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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

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

Machine Learning · Computer Science 2025-08-26 Chuyun Deng , Huiwen Jia

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

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

Machine Learning · Computer Science 2025-08-26 Jiho Park , Huiwen Jia

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 study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

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

Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…

Information Retrieval · Computer Science 2020-08-24 Mawulolo K. Ameko , Miranda L. Beltzer , Lihua Cai , Mehdi Boukhechba , Bethany A. Teachman , Laura E. Barnes

Online recommendation services recommend multiple commodities to users. Nowadays, a considerable proportion of users visit e-commerce platforms by mobile devices. Due to the limited screen size of mobile devices, positions of items have a…

Machine Learning · Computer Science 2020-08-24 Xu He , Bo An , Yanghua Li , Haikai Chen , Qingyu Guo , Xin Li , Zhirong Wang

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

Neural contextual bandits are vulnerable to adversarial attacks, where subtle perturbations to rewards, actions, or contexts induce suboptimal decisions. We introduce AdvBandit, a black-box adaptive attack that formulates context poisoning…

Machine Learning · Computer Science 2026-03-03 Ray Telikani , Amir H. Gandomi

We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack…

Machine Learning · Computer Science 2018-08-27 Yuzhe Ma , Kwang-Sung Jun , Lihong Li , Xiaojin Zhu

This paper presents a new algorithm for neural contextual bandits (CBs) that addresses the challenge of delayed reward feedback, where the reward for a chosen action is revealed after a random, unknown delay. This scenario is common in…

Machine Learning · Computer Science 2025-04-17 Mohammadali Moghimi , Sharu Theresa Jose , Shana Moothedath

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…

Machine Learning · Statistics 2022-03-01 Parnian Kassraie , Andreas Krause

We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive…

Machine Learning · Statistics 2022-06-02 Sudeep Salgia , Sattar Vakili , Qing Zhao

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

Machine Learning · Computer Science 2023-10-11 Zhiyong Wang , Jize Xie , Xutong Liu , Shuai Li , John C. S. Lui

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

Machine Learning · Computer Science 2020-03-06 Weiqiang Wu , Jing Yang , Cong Shen

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

Contextual bandits algorithms aim to choose the optimal arm with the highest reward out of a set of candidates based on the contextual information. Various bandit algorithms have been applied to real-world applications due to their ability…

Machine Learning · Computer Science 2023-08-22 Yunzhe Qi , Yikun Ban , Jingrui He