradigm that combines the strengths of symbolic reasoning with the efficiency and scalability of distributed connectionist models in artificial…

Machine Learning · Computer Science 2025-01-29 Marco Angioli , Antonello Rosato , Marcello Barbirotta , Rocco Martino , Francesco Menichelli , Mauro Olivieri

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

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Machine Learning · Computer Science 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

Recent advances in learning techniques have garnered attention for their applicability to a diverse range of real-world sequential decision-making problems. Yet, many practical applications have critical constraints for operation in real…

Machine Learning · Computer Science 2024-05-06 Jose A. Ayala-Romero , Andres Garcia-Saavedra , Xavier Costa-Perez

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

Contextual Bandit (CB) algorithms are widely adopted for personalized recommendations but often struggle in dynamic environments typical of fantasy sports, where rapid changes in user behavior and dramatic shifts in reward distributions due…

Machine Learning · Computer Science 2026-01-22 Anupam Agrawal , Rajesh Mohanty , Shamik Bhattacharjee , Abhimanyu Mittal

In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…

Machine Learning · Computer Science 2015-03-24 Cem Tekin , Mihaela van der Schaar

We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

Machine Learning · Computer Science 2026-05-08 Dhruv Sarkar , Abhishek Sinha

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…

Machine Learning · Computer Science 2018-06-07 Seth Neel , Aaron Roth

We propose feature perturbation, a simple yet effective exploration strategy for contextual bandits that injects randomness directly into feature inputs, instead of randomizing unknown parameters or adding noise to rewards. Remarkably, this…

Machine Learning · Computer Science 2025-10-27 Seouh-won Yi , Min-hwan Oh

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Key challenges in running a retail business include how to select products to present to consumers (the assortment problem), and how to price products (the pricing problem) to maximize revenue or profit. Instead of considering these…

Machine Learning · Statistics 2023-09-19 Junhui Cai , Ran Chen , Martin J. Wainwright , Linda Zhao

The matrix contextual bandit (CB), as an extension of the well-known multi-armed bandit, is a powerful framework that has been widely applied in sequential decision-making scenarios involving low-rank structure. In many real-world…

Machine Learning · Computer Science 2025-07-24 Yao Wang , Jiannan Li , Yue Kang , Shanxing Gao , Zhenxin Xiao
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