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Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly…

Machine Learning · Computer Science 2020-02-14 Awni Hannun , Brian Knott , Shubho Sengupta , Laurens van der Maaten

Finding quantitative aspects of quantum phenomena which cannot be explained by any classical model has foundational importance for understanding the boundary between classical and quantum theory. It also has practical significance for…

Quantum Physics · Physics 2018-02-06 David Schmid , Robert W. Spekkens

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

Machine Learning · Computer Science 2020-01-28 Xiaoying Zhang , Hong Xie , Hang Li , John C. S. Lui

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

Machine Learning · Computer Science 2023-10-17 Zheqing Zhu , Yueyang Liu , Xu Kuang , Benjamin Van Roy

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

To address the contextual bandit problem, we propose an online random forest algorithm. The analysis of the proposed algorithm is based on the sample complexity needed to find the optimal decision stump. Then, the decision stumps are…

Machine Learning · Computer Science 2016-09-16 Raphaël Féraud , Robin Allesiardo , Tanguy Urvoy , Fabrice Clérot

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

Quantum channels model many physical processes. For this reason, hypothesis testing between quantum channels is a fundamental task in quantum information theory. Here we consider the paradigmatic case of channel position finding, where the…

Quantum Physics · Physics 2021-04-28 Jason L. Pereira , Quntao Zhuang , Stefano Pirandola

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Statistics Theory · Mathematics 2025-10-06 Rong Jiang , Cong Ma

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

Physicists use quantum models to describe the behavior of physical systems. Quantum models owe their success to their interpretability, to their relation to probabilistic models (quantization of classical models) and to their high…

Machine Learning · Computer Science 2016-01-25 Cyril Stark

Contextual bandit algorithms -- a class of multi-armed bandit algorithms that exploit the contextual information -- have been shown to be effective in solving sequential decision making problems under uncertainty. A common assumption…

Machine Learning · Computer Science 2017-01-25 Linqi Song , Jie Xu

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

Machine Learning · Computer Science 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual…

Machine Learning · Computer Science 2022-06-10 Botao Hao , Tor Lattimore , Chao Qin

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…

Machine Learning · Computer Science 2020-08-04 Dalin Guo , Sofia Ira Ktena , Ferenc Huszar , Pranay Kumar Myana , Wenzhe Shi , Alykhan Tejani