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Transferring knowledge from one environment to another is an essential ability of intelligent systems. Nevertheless, when two environments are different, naively transferring all knowledge may deteriorate the performance, a phenomenon known…

Machine Learning · Computer Science 2025-02-28 Mingwei Deng , Ville Kyrki , Dominik Baumann

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

Machine Learning · Computer Science 2021-02-26 Quanquan Gu , Amin Karbasi , Khashayar Khosravi , Vahab Mirrokni , Dongruo Zhou

Intelligent mobile robots are critical in several scenarios. However, as their computational resources are limited, mobile robots struggle to handle several tasks concurrently and yet guaranteeing real-timeliness. To address this challenge…

Robotics · Computer Science 2021-04-13 Ramyad Hadidi , Nima Shoghi Ghalehshahi , Bahar Asgari , Hyesoon Kim

Contextual bandits are a common problem faced by machine learning practitioners in domains as diverse as hypothesis testing to product recommendations. There have been a lot of approaches in exploiting rich data representations for…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Aniket Anand Deshmukh , Abhimanu Kumar , Levi Boyles , Denis Charles , Eren Manavoglu , Urun Dogan

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

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

Advanced reasoning models with agentic capabilities (AI agents) are deployed to interact with humans and to solve sequential decision-making problems under (approximate) utility functions and internal models. When such problems have…

Artificial Intelligence · Computer Science 2025-09-25 Daniel Jarne Ornia , Nicholas Bishop , Joel Dyer , Wei-Chen Lee , Ani Calinescu , Doyne Farmer , Michael Wooldridge

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

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

In several applications such as clinical trials and financial portfolio optimization, the expected value (or the average reward) does not satisfactorily capture the merits of a drug or a portfolio. In such applications, risk plays a crucial…

Machine Learning · Statistics 2022-05-13 Vincent Y. F. Tan , Prashanth L. A. , Krishna Jagannathan

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

In this study, we investigate a context-aware status updating system consisting of multiple sensor-estimator pairs. A centralized monitor pulls status updates from multiple sensors that are monitoring several safety-critical situations…

Information Theory · Computer Science 2023-10-11 Tasmeen Zaman Ornee , Md Kamran Chowdhury Shisher , Clement Kam , Yin Sun

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

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

We consider the actor-critic contextual bandit for the mobile health (mHealth) intervention. State-of-the-art decision-making algorithms generally ignore the outliers in the dataset. In this paper, we propose a novel robust contextual…

Machine Learning · Computer Science 2018-02-28 Feiyun Zhu , Jun Guo , Ruoyu Li , Junzhou Huang

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

We formulate a new problem at the intersectionof semi-supervised learning and contextual bandits,motivated by several applications including clini-cal trials and ad recommendations. We demonstratehow Graph Convolutional Network (GCN), a…

Machine Learning · Computer Science 2020-10-26 Sohini Upadhyay , Mikhail Yurochkin , Mayank Agarwal , Yasaman Khazaeni , DjallelBouneffouf

State of the art reinforcement learning methods sometimes encounter unsafe situations. Identifying when these situations occur is of interest both for post-hoc analysis and during deployment, where it might be advantageous to call out to a…

Machine Learning · Computer Science 2025-05-29 Alexander Grushin , Walt Woods , Alvaro Velasquez , Simon Khan

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

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