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In recent years, reinforcement learning and bandits have transformed a wide range of real-world applications including healthcare, finance, recommendation systems, robotics, and last but not least, the speech and natural language…

Artificial Intelligence · Computer Science 2023-10-20 Baihan Lin

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

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

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

We investigate the role of uncertainty in decision-making problems with natural language as input. For such tasks, using Large Language Models as agents has become the norm. However, none of the recent approaches employ any additional phase…

Machine Learning · Computer Science 2024-07-16 Nicolò Felicioni , Lucas Maystre , Sina Ghiassian , Kamil Ciosek

We propose a novel approach for planning agents to compose abstract skills via observing and learning from historical interactions with the world. Our framework operates in a Markov state-space model via a set of actions under unknown…

Artificial Intelligence · Computer Science 2022-07-19 Tin Lai

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

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

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Machine Learning · Computer Science 2022-06-29 Srivas Chennu , Andrew Maher , Jamie Martin , Subash Prabanantham

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

We consider the problem of learning to choose actions using contextual information when provided with limited feedback in the form of relative pairwise comparisons. We study this problem in the dueling-bandits framework of Yue et al.…

Machine Learning · Computer Science 2015-06-16 Miroslav Dudík , Katja Hofmann , Robert E. Schapire , Aleksandrs Slivkins , Masrour Zoghi

Adapting machine translation systems in the real world is a difficult problem. In contrast to offline training, users cannot provide the type of fine-grained feedback (such as correct translations) typically used for improving the system.…

Computation and Language · Computer Science 2020-09-03 Jason Naradowsky , Xuan Zhang , Kevin Duh

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

Machine Learning · Computer Science 2022-02-03 Praneet Dutta , Joe Cheuk , Jonathan S Kim , Massimo Mascaro

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…

Machine Learning · Statistics 2020-06-26 Daniel Jarrett , Mihaela van der Schaar

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

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

This paper introduces a novel multi-armed bandits framework, termed Contextual Restless Bandits (CRB), for complex online decision-making. This CRB framework incorporates the core features of contextual bandits and restless bandits, so that…

Artificial Intelligence · Computer Science 2024-03-26 Xin Chen , I-Hong Hou
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