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Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…

Machine Learning · Computer Science 2024-06-05 Hongbo Guo , Zheqing Zhu

Many real-world bandit problems involve non-stationary reward distributions, where the optimal decision may shift due to evolving environments. However, the performance of some typical Multi-Armed Bandit (MAB) models such as Upper…

Machine Learning · Computer Science 2025-11-25 Minxin Chen

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

Machine Learning · Computer Science 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

Machine Learning · Computer Science 2021-04-26 Kun Wang , Canzhe Zhao , Shuai Li , Shuo Shao

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

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

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Machine Learning · Computer Science 2023-07-27 Behzad Nourani-Koliji , Steven Bilaj , Amir Rezaei Balef , Setareh Maghsudi

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

Machine Learning · Computer Science 2020-11-10 Kishan Panaganti , Dileep Kalathil

Although real-world decision-making problems can often be encoded as causal multi-armed bandits (CMABs) at different levels of abstraction, a general methodology exploiting the information and computational advantages of each abstraction…

Machine Learning · Computer Science 2025-09-05 Joel Dyer , Nicholas Bishop , Anisoara Calinescu , Michael Wooldridge , Fabio Massimo Zennaro

Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…

Machine Learning · Computer Science 2025-06-04 Xuhan Huang , Yan Hu , Zhiyan Li , Zhiyong Wang , Benyou Wang , Zhongxiang Dai

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

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

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 this paper, we tackle the computational efficiency of kernelized UCB algorithms in contextual bandits. While standard methods require a O(CT^3) complexity where T is the horizon and the constant C is related to optimizing the UCB rule,…

Machine Learning · Computer Science 2022-02-14 Houssam Zenati , Alberto Bietti , Eustache Diemert , Julien Mairal , Matthieu Martin , Pierre Gaillard

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

Machine Learning · Computer Science 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in…

Machine Learning · Computer Science 2019-05-29 Xueying Guo , Xiaoxiao Wang , Xin Liu

Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha