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Focusing on Random Forests, we propose a multi-armed contextual bandit recommendation framework for feature-based selection of a single shallow tree of the learned ensemble. The trained system, which works on top of the Random Forest,…

Machine Learning · Statistics 2022-07-14 Tommaso Aldinucci , Enrico Civitelli , Leonardo di Gangi , Alessandro Sestini

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Contextual Bandits is one of the widely popular techniques used in applications such as personalization, recommendation systems, mobile health, causal marketing etc . As a dynamic approach, it can be more efficient than standard A/B testing…

Machine Learning · Computer Science 2022-02-03 Praneet Dutta , Joe Cheuk , Jonathan S Kim , Massimo Mascaro

Identifying the Hamiltonian of a quantum system from experimental data is considered. General limits on the identifiability of model parameters with limited experimental resources are investigated, and a specific Bayesian estimation…

Quantum Physics · Physics 2019-10-15 S. G. Schirmer , F. C. Langbein

We address the cold start problem in recommendation systems assuming no contextual information is available neither about users, nor items. We consider the case in which we only have access to a set of ratings of items by users. Most of the…

Machine Learning · Computer Science 2014-07-11 Jérémie Mary , Romaric Gaudel , Preux Philippe

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

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 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

Contextual bandit algorithms are extremely popular and widely used in recommendation systems to provide online personalised recommendations. A recurrent assumption is the stationarity of the reward function, which is rather unrealistic in…

Machine Learning · Statistics 2020-04-29 Giuseppe Di Benedetto , Vito Bellini , Giovanni Zappella

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

In nonstationary bandit learning problems, the decision-maker must continually gather information and adapt their action selection as the latent state of the environment evolves. In each time period, some latent optimal action maximizes…

Machine Learning · Computer Science 2023-12-27 Seungki Min , Daniel Russo

In the dynamic landscape of online businesses, recommender systems are pivotal in enhancing user experiences. While traditional approaches have relied on static supervised learning, the quest for adaptive, user-centric recommendations has…

Information Retrieval · Computer Science 2023-12-22 Yikun Ban , Yunzhe Qi , Jingrui He

We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…

Machine Learning · Computer Science 2023-11-29 Chung-Wei Lee , Qinghua Liu , Yasin Abbasi-Yadkori , Chi Jin , Tor Lattimore , Csaba Szepesvári

Delivering treatment recommendations via pervasive electronic devices such as mobile phones has the potential to be a viable and scalable treatment medium for long-term health behavior management. But active experimentation of treatment…

Information Retrieval · Computer Science 2020-08-24 Mawulolo K. Ameko , Miranda L. Beltzer , Lihua Cai , Mehdi Boukhechba , Bethany A. Teachman , Laura E. Barnes

Identifying an accurate model for the dynamics of a quantum system is a vexing problem that underlies a range of problems in experimental physics and quantum information theory. Recently, a method called quantum Hamiltonian learning has…

Quantum Physics · Physics 2014-04-23 Nathan Wiebe , Christopher Granade , Christopher Ferrie , David G. Cory

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

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

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens