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Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at…

Machine Learning · Computer Science 2012-03-05 Lihong Li , Wei Chu , John Langford , Robert E. Schapire

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

Artificial Intelligence · Computer Science 2014-02-26 Volodymyr Kuleshov , Doina Precup

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

Machine Learning · Computer Science 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

This paper addresses the critical challenge of stochastic latent heterogeneity in online decision-making, where individuals' responses to actions vary not only with observable contexts but also with unobserved, randomly realized subgroups.…

Machine Learning · Computer Science 2025-11-17 Elynn Chen , Xi Chen , Wenbo Jing , Xiao Liu

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

This work formulates model selection as an infinite-armed bandit problem, namely, a problem in which a decision maker iteratively selects one of an infinite number of fixed choices (i.e., arms) when the properties of each choice are only…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Margaux Brégère , Julie Keisler

We propose a model for learning with bandit feedback while accounting for deterministically evolving and unobservable states that we call Bandits with Deterministically Evolving States ($B$-$DES$). The workhorse applications of our model…

Machine Learning · Computer Science 2025-01-29 Khashayar Khosravi , Renato Paes Leme , Chara Podimata , Apostolis Tsorvantzis

Causal bandit is a nascent learning model where an agent sequentially experiments in a causal network of variables, in order to identify the reward-maximizing intervention. Despite the model's wide applicability, existing analytical results…

Machine Learning · Statistics 2021-03-09 Ruiyang Song , Stefano Rini , Kuang Xu

Sequential decision-making is central to sustainable agricultural management and precision agriculture, where resource inputs must be optimized under uncertainty and over time. However, such decisions must often be made with limited…

Machine Learning · Statistics 2026-02-24 Sakshi Arya , Wentao Lin

Online healthcare communities provide users with various healthcare interventions to promote healthy behavior and improve adherence. When faced with too many intervention choices, however, individuals may find it difficult to decide which…

Machine Learning · Computer Science 2020-09-15 Tongxin Zhou , Yingfei Wang , Lu , Yan , Yong Tan

Personalization is pervasive in the online space as it leads to higher efficiency and revenue by allowing the most relevant content to be served to each user. However, recent studies suggest that personalization methods can propagate…

Machine Learning · Computer Science 2018-02-26 L. Elisa Celis , Sayash Kapoor , Farnood Salehi , Nisheeth K. Vishnoi

In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously…

Machine Learning · Statistics 2021-05-05 Iñigo Urteaga , Chris H. Wiggins

Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…

Machine Learning · Computer Science 2020-06-11 Craig Boutilier , Chih-Wei Hsu , Branislav Kveton , Martin Mladenov , Csaba Szepesvari , Manzil Zaheer
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