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In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Machine Learning · Statistics 2023-05-30 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

While multitask representation learning has become a popular approach in reinforcement learning (RL) to boost the sample efficiency, the theoretical understanding of why and how it works is still limited. Most previous analytical works…

Machine Learning · Computer Science 2022-10-24 Rui Lu , Andrew Zhao , Simon S. Du , Gao Huang

We study the problem of transfer-learning in the setting of stochastic linear bandit tasks. We consider that a low dimensional linear representation is shared across the tasks, and study the benefit of learning this representation in the…

Machine Learning · Statistics 2023-08-16 Leonardo Cella , Karim Lounici , Grégoire Pacreau , Massimiliano Pontil

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

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

We study the stream-based online active learning in a contextual multi-armed bandit framework. In this framework, the reward depends on both the arm and the context. In a stream-based active learning setting, obtaining the ground truth of…

Machine Learning · Computer Science 2016-07-13 Linqi Song

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

Contextual bandit is a general framework for online learning in sequential decision-making problems that has found application in a wide range of domains, including recommendation systems, online advertising, and clinical trials. A critical…

Machine Learning · Computer Science 2022-03-24 Evrard Garcelon , Vianney Perchet , Matteo Pirotta

We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…

Machine Learning · Computer Science 2023-10-10 Mengxiao Zhang , Haipeng Luo

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

Exposure bias is a well-known issue in recommender systems where items and suppliers are not equally represented in the recommendation results. This bias becomes particularly problematic over time as a few items are repeatedly…

Information Retrieval · Computer Science 2024-08-09 Masoud Mansoury , Bamshad Mobasher , Herke van Hoof

Large Language Models (LLMs) excel at in-context learning (ICL), a supervised learning technique that relies on adding annotated examples to the model context. We investigate a contextual bandit version of in-context reinforcement learning…

Computation and Language · Computer Science 2025-09-30 Giovanni Monea , Antoine Bosselut , Kianté Brantley , Yoav Artzi

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

Representation learning becomes especially important for complex systems with multimodal data sources such as cameras or sensors. Recent advances in reinforcement learning and optimal control make it possible to design control algorithms on…

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

We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a…

Machine Learning · Computer Science 2020-10-26 Sohini Upadhyay , Mikhail Yurochkin , Mayank Agarwal , Yasaman Khazaeni , DjallelBouneffouf

A key challenge in reward learning from human input is that desired agent behavior often changes based on context. For example, a robot must adapt to avoid a stove once it becomes hot. We observe that while high-level preferences (e.g.,…

Robotics · Computer Science 2026-01-14 Alexandra Forsey-Smerek , Julie Shah , Andreea Bobu

Standard meta-learning for representation learning aims to find a common representation to be shared across multiple tasks. The effectiveness of these methods is often limited when the nuances of the tasks' distribution cannot be captured…

Machine Learning · Computer Science 2021-03-31 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…

Machine Learning · Computer Science 2022-02-01 Jade Freeman , Michael Rawson