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Learning from human preference data is becoming a useful tool, from fine-tuning large language models to training reinforcement learning agents. However, in most scenarios, the model is trained on the average preference of all human…

Machine Learning · Computer Science 2026-05-05 Maheed H. Ahmed , Mahsa Ghasemi

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

Machine Learning · Computer Science 2018-10-30 Julian Zimmert , Yevgeny Seldin

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

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 bandit problem of selecting $K$ out of $N$ arms at each time step. The reward can be a non-linear function of the rewards of the selected individual arms. The direct use of a multi-armed bandit algorithm requires choosing…

Machine Learning · Computer Science 2026-02-16 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek Umrawal

The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low

Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

Machine Learning · Statistics 2020-02-20 Leonardo Cella , Nicolò Cesa-Bianchi

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

Contextual bandits are canonical models for sequential decision-making under uncertainty in environments with time-varying components. In this setting, the expected reward of each bandit arm consists of the inner product of an unknown…

Machine Learning · Statistics 2022-05-27 Hongju Park , Mohamad Kazem Shirani Faradonbeh

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

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

We consider a contextual version of multi-armed bandit problem with global knapsack constraints. In each round, the outcome of pulling an arm is a scalar reward and a resource consumption vector, both dependent on the context, and the…

Machine Learning · Computer Science 2016-07-12 Shipra Agrawal , Nikhil R. Devanur , Lihong Li

Reinforcement Learning with Human Feedback (RLHF) is at the core of fine-tuning methods for generative AI models for language and images. Such feedback is often sought as rank or preference feedback from human raters, as opposed to…

Machine Learning · Computer Science 2025-05-19 Akhil Agnihotri , Rahul Jain , Deepak Ramachandran , Zheng Wen

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Machine Learning · Computer Science 2024-10-30 Parand A. Alamdari , Yanshuai Cao , Kevin H. Wilson