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Model misspecification is a major consideration in applications of statistical methods and machine learning. However, it is often neglected in contextual bandits. This paper studies a common form of misspecification, an inter-arm…

Machine Learning · Computer Science 2022-10-27 Rong Zhu , Branislav Kveton

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

Machine Learning · Computer Science 2024-03-14 Kyra Gan , Esmaeil Keyvanshokooh , Xueqing Liu , Susan Murphy

We study contextual combinatorial bandits with probabilistically triggered arms (C$^2$MAB-T) under a variety of smoothness conditions that capture a wide range of applications, such as contextual cascading bandits and contextual influence…

Machine Learning · Computer Science 2024-11-20 Xutong Liu , Jinhang Zuo , Siwei Wang , John C. S. Lui , Mohammad Hajiesmaili , Adam Wierman , Wei Chen

I present the first algorithm for stochastic finite-armed bandits that simultaneously enjoys order-optimal problem-dependent regret and worst-case regret. Besides the theoretical results, the new algorithm is simple, efficient and…

Machine Learning · Computer Science 2016-02-25 Tor Lattimore

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Machine Learning · Computer Science 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

Intrinsic rewards play a central role in handling the exploration-exploitation trade-off when designing sequential decision-making algorithms, in both foundational theory and state-of-the-art deep reinforcement learning. The LinUCB…

Machine Learning · Computer Science 2022-04-13 Jordan T. Ash , Cyril Zhang , Surbhi Goel , Akshay Krishnamurthy , Sham Kakade

Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…

Machine Learning · Computer Science 2026-03-26 Shubham Vaishnav , Praveen Kumar Donta , Sindri Magnússon

We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp…

Machine Learning · Computer Science 2017-02-28 Claudio Gentile , Shuai Li , Purushottam Kar , Alexandros Karatzoglou , Evans Etrue , Giovanni Zappella

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

In this paper we consider the problem of best-arm identification in multi-armed bandits in the fixed confidence setting, where the goal is to identify, with probability $1-\delta$ for some $\delta>0$, the arm with the highest mean reward in…

Machine Learning · Statistics 2021-09-13 Samarth Gupta , Gauri Joshi , Osman Yağan

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…

Machine Learning · Computer Science 2021-06-29 Kaushik Roy , Qi Zhang , Manas Gaur , Amit Sheth

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

In human-computer interaction applications like hand gesture recognition, supervised learning models are often trained on a large population of users to achieve high task accuracy. However, due to individual variability in sensor signals…

Human-Computer Interaction · Computer Science 2025-09-12 Duke Lin , Michael Paskett , Ying Yang

The upper confidence bound (UCB) policy is recognized as an order-optimal solution for the classical total-reward bandit problem. While similar UCB-based approaches have been applied to the max bandit problem, which aims to maximize the…

Machine Learning · Statistics 2024-11-04 Nobuaki Kikkawa , Hiroshi Ohno

In this paper we propose and explore the k-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates. We focus on a setting where the covariates are supported on a metric space of low intrinsic dimension, such as a manifold…

Machine Learning · Computer Science 2018-03-02 Henry WJ Reeve , Joe Mellor , Gavin Brown

Millimeter wave (mmWave) communication has emerged as a propelling technology in vehicular communication. Usually, an appropriate decision on user association requires timely channel information between vehicles and base stations (BSs),…

Machine Learning · Computer Science 2024-10-10 Xiaoyang He , Xiaoxia Huang , Lanhua Li

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan