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We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a…

Machine Learning · Computer Science 2021-06-10 Sreenivas Gollapudi , Guru Guruganesh , Kostas Kollias , Pasin Manurangsi , Renato Paes Leme , Jon Schneider

We consider the regret minimization task in a dueling bandits problem with context information. In every round of the sequential decision problem, the learner makes a context-dependent selection of two choice alternatives (arms) to be…

Machine Learning · Computer Science 2022-10-14 Viktor Bengs , Aadirupa Saha , Eyke Hüllermeier

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 study the generalized linear contextual bandit problem within the constraints of limited adaptivity. In this paper, we present two algorithms, $\texttt{B-GLinCB}$ and $\texttt{RS-GLinCB}$, that address, respectively, two prevalent…

Machine Learning · Computer Science 2025-10-29 Ayush Sawarni , Nirjhar Das , Siddharth Barman , Gaurav Sinha

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

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…

Machine Learning · Computer Science 2020-05-05 Sandor Szedmak , Anna Cichonska , Heli Julkunen , Tapio Pahikkala , Juho Rousu

Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…

Statistics Theory · Mathematics 2026-01-01 Wanteng Ma , T. Tony Cai

We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

Machine Learning · Computer Science 2026-05-08 Dhruv Sarkar , Abhishek Sinha

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

Machine Learning · Computer Science 2020-03-06 Weiqiang Wu , Jing Yang , Cong Shen

We study two randomized algorithms for generalized linear bandits. The first, GLM-TSL, samples a generalized linear model (GLM) from the Laplace approximation to the posterior distribution. The second, GLM-FPL, fits a GLM to a randomly…

Machine Learning · Computer Science 2023-07-12 Branislav Kveton , Manzil Zaheer , Csaba Szepesvari , Lihong Li , Mohammad Ghavamzadeh , Craig Boutilier

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

Hyperdimensional Computing (HDC), also known as Vector Symbolic Architectures, is a computing paradigm that combines the strengths of symbolic reasoning with the efficiency and scalability of distributed connectionist models in artificial…

Machine Learning · Computer Science 2025-01-29 Marco Angioli , Antonello Rosato , Marcello Barbirotta , Rocco Martino , Francesco Menichelli , Mauro Olivieri

Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor…

Computer Vision and Pattern Recognition · Computer Science 2017-08-04 Lei Zhang , Wei Wei , Qinfeng Shi , Chunhua Shen , Anton van den Hengel , Yanning Zhang

Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…

Machine Learning · Computer Science 2023-08-23 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Johan A. K. Suykens

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

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 multi-task representation learning for the problem of pure exploration in bilinear bandits. In bilinear bandits, an action takes the form of a pair of arms from two different entity types and the reward is a bilinear function of…

Machine Learning · Computer Science 2023-11-02 Subhojyoti Mukherjee , Qiaomin Xie , Josiah P. Hanna , Robert Nowak

We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…

Machine Learning · Computer Science 2024-03-26 Sharu Theresa Jose , Shana Moothedath
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