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Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

Machine Learning · Computer Science 2026-02-24 Liad Erez , Tomer Koren

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

We present a new algorithm based on an gradient ascent for a general Active Exploration bandit problem in the fixed confidence setting. This problem encompasses several well studied problems such that the Best Arm Identification or…

Machine Learning · Statistics 2019-05-21 Pierre Ménard

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

High-dimensional linear bandits with low-dimensional structure have received considerable attention in recent studies due to their practical significance. The most common structure in the literature is sparsity. However, it may not be…

Machine Learning · Statistics 2026-01-01 Nam Phuong Tran , The Anh Ta , Debmalya Mandal , Long Tran-Thanh

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 work, we initiate the idea of using denoising diffusion models to learn priors for online decision making problems. Our special focus is on the meta-learning for bandit framework, with the goal of learning a strategy that performs…

Machine Learning · Computer Science 2023-01-31 Yu-Guan Hsieh , Shiva Prasad Kasiviswanathan , Branislav Kveton , Patrick Blöbaum

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

Machine Learning · Statistics 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

In this paper, we study the pure exploration bandit model on general distribution functions, which means that the reward function of each arm depends on the whole distribution, not only its mean. We adapt the racing framework and LUCB…

Machine Learning · Computer Science 2021-05-11 Siwei Wang , Wei Chen

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

In linear contextual bandits, the objective is to select actions that maximize cumulative rewards, modeled as a linear function with unknown parameters. Although Thompson Sampling performs well empirically, it does not achieve optimal…

Machine Learning · Statistics 2025-06-18 Wonyoung Kim

We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward…

Machine Learning · Statistics 2022-06-20 Shuang Wu , Chi-Hua Wang , Yuantong Li , Guang Cheng

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

Machine Learning · Computer Science 2021-06-14 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature,…

Machine Learning · Computer Science 2023-11-13 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of…

Machine Learning · Computer Science 2020-12-22 Maria-Florina Balcan , Travis Dick , Wesley Pegden

We present online boosting algorithms for multiclass classification with bandit feedback, where the learner only receives feedback about the correctness of its prediction. We propose an unbiased estimate of the loss using a randomized…

Machine Learning · Statistics 2019-02-26 Daniel T. Zhang , Young Hun Jung , Ambuj Tewari

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

Machine Learning · Computer Science 2021-10-28 Liu Leqi , Fatma Kilinc-Karzan , Zachary C. Lipton , Alan L. Montgomery

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier
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