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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

As large language models (LLMs) become increasingly popular, there is a growing need to predict which out of a set of LLMs will yield a successful answer to a given query at low cost. This problem promises to become even more relevant as…

Computation and Language · Computer Science 2026-04-23 Baran Atalar , Eddie Zhang , Carlee Joe-Wong

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Machine Learning · Computer Science 2025-06-24 Manhin Poon , XiangXiang Dai , Xutong Liu , Fang Kong , John C. S. Lui , Jinhang Zuo

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

Multi-dimensional online decision making plays a crucial role in many real applications such as online recommendation and digital marketing. In these problems, a decision at each time is a combination of choices from different types of…

Machine Learning · Statistics 2024-02-14 Jie Zhou , Botao Hao , Zheng Wen , Jingfei Zhang , Will Wei Sun

We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our…

Machine Learning · Computer Science 2021-01-18 Kai Zheng , Tianle Cai , Weiran Huang , Zhenguo Li , Liwei Wang

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

Machine Learning · Statistics 2020-09-14 Yichun Hu , Nathan Kallus , Xiaojie Mao

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

Machine Learning · Computer Science 2023-03-17 Weitong Zhang , Jiafan He , Zhiyuan Fan , Quanquan Gu

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Machine Learning · Computer Science 2024-10-30 Parand A. Alamdari , Yanshuai Cao , Kevin H. Wilson

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Machine Learning · Computer Science 2026-05-28 Shiyun Lin , Simon Mauras , Vianney Perchet , Nadav Merlis

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

Contextual bandits have emerged as a cornerstone in reinforcement learning, enabling systems to make decisions with partial feedback. However, as contexts grow in complexity, traditional bandit algorithms can face challenges in adequately…

Machine Learning · Computer Science 2023-11-07 Ali Baheri , Cecilia O. Alm

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

Dialog response selection is an important step towards natural response generation in conversational agents. Existing work on neural conversational models mainly focuses on offline supervised learning using a large set of context-response…

Computation and Language · Computer Science 2017-11-27 Bing Liu , Tong Yu , Ian Lane , Ole J. Mengshoel

Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson Sampling (TS) is a preferred strategy for these problems,…

Machine Learning · Statistics 2026-02-10 Ruizhe Deng , Bibhas Chakraborty , Ran Chen , Yan Shuo Tan
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