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The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…

Machine Learning · Computer Science 2020-07-10 Tong Yu , Branislav Kveton , Zheng Wen , Ruiyi Zhang , Ole J. Mengshoel

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

The exploration/exploitation (E&E) dilemma lies at the core of interactive systems such as online advertising, for which contextual bandit algorithms have been proposed. Bayesian approaches provide guided exploration with principled…

Machine Learning · Computer Science 2021-07-20 Feiyang Pan , Haoming Li , Xiang Ao , Wei Wang , Yanrong Kang , Ao Tan , Qing He

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

Machine Learning · Computer Science 2023-10-17 Zheqing Zhu , Yueyang Liu , Xu Kuang , Benjamin Van Roy

The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…

Machine Learning · Computer Science 2025-05-30 Xutong Liu , Xiangxiang Dai , Jinhang Zuo , Siwei Wang , Carlee Joe-Wong , John C. S. Lui , Wei Chen

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

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

Machine Learning · Computer Science 2018-07-27 Mark Collier , Hector Urdiales Llorens

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

In this paper, we present a semi supervised deep quick learning framework for instance detection and pixel-wise semantic segmentation of images in a dense clutter of items. The framework can quickly and incrementally learn novel items in an…

Computer Vision and Pattern Recognition · Computer Science 2021-01-19 Ashish Kumar , L. Behera

This paper is a scoping study to identify current methods used in handling sparse data with contextual bandits in web settings. The area is highly current and state of the art methods are identified. The years 2017-2020 are investigated,…

Machine Learning · Computer Science 2021-05-07 Björn H Eriksson

Contextual bandits have emerged as a cornerstone in reinforcement learning, enabling systems to make decisions with partial feedback. However, as contexts grow in complexity, traditional bandit algorithms can face challenges in adequately…

Machine Learning · Computer Science 2023-11-07 Ali Baheri , Cecilia O. Alm

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen…

Machine Learning · Computer Science 2015-11-18 Branislav Kveton , Zheng Wen , Azin Ashkan , Csaba Szepesvari

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

Machine Learning · Computer Science 2026-03-18 Wei Min Loh , Sajib Kumer Sinha , Ankur Agarwal , Pascal Poupart

A contextual bandit is a popular framework for online learning to act under uncertainty. In practice, the number of actions is huge and their expected rewards are correlated. In this work, we introduce a general framework for capturing such…

Machine Learning · Computer Science 2023-03-07 Imad Aouali , Branislav Kveton , Sumeet Katariya

Cloud networks increasingly rely on machine learning based Network Intrusion Detection Systems to defend against evolving cyber threats. However, real-world deployments are challenged by limited labeled data, non-stationary traffic, and…

Machine Learning · Computer Science 2026-04-15 Anasuya Chattopadhyay , Daniel Reti , Hans D. Schotten

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

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