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Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

Machine Learning · Computer Science 2021-04-26 Kun Wang , Canzhe Zhao , Shuai Li , Shuo Shao

This paper offers a comprehensive analysis of collaborative bandit algorithms and provides a thorough comparison of their performance. Collaborative bandits aim to improve the performance of contextual bandits by introducing relationships…

Machine Learning · Computer Science 2025-10-07 Eren Ozbay , Ashkan Golgoon

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

Stochastic contextual bandits are fundamental for sequential decision-making but pose significant challenges for existing neural network-based algorithms, particularly when scaling to quantum neural networks (QNNs) due to issues such as…

Machine Learning · Computer Science 2026-01-07 Yuqi Huang , Vincent Y. F Tan , Sharu Theresa Jose

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Machine Learning · Statistics 2023-02-07 Jeffrey Chan , Aldo Pacchiano , Nilesh Tripuraneni , Yun S. Song , Peter Bartlett , Michael I. Jordan

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of…

Machine Learning · Computer Science 2018-03-06 Dylan J. Foster , Alekh Agarwal , Miroslav Dudík , Haipeng Luo , Robert E. Schapire

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

Machine Learning · Computer Science 2024-09-05 Nirjhar Das , Gaurav Sinha

Prompt engineering has become central to eliciting the capabilities of large language models (LLMs). At its core lies prompt selection -- efficiently identifying the most effective prompts. However, most prior investigations overlook a key…

Machine Learning · Computer Science 2026-05-15 Donghao Li , Chengshuai Shi , Weijuan Ou , Cong Shen , Jing Yang

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

We introduce a latency-aware contextual bandit framework that generalizes the standard contextual bandit problem, where the learner adaptively selects arms and switches decision sets under action delays. In this setting, the learner…

Machine Learning · Statistics 2025-10-10 Lai Wei , Ambuj Tewari , Michael A. Cianfrocco

Contextual bandits are incredibly useful in many practical problems. We go one step further by devising a more realistic problem that combines: (1) contextual bandits with dense arm features, (2) non-linear reward functions, and (3) a…

Machine Learning · Computer Science 2026-03-18 Wei Min Loh , Sajib Kumer Sinha , Ankur Agarwal , Pascal Poupart

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

High-quality recommender systems ought to deliver both innovative and relevant content through effective and exploratory interactions with users. Yet, supervised learning-based neural networks, which form the backbone of many existing…

Information Retrieval · Computer Science 2023-08-22 Zheqing Zhu , Benjamin Van Roy

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

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

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

Machine Learning · Computer Science 2013-09-27 Michal Valko , Nathaniel Korda , Remi Munos , Ilias Flaounas , Nelo Cristianini

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

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