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The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

Machine Learning · Computer Science 2024-09-19 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

In federated contextual linear bandits, high data dimensionality incurs prohibitive computation and communication costs: local agents perform $O(d^3)$-time determinant computation and upload $O(d^2)$ parameters, making existing algorithms…

Machine Learning · Computer Science 2026-05-04 Hantao Yang , Hong Xie , Xutong Liu , Defu Lian

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts,…

Machine Learning · Statistics 2021-03-04 Rajat Sen , Karthikeyan Shanmugam , Nihal Sharma , Sanjay Shakkottai

Contextual multi-armed bandit is a fundamental learning framework for making a sequence of decisions, e.g., advertising recommendations for a sequence of arriving users. Recent works have shown that clustering these users based on the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Zeyu Zhang , Xuchuang Wang , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili , Carlee Joe-Wong

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

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…

Machine Learning · Computer Science 2020-12-07 Maryam Majzoubi , Chicheng Zhang , Rajan Chari , Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

We study the problems of distributed online and bandit convex optimization against an adaptive adversary. We aim to minimize the average regret on $M$ machines working in parallel over $T$ rounds with $R$ intermittent communications.…

Machine Learning · Computer Science 2023-11-30 Kumar Kshitij Patel , Lingxiao Wang , Aadirupa Saha , Nati Sebro

We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatures, we approximate continuous path-dependent reward…

Machine Learning · Computer Science 2026-05-12 Xin Guo , Grace He , Xinyu Li

Contextual bandit algorithms are commonly used in recommender systems, where content popularity can change rapidly. These algorithms continuously learn latent mappings between users and items, based on contexts associated with them both.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Kanak Mahadik , Qingyun Wu , Shuai Li , Amit Sabne

Most existing works on federated bandits take it for granted that all clients are altruistic about sharing their data with the server for the collective good whenever needed. Despite their compelling theoretical guarantee on performance and…

Machine Learning · Computer Science 2023-10-24 Zhepei Wei , Chuanhao Li , Haifeng Xu , Hongning Wang

We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack…

Machine Learning · Computer Science 2018-08-27 Yuzhe Ma , Kwang-Sung Jun , Lihong Li , Xiaojin Zhu

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…

Artificial Intelligence · Computer Science 2020-09-15 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi , Irina Rish

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature,…

Machine Learning · Computer Science 2023-11-13 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

This study investigates the problem of $K$-armed linear contextual bandits, an instance of the multi-armed bandit problem, under an adversarial corruption. At each round, a decision-maker observes an independent and identically distributed…

Machine Learning · Computer Science 2023-12-29 Masahiro Kato , Shinji Ito

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Alexander Rakhlin

Motivated by the phenomenon of strategic agents gaming a recommender system to maximize the number of times they are recommended to users, we study a strategic variant of the linear contextual bandit problem, where the arms can…

Machine Learning · Computer Science 2024-09-27 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…

Machine Learning · Computer Science 2021-06-29 Kaushik Roy , Qi Zhang , Manas Gaur , Amit Sheth