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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

Reinforcement learning (RL) has produced spectacular results in games, robotics, and continuous control. Yet, despite these successes, learned policies often fail to generalize beyond their training distribution, limiting real-world impact.…

Machine Learning · Computer Science 2026-04-06 André Biedenkapp

In this paper, we study a transfer reinforcement learning problem where the state transitions and rewards are affected by the environmental context. Specifically, we consider a demonstrator agent that has access to a context-aware policy…

Machine Learning · Computer Science 2020-03-11 Yan Zhang , Michael M. Zavlanos

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

In real-world streaming recommender systems, user preferences often dynamically change over time (e.g., a user may have different preferences during weekdays and weekends). Existing bandit-based streaming recommendation models only consider…

Information Retrieval · Computer Science 2023-08-17 Chenglei Shen , Xiao Zhang , Wei Wei , Jun Xu

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Machine Learning · Computer Science 2025-06-24 Manhin Poon , XiangXiang Dai , Xutong Liu , Fang Kong , John C. S. Lui , Jinhang Zuo

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Machine Learning · Computer Science 2025-10-29 Imad Aouali

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

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

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

Object-goal navigation (Object-nav) entails searching, recognizing and navigating to a target object. Object-nav has been extensively studied by the Embodied-AI community, but most solutions are often restricted to considering static…

Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could…

Machine Learning · Computer Science 2020-06-05 James Bannon , Brad Windsor , Wenbo Song , Tao Li

In this work, we describe practical lessons we have learned from successfully using contextual bandits (CBs) to improve key business metrics of the Microsoft Virtual Agent for customer support. While our current use cases focus on single…

Machine Learning · Computer Science 2019-06-19 Nikos Karampatziakis , Sebastian Kochman , Jade Huang , Paul Mineiro , Kathy Osborne , Weizhu Chen

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…

When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…

Machine Learning · Computer Science 2019-12-18 Yifang Chen , Alex Cuellar , Haipeng Luo , Jignesh Modi , Heramb Nemlekar , Stefanos Nikolaidis

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

Machine Learning · Computer Science 2025-05-16 Zhiyong Wang

Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…

Machine Learning · Computer Science 2021-04-26 Yufei Ruan , Jiaqi Yang , Yuan Zhou

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

Motivated by scenarios of information diffusion and advertising in social media, we study an influence maximization problem in which little is assumed to be known about the diffusion network or about the model that determines how…

Machine Learning · Computer Science 2022-01-17 Alexandra Iacob , Bogdan Cautis , Silviu Maniu

We propose an estimator and confidence interval for computing the value of a policy from off-policy data in the contextual bandit setting. To this end we apply empirical likelihood techniques to formulate our estimator and confidence…

Machine Learning · Computer Science 2020-10-20 Nikos Karampatziakis , John Langford , Paul Mineiro