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In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Machine Learning · Computer Science 2017-06-20 Lihong Li , Yu Lu , Dengyong Zhou

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

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 investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Xin Liu , Ness Shroff

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha

Contextual dueling bandits form a cornerstone of preference-based decision-making, with critical applications in recommender systems and large language model alignment. However, standard algorithms rely on the idealized assumption of…

Machine Learning · Computer Science 2026-05-27 Xiangyi Wang , Pingchen Lu , Jie Mao , Mingze Kong , Zhi Hong , Zhiyong Wang , Zhongxiang Dai

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…

Machine Learning · Computer Science 2022-06-08 Aritra Mitra , Arman Adibi , George J. Pappas , Hamed Hassani

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

Reinforcement Learning from Human Feedback (RLHF) has become a popular approach to align language models (LMs) with human preferences. This method involves collecting a large dataset of human pairwise preferences across various text…

Machine Learning · Computer Science 2024-10-24 Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan , Pierre Ménard , Eric Moulines , Michal Valko

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

Machine Learning · Statistics 2020-09-14 Yichun Hu , Nathan Kallus , Xiaojie Mao

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…

Machine Learning · Computer Science 2024-05-13 Julian Zimmert , Teodor V. Marinov

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We study for the first time, stochastic dueling bandits over continuous action spaces with Lipschitz structure, where feedback is purely comparative. While dueling bandits and Lipschitz bandits have been studied separately, their…

Machine Learning · Computer Science 2026-04-02 Mudit Sharma , Shweta Jain , Vaneet Aggarwal , Ganesh Ghalme

We study the linear contextual bandit problem in the presence of adversarial corruption, where the interaction between the player and a possibly infinite decision set is contaminated by an adversary that can corrupt the reward up to a…

Machine Learning · Computer Science 2021-10-26 Heyang Zhao , Dongruo Zhou , Quanquan Gu

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

Machine Learning · Computer Science 2023-09-06 Haolin Liu , Chen-Yu Wei , Julian Zimmert

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

Machine Learning · Computer Science 2026-03-23 Shinnosuke Uba , Yutaro Yamaguchi

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal