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We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

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

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

Contextual bandit problems are a natural fit for many information retrieval tasks, such as learning to rank, text classification, recommendation, etc. However, existing learning methods for contextual bandit problems have one of two…

Information Retrieval · Computer Science 2020-02-06 Rolf Jagerman , Ilya Markov , Maarten de Rijke

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

The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

Machine Learning · Computer Science 2025-10-13 Di Zhang

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…

Machine Learning · Statistics 2023-02-21 Kihyuk Hong , Yuhang Li , Ambuj Tewari

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

Machine Learning · Computer Science 2017-05-18 Bence Cserna , Marek Petrik , Reazul Hasan Russel , Wheeler Ruml

We propose a novel Bayesian framework for efficient exploration in contextual multi-task multi-armed bandit settings, where the context is only observed partially and dependencies between reward distributions are induced by latent context…

Recent works have shown a reduction from contextual bandits to online regression under a realizability assumption [Foster and Rakhlin, 2020, Foster and Krishnamurthy, 2021]. In this work, we investigate the use of neural networks for such…

Machine Learning · Computer Science 2023-12-13 Rohan Deb , Yikun Ban , Shiliang Zuo , Jingrui He , Arindam Banerjee

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users in order to gain information that will lead to…

Machine Learning · Computer Science 2021-12-28 Manish Raghavan , Aleksandrs Slivkins , Jennifer Wortman Vaughan , Zhiwei Steven Wu

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation…

Artificial Intelligence · Computer Science 2017-06-09 Djallel Bouneffouf , Irina Rish , Guillermo A. Cecchi , Raphael Feraud

We consider the problem of personalised news recommendation where each user consumes news in a sequential fashion. Existing personalised news recommendation methods focus on exploiting user interests and ignores exploration in…

Information Retrieval · Computer Science 2022-06-30 Mengyan Zhang , Thanh Nguyen-Tang , Fangzhao Wu , Zhenyu He , Xing Xie , Cheng Soon Ong

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

Early-Exit Deep Neural Networks enable adaptive inference by allowing prediction at intermediary layers, significantly reducing computational costs and latency. Most of the early exit strategies greedily exit a sample at an intermediary…

Machine Learning · Computer Science 2025-09-30 Divya Jyoti Bajpai , Manjesh Kumar Hanawal
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