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We consider stochastic sequential learning problems where the learner can observe the \textit{average reward of several actions}. Such a setting is interesting in many applications involving monitoring and surveillance, where the set of the…

Machine Learning · Computer Science 2015-06-22 Manjesh Kumar Hanawal , Venkatesh Saligrama , Michal Valko , R\' emi Munos

Virtual support agents have grown in popularity as a way for businesses to provide better and more accessible customer service. Some challenges in this domain include ambiguous user queries as well as changing support topics and user…

Machine Learning · Computer Science 2021-12-07 Sandra Sajeev , Jade Huang , Nikos Karampatziakis , Matthew Hall , Sebastian Kochman , Weizhu Chen

We study a variant of the classical stochastic $K$-armed bandit where observing the outcome of each arm is expensive, but cheap approximations to this outcome are available. For example, in online advertising the performance of an ad can be…

Machine Learning · Computer Science 2016-11-01 Kirthevasan Kandasamy , Gautam Dasarathy , Jeff Schneider , Barnabás Póczos

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

Existing contextual multi-armed bandit (MAB) algorithms fail to effectively capture both long-term trends and local patterns across all arms, leading to suboptimal performance in environments with rapidly changing reward structures. They…

Machine Learning · Statistics 2025-07-01 Hamed Khosravi , Mohammad Reza Shafie , Ahmed Shoyeb Raihan , Srinjoy Das , Imtiaz Ahmed

Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…

Machine Learning · Computer Science 2023-10-03 Zhiyong Wang , Xutong Liu , Shuai Li , John C. S. Lui

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

In this paper, we study \emph{Federated Bandit}, a decentralized Multi-Armed Bandit problem with a set of $N$ agents, who can only communicate their local data with neighbors described by a connected graph $G$. Each agent makes a sequence…

Machine Learning · Computer Science 2021-04-08 Zhaowei Zhu , Jingxuan Zhu , Ji Liu , Yang Liu

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

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Machine Learning · Computer Science 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

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

We study replicable algorithms for stochastic multi-armed bandits (MAB) and linear bandits with UCB (Upper Confidence Bound) based exploration. A bandit algorithm is $\rho$-replicable if two executions using shared internal randomness but…

Machine Learning · Computer Science 2026-04-23 Rohan Deb , Udaya Ghai , Karan Singh , Arindam Banerjee

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

Optimization and Control · Mathematics 2024-08-27 Qinyang He , Yonatan Mintz

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

Nonparametric contextual bandit is an important model of sequential decision making problems. Under $\alpha$-Tsybakov margin condition, existing research has established a regret bound of $\tilde{O}\left(T^{1-\frac{\alpha+1}{d+2}}\right)$…

Machine Learning · Computer Science 2025-05-09 Puning Zhao , Rongfei Fan , Shaowei Wang , Li Shen , Qixin Zhang , Zong Ke , Tianhang Zheng

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini