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We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet

Most existing approaches in Context-Aware Recommender Systems (CRS) focus on recommending relevant items to users taking into account contextual information, such as time, location, or social aspects. However, few of them have considered…

Information Retrieval · Computer Science 2014-04-01 Djallel Bouneffouf

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

In this paper, we analyze and extend an online learning framework known as Context-Attentive Bandit, motivated by various practical applications, from medical diagnosis to dialog systems, where due to observation costs only a small subset…

Machine Learning · Computer Science 2020-10-20 Djallel Bouneffouf , Raphaël Féraud , Sohini Upadhyay , Yasaman Khazaeni , Irina Rish

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

Machine Learning · Computer Science 2026-04-07 Jiamin Xu , Ivan Nazarov , Aditya Rastogi , África Periáñez , Kyra Gan

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

Machine Learning · Statistics 2025-10-10 Lai Wei , Ambuj Tewari , Michael A. Cianfrocco

Long-context modeling is critical for a wide range of real-world tasks, including long-context question answering, summarization, and complex reasoning tasks. Recent studies have explored fine-tuning Large Language Models (LLMs) with…

Computation and Language · Computer Science 2026-04-10 Shaohua Duan , Pengcheng Huang , Xinze Li , Zhenghao Liu , Xiaoyuan Yi , Yukun Yan , Shuo Wang , Yu Gu , Ge Yu , Maosong Sun

Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…

Machine Learning · Statistics 2023-07-11 Mónika Farsang , Paul Mineiro , Wangda Zhang

Recent work shows that when contexts are drawn i.i.d., linear contextual bandits can be reduced to single-context linear bandits. This ``contexts are cheap" perspective is highly advantageous, as it allows for sharper finite-time analyses…

Machine Learning · Computer Science 2026-03-16 Kaan Buyukkalayci , Osama Hanna , Christina Fragouli

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

An agent in a nonstationary contextual bandit problem should balance between exploration and the exploitation of (periodic or structured) patterns present in its previous experiences. Handcrafting an appropriate historical context is an…

Machine Learning · Computer Science 2023-11-06 Aditya Ramesh , Paulo Rauber , Michelangelo Conserva , Jürgen Schmidhuber

Contextual bandit algorithms have transformed modern experimentation by enabling real-time adaptation for personalized treatment and efficient use of data. Yet these advantages create challenges for statistical inference due to adaptivity.…

Statistics Theory · Mathematics 2025-09-23 Yongyi Guo , Ziping Xu

Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…

Machine Learning · Computer Science 2024-09-16 Tiago Cunha , Andrea Marchini