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We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

Machine Learning · Computer Science 2025-07-15 J. Jon Ryu , Jeongyeol Kwon , Benjamin Koppe , Kwang-Sung Jun

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

Machine Learning · Computer Science 2018-10-23 Adam N. Elmachtoub , Ryan McNellis , Sechan Oh , Marek Petrik

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…

Machine Learning · Computer Science 2025-02-21 Mengxiao Zhang , Yingfei Wang , Haipeng Luo

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

Cascading bandits have gained popularity in recent years due to their applicability to recommendation systems and online advertising. In the cascading bandit model, at each timestep, an agent recommends an ordered subset of items (called an…

Machine Learning · Computer Science 2024-04-09 Yihan Du , R. Srikant , Wei Chen

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To…

Machine Learning · Statistics 2019-06-06 Xavier Fontaine , Quentin Berthet , Vianney Perchet

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

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

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

Data Structures and Algorithms · Computer Science 2014-07-08 José Bento , Stratis Ioannidis , S. Muthukrishnan , Jinyun Yan

We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the…

Machine Learning · Statistics 2019-11-15 Johannes Kirschner , Andreas Krause

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

The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…

Machine Learning · Computer Science 2023-04-12 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…

Machine Learning · Statistics 2026-01-22 Xiangyu Chang , Xi Chen , Zehua Lai , He Li , Zhihong Liu , Yichen Zhang

Contextual bandits are a common problem faced by machine learning practitioners in domains as diverse as hypothesis testing to product recommendations. There have been a lot of approaches in exploiting rich data representations for…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Aniket Anand Deshmukh , Abhimanu Kumar , Levi Boyles , Denis Charles , Eren Manavoglu , Urun Dogan

This paper explores a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel…

Machine Learning · Computer Science 2019-03-13 Urvashi Oswal , Aniruddha Bhargava , Robert Nowak

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

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