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We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

We introduce a distributionally robust approach that enhances the reliability of offline policy evaluation in contextual bandits under general covariate shifts. Our method aims to deliver robust policy evaluation results in the presence of…

Machine Learning · Computer Science 2024-08-12 Yihong Guo , Hao Liu , Yisong Yue , Anqi Liu

Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…

Machine Learning · Computer Science 2021-07-28 Jiayu Yao , Emma Brunskill , Weiwei Pan , Susan Murphy , Finale Doshi-Velez

We study the evolution of behavioral rules in environments with multiple contexts. Agents copy rules used by better-performing peers in the same context and apply them across contexts. Multiple contexts turn discrete-time imitation dynamics…

Theoretical Economics · Economics 2026-05-08 Enrique Urbano Arellano , Xinyang Wang

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

Machine Learning · Statistics 2020-06-23 Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins , Chicheng Zhang

Decision analysis deals with modeling and enhancing decision processes. A principal challenge in improving behavior is in obtaining a transparent description of existing behavior in the first place. In this paper, we develop an expressive,…

Machine Learning · Statistics 2023-10-31 Daniel Jarrett , Alihan Hüyük , Mihaela van der Schaar

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

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 study the problem of stochastic contextual bandits in the agnostic setting, where the goal is to compete with the best policy in a given class without assuming realizability or imposing model restrictions on losses or rewards. In this…

Machine Learning · Statistics 2026-04-06 Samuel Girard , Aurelien Bibaut , Arthur Gretton , Nathan Kallus , Houssam Zenati

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

Equitably allocating limited resources in high-stakes domains-such as education, employment, and healthcare-requires balancing short-term utility with long-term impact, while accounting for delayed outcomes, hidden heterogeneity, and…

Artificial Intelligence · Computer Science 2025-11-17 Mohammadsina Almasi , Hadis Anahideh

We consider a non stationary multi-armed bandit in which the population preferences are positively and negatively reinforced by the observed rewards. The objective of the algorithm is to shape the population preferences to maximize the…

Machine Learning · Computer Science 2024-03-04 Viraj Nadkarni , D. Manjunath , Sharayu Moharir

Each year, thousands of patients in need of heart transplants face life-threatening wait times due to organ scarcity. While allocation policies aim to maximize population-level outcomes, current approaches often fail to account for the…

Machine Learning · Computer Science 2026-02-10 Itai Zilberstein , Ioannis Anagnostides , Zachary W. Sollie , Arman Kilic , Tuomas Sandholm

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

We outline a way for an agent to learn the dispositions of a particular individual through inverse reinforcement learning where the state space at time t includes an fMRI scan of the individual, to represent his brain state at that time.…

Other Computer Science · Computer Science 2019-07-14 Tofara Moyo

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Visuomotor policies trained via behavior cloning are vulnerable to covariate shift, where small deviations from expert trajectories can compound into failure. Common strategies to mitigate this issue involve expanding the training…

Robotics · Computer Science 2025-08-11 Zhanyi Sun , Shuran Song

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee