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Related papers: Practical Contextual Bandits with Feedback Graphs

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We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

Machine Learning · Computer Science 2023-02-09 Alekh Agarwal , Claudio Gentile , Teodor V. Marinov

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

We study learning from user feedback for extractive question answering by simulating feedback using supervised data. We cast the problem as contextual bandit learning, and analyze the characteristics of several learning scenarios with focus…

Computation and Language · Computer Science 2022-03-21 Ge Gao , Eunsol Choi , Yoav Artzi

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…

Machine Learning · Computer Science 2023-12-18 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

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 consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…

Machine Learning · Computer Science 2020-06-30 Djallel Bouneffouf

We consider a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

Machine Learning · Computer Science 2020-02-25 Sanath Kumar Krishnamurthy , Susan Athey

Contextual bandits algorithms have become essential in real-world user interaction problems in recent years. However, these algorithms rely on context as attribute value representation, which makes them unfeasible for real-world domains…

Machine Learning · Computer Science 2020-12-18 Ashutosh Kakadiya , Sriraam Natarajan , Balaraman Ravindran

Stochastic linear contextual bandit algorithms have substantial applications in practice, such as recommender systems, online advertising, clinical trials, etc. Recent works show that optimal bandit algorithms are vulnerable to adversarial…

Machine Learning · Statistics 2023-01-31 Qin Ding , Cho-Jui Hsieh , James Sharpnack

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

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

An agent in a nonstationary contextual bandit problem should balance between exploration and the exploitation of (periodic or structured) patterns present in its previous experiences. Handcrafting an appropriate historical context is an…

Machine Learning · Computer Science 2023-11-06 Aditya Ramesh , Paulo Rauber , Michelangelo Conserva , Jürgen Schmidhuber

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Machine Learning · Computer Science 2015-08-03 Ashwinkumar Badanidiyuru , John Langford , Aleksandrs Slivkins

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

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

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet