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We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…

Machine Learning · Statistics 2023-06-13 Moise Blanchard , Steve Hanneke , Patrick Jaillet

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

We initiate the study of learning in contextual bandits with the help of loss predictors. The main question we address is whether one can improve over the minimax regret $\mathcal{O}(\sqrt{T})$ for learning over $T$ rounds, when the total…

Machine Learning · Computer Science 2020-10-16 Chen-Yu Wei , Haipeng Luo , Alekh Agarwal

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 address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Machine Learning · Statistics 2023-05-30 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Machine Learning · Computer Science 2020-06-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show…

Machine Learning · Computer Science 2020-01-23 Priyank Agrawal , Theja Tulabandhula

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…

Machine Learning · Computer Science 2025-06-03 Junyan Liu , Lillian J. Ratliff

Recurrent neural networks have proven effective in modeling sequential user feedbacks for recommender systems. However, they usually focus solely on item relevance and fail to effectively explore diverse items for users, therefore harming…

Machine Learning · Computer Science 2022-02-17 Hao Wang , Yifei Ma , Hao Ding , Yuyang Wang

Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a…

Machine Learning · Statistics 2021-01-28 Yingkai Li , Yining Wang , Xi Chen , Yuan Zhou

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

Machine Learning · Computer Science 2022-12-20 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik