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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

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

Machine Learning · Computer Science 2020-02-11 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

Cascading bandits is a natural and popular model that frames the task of learning to rank from Bernoulli click feedback in a bandit setting. For the case of unstructured rewards, we prove matching upper and lower bounds for the…

Machine Learning · Computer Science 2022-10-11 Daniel Vial , Sujay Sanghavi , Sanjay Shakkottai , R. Srikant

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions,…

Machine Learning · Statistics 2020-06-23 Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins , Chicheng Zhang

We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

Machine Learning · Computer Science 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…

Machine Learning · Computer Science 2024-01-12 Ignacio Hounie , Alejandro Ribeiro , Luiz F. O. Chamon

Large language models have shown unprecedented abilities in generating linguistically coherent and syntactically correct natural language output. However, they often return incorrect and inconsistent answers to input questions. Due to the…

Databases · Computer Science 2023-12-27 Jasmin Mousavi , Arash Termehchy

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…

Machine Learning · Statistics 2023-01-18 Songkai Xue , Yuekai Sun , Mikhail Yurochkin

This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…

Machine Learning · Statistics 2024-05-06 Patrick Saux

An automated metric to evaluate dialogue quality is vital for optimizing data driven dialogue management. The common approach of relying on explicit user feedback during a conversation is intrusive and sparse. Current models to estimate…

Machine Learning · Computer Science 2019-11-21 Praveen Kumar Bodigutla , Lazaros Polymenakos , Spyros Matsoukas

User alignment is crucial for adapting general-purpose language models (LMs) to downstream tasks, but human annotations are often not available for all types of instructions, especially those with customized constraints. We observe that…

Computation and Language · Computer Science 2024-03-12 Fei Wang , Chao Shang , Sarthak Jain , Shuai Wang , Qiang Ning , Bonan Min , Vittorio Castelli , Yassine Benajiba , Dan Roth

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Machine Learning · Computer Science 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

Policy Optimization (PO) is a widely used approach to address continuous control tasks. In this paper, we introduce the notion of mediator feedback that frames PO as an online learning problem over the policy space. The additional available…

Machine Learning · Computer Science 2020-12-16 Alberto Maria Metelli , Matteo Papini , Pierluca D'Oro , Marcello Restelli

The model of Dynamic Meta-Constraints has special activity constraints which can activate other constraints. It also has meta-constraints which range over other constraints. An algorithm is presented in which constraints can be assigned one…

Programming Languages · Computer Science 2007-05-23 Janet van der Linden

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

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