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The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…

Machine Learning · Computer Science 2021-04-09 Matteo Papini , Andrea Tirinzoni , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

Machine Learning · Computer Science 2020-03-06 Weiqiang Wu , Jing Yang , Cong Shen

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

Machine Learning · Computer Science 2025-01-08 Jiabin Lin , Shana Moothedath , Namrata Vaswani

In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…

Machine Learning · Computer Science 2022-12-20 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

Speculative decoding has emerged as a popular method to accelerate the inference of Large Language Models (LLMs) while retaining their superior text generation performance. Previous methods either adopt a fixed speculative decoding…

Machine Learning · Computer Science 2025-11-21 Yunlong Hou , Fengzhuo Zhang , Cunxiao Du , Xuan Zhang , Jiachun Pan , Tianyu Pang , Chao Du , Vincent Y. F. Tan , Zhuoran Yang

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…

Machine Learning · Computer Science 2026-04-02 Jiabin Lin , Shana Moothedath

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

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

Machine Learning · Statistics 2025-05-21 Shogo Iwazaki , Junpei Komiyama , Masaaki Imaizumi

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

The contextual bandit problem, which is a type of reinforcement learning tasks, provides an effective framework for solving challenges in recommendation systems, such as satisfying real-time requirements, enabling personalization,…

Machine Learning · Computer Science 2025-01-16 Shogo Ito , Tatsuji Takahashi , Yu Kono

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

We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…

Machine Learning · Computer Science 2017-04-25 Avishek Ghosh , Sayak Ray Chowdhury , Aditya Gopalan

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…

Machine Learning · Computer Science 2024-02-20 Mengxiao Zhang , Haipeng Luo

We prove an instance independent (poly) logarithmic regret for stochastic contextual bandits with linear payoff. Previously, in \cite{chu2011contextual}, a lower bound of $\mathcal{O}(\sqrt{T})$ is shown for the contextual linear bandit…

Machine Learning · Statistics 2022-05-23 Avishek Ghosh , Abishek Sankararaman

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

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

Machine Learning · Computer Science 2024-09-05 Nirjhar Das , Gaurav Sinha

We study linear bandits when the underlying reward function is not linear. Existing work relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an…

Machine Learning · Computer Science 2023-07-21 Chong Liu , Ming Yin , Yu-Xiang Wang
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