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We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

Machine Learning · Computer Science 2023-02-09 Alekh Agarwal , Claudio Gentile , Teodor V. Marinov

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

It has been shown (Amuru et al. 2015) that online learning algorithms can be effectively used to select optimal physical layer parameters for jamming against digital modulation schemes without a priori knowledge of the victim's transmission…

Machine Learning · Computer Science 2022-07-07 Charles E. Thornton , R. Michael Buehrer

Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is…

Machine Learning · Computer Science 2015-03-13 Lihong Li , Wei Chu , John Langford , Xuanhui Wang

We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We…

Machine Learning · Statistics 2023-06-02 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack…

Machine Learning · Computer Science 2018-08-27 Yuzhe Ma , Kwang-Sung Jun , Lihong Li , Xiaojin Zhu

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

Information Retrieval · Computer Science 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

Artificial Intelligence · Computer Science 2026-04-08 Uljad Berdica , Fernando Acero , Anton Ipsen , Parisa Zehtabi , Michael Cashmore , Manuela Veloso

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Machine Learning · Statistics 2021-03-26 Min-hwan Oh , Garud Iyengar

We present BanditLP, a scalable multi-stakeholder contextual bandit framework that unifies neural Thompson Sampling for learning objective-specific outcomes with a large-scale linear program for constrained action selection at serving time.…

Machine Learning · Computer Science 2026-01-23 Phuc Nguyen , Benjamin Zelditch , Joyce Chen , Rohit Patra , Changshuai Wei

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

Machine Learning · Statistics 2019-06-12 Young Hun Jung , Ambuj Tewari

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

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…

Machine Learning · Computer Science 2020-12-07 Maryam Majzoubi , Chicheng Zhang , Rajan Chari , Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins

We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

Machine Learning · Computer Science 2026-04-07 Jiamin Xu , Ivan Nazarov , Aditya Rastogi , África Periáñez , Kyra Gan

The cross-learning contextual bandit problem with graphical feedback has recently attracted significant attention. In this setting, there is a contextual bandit with a feedback graph over the arms, and pulling an arm reveals the loss for…

Machine Learning · Computer Science 2025-02-10 Ruiyuan Huang , Zengfeng Huang

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