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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

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…

Machine Learning · Computer Science 2018-07-27 Mark Collier , Hector Urdiales Llorens

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

Machine Learning · Statistics 2024-09-12 Hao Li , Dong Liang , Zheng Xie

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

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

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

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through…

Machine Learning · Computer Science 2018-06-20 Lisha Li , Kevin Jamieson , Giulia DeSalvo , Afshin Rostamizadeh , Ameet Talwalkar

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

Contextual Bandit (CB) algorithms are widely adopted for personalized recommendations but often struggle in dynamic environments typical of fantasy sports, where rapid changes in user behavior and dramatic shifts in reward distributions due…

Machine Learning · Computer Science 2026-01-22 Anupam Agrawal , Rajesh Mohanty , Shamik Bhattacharjee , Abhimanyu Mittal

Current endpointing (EP) solutions learn in a supervised framework, which does not allow the model to incorporate feedback and improve in an online setting. Also, it is a common practice to utilize costly grid-search to find the best…

Audio and Speech Processing · Electrical Eng. & Systems 2024-02-09 Do June Min , Andreas Stolcke , Anirudh Raju , Colin Vaz , Di He , Venkatesh Ravichandran , Viet Anh Trinh

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…

Machine Learning · Computer Science 2026-04-13 Gerdus Benadè , Rathish Das , Thomas Lavastida

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

With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…

Machine Learning · Statistics 2026-01-22 Xiangyu Chang , Xi Chen , Zehua Lai , He Li , Zhihong Liu , Yichen Zhang

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

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

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

As cellular networks become denser, a scalable and dynamic tuning of wireless base station parameters can only be achieved through automated optimization. Although the contextual bandit framework arises as a natural candidate for such a…

Networking and Internet Architecture · Computer Science 2019-02-07 Igor Colin , Albert Thomas , Moez Draief

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two…

Neural and Evolutionary Computing · Computer Science 2014-09-30 Robin Allesiardo , Raphael Feraud , Djallel Bouneffouf