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This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

Machine Learning · Computer Science 2025-04-23 Xuchuang Wang , Qirun Zeng , Jinhang Zuo , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Adam Wierman

We introduce a Multi-User Contextual Cascading Bandit model, a new combinatorial bandit framework that captures realistic online advertising scenarios where multiple users interact with sequentially displayed items simultaneously. Unlike…

Machine Learning · Computer Science 2025-08-26 Jiho Park , Huiwen Jia

We propose feature perturbation, a simple yet effective exploration strategy for contextual bandits that injects randomness directly into feature inputs, instead of randomizing unknown parameters or adding noise to rewards. Remarkably, this…

Machine Learning · Computer Science 2025-10-27 Seouh-won Yi , Min-hwan Oh

In stochastic contextual bandit (SCB) problems, an agent selects an action based on certain observed context to maximize the cumulative reward over iterations. Recently there have been a few studies using a deep neural network (DNN) to…

Machine Learning · Computer Science 2021-04-23 Tan Zhu , Guannan Liang , Chunjiang Zhu , Haining Li , Jinbo Bi

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Machine Learning · Computer Science 2022-07-01 Vidya Muthukumar , Akshay Krishnamurthy

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatures, we approximate continuous path-dependent reward…

Machine Learning · Computer Science 2026-05-12 Xin Guo , Grace He , Xinyu Li

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

We analyze the regret of combinatorial Thompson sampling (CTS) for the combinatorial multi-armed bandit with probabilistically triggered arms under the semi-bandit feedback setting. We assume that the learner has access to an exact…

Machine Learning · Computer Science 2019-02-20 Alihan Hüyük , Cem Tekin

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 design and evaluate a Bayesian optimization framework for resource efficient pre-training of Transformer-based language models (TLMs). TLM pre-training requires high computational resources and introduces many unresolved design choices,…

Computation and Language · Computer Science 2023-05-31 Iñigo Urteaga , Moulay-Zaïdane Draïdia , Tomer Lancewicki , Shahram Khadivi

We consider the contextual combinatorial bandit setting where in each round, the learning agent, e.g., a recommender system, selects a subset of "arms," e.g., products, and observes rewards for both the individual base arms, which are a…

Machine Learning · Computer Science 2025-04-22 Baran Atalar , Carlee Joe-Wong

We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform…

Machine Learning · Computer Science 2017-02-28 Shuai Li , Purushottam Kar

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

Machine Learning · Computer Science 2021-04-26 Kun Wang , Canzhe Zhao , Shuai Li , Shuo Shao

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in…

Machine Learning · Statistics 2020-04-21 Hamsa Bastani , Mohsen Bayati , Khashayar Khosravi

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit…

Machine Learning · Statistics 2018-09-19 Liyuan Xu , Junya Honda , Masashi Sugiyama

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

We consider the problem of top-k subset selection in Dueling Bandit problems with score information. Real-world pairwise ranking problems often exhibit a high degree of transitivity and prior work has suggested sampling methods that exploit…

Machine Learning · Computer Science 2021-01-01 Matthew Groves , Juergen Branke

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online…

Artificial Intelligence · Computer Science 2020-09-15 Baihan Lin , Djallel Bouneffouf , Guillermo Cecchi , Irina Rish

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

Machine Learning · Statistics 2019-06-12 Young Hun Jung , Ambuj Tewari