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Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Machine Learning · Computer Science 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

Excessively changing policies in many real world scenarios is difficult, unethical, or expensive. After all, doctor guidelines, tax codes, and price lists can only be reprinted so often. We may thus want to only change a policy when it is…

Machine Learning · Statistics 2019-10-16 Benjamin Lansdell , Sofia Triantafillou , Konrad Kording

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

Human decision making is well known to be imperfect and the ability to analyse such processes individually is crucial when attempting to aid or improve a decision-maker's ability to perform a task, e.g. to alert them to potential biases or…

Machine Learning · Computer Science 2022-10-03 Alex J. Chan , Alicia Curth , Mihaela van der Schaar

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these…

Transferring knowledge from one environment to another is an essential ability of intelligent systems. Nevertheless, when two environments are different, naively transferring all knowledge may deteriorate the performance, a phenomenon known…

Machine Learning · Computer Science 2025-02-28 Mingwei Deng , Ville Kyrki , Dominik Baumann

Traditional imitation learning focuses on modeling the behavioral mechanisms of experts, which requires a large amount of interaction history generated by some fixed expert. However, in many streaming applications, such as streaming…

Machine Learning · Computer Science 2025-04-04 Yi Xu , Weiran Shen , Xiao Zhang , Jun Xu

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

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

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

Virtual support agents have grown in popularity as a way for businesses to provide better and more accessible customer service. Some challenges in this domain include ambiguous user queries as well as changing support topics and user…

Machine Learning · Computer Science 2021-12-07 Sandra Sajeev , Jade Huang , Nikos Karampatziakis , Matthew Hall , Sebastian Kochman , Weizhu Chen

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

We consider the problem of contextual multi-armed bandits in the setting of hypothesis transfer learning. That is, we assume having access to a previously learned model on an unobserved set of contexts, and we leverage it in order to…

Machine Learning · Computer Science 2022-11-15 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

Methodology · Statistics 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

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
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