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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 contextual bandits with graph feedback, a class of interactive learning problems with richer structures than vanilla contextual bandits, where taking an action reveals the rewards for all neighboring actions in the feedback…

Machine Learning · Computer Science 2024-11-08 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu

We investigate the feasibility of learning from a mix of both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be different between these two data…

Machine Learning · Computer Science 2019-06-25 Chicheng Zhang , Alekh Agarwal , Hal Daumé , John Langford , Sahand N Negahban

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

We study the interplay between communication and feedback in a cooperative online learning setting, where a network of communicating agents learn a common sequential decision-making task through a feedback graph. We bound the network regret…

Machine Learning · Computer Science 2024-08-13 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Riccardo Della Vecchia

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

We study multi-armed bandit problems with graph feedback, in which the decision maker is allowed to observe the neighboring actions of the chosen action, in a setting where the graph may vary over time and is never fully revealed to the…

Machine Learning · Statistics 2018-05-24 Fang Liu , Zizhan Zheng , Ness Shroff

We study nonparametric contextual bandits under batch constraints, where the expected reward for each action is modeled as a smooth function of covariates, and the policy updates are made at the end of each batch of observations. We…

Statistics Theory · Mathematics 2025-10-06 Rong Jiang , Cong Ma

Contextual bandits serve as a fundamental algorithmic framework for optimizing recommendation decisions online. Though extensive attention has been paid to tailoring contextual bandits for recommendation applications, the "herding effects"…

Machine Learning · Computer Science 2024-08-29 Luyue Xu , Liming Wang , Hong Xie , Mingqiang Zhou

The problem of online learning with graph feedback has been extensively studied in the literature due to its generality and potential to model various learning tasks. Existing works mainly study the adversarial and stochastic feedback…

Machine Learning · Computer Science 2022-08-23 Fang Kong , Yichi Zhou , Shuai Li

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

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

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…

Machine Learning · Computer Science 2020-12-07 Maryam Majzoubi , Chicheng Zhang , Rajan Chari , Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

We study contextual bandit (CB) problems, where the user can sometimes respond with the best action in a given context. Such an interaction arises, for example, in text prediction or autocompletion settings, where a poor suggestion is…

Machine Learning · Computer Science 2023-02-09 Alekh Agarwal , Claudio Gentile , Teodor V. Marinov