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We study the stream-based online active learning in a contextual multi-armed bandit framework. In this framework, the reward depends on both the arm and the context. In a stream-based active learning setting, obtaining the ground truth of…

Machine Learning · Computer Science 2016-07-13 Linqi Song

We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…

Machine Learning · Computer Science 2026-05-14 Idan Barnea , Ofir Schlisselberg , Yishay Mansour

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

In this paper, we propose a new multi-objective contextual multi-armed bandit (MAB) problem with two objectives, where one of the objectives dominates the other objective. Unlike single-objective MAB problems in which the learner obtains a…

Machine Learning · Computer Science 2018-06-04 Cem Tekin , Eralp Turgay

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

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

In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas…

Machine Learning · Computer Science 2013-09-27 Ravi Ganti , Alexander G. Gray

Restless multi-arm bandits (RMABs) is a popular decision-theoretic framework that has been used to model real-world sequential decision making problems in public health, wildlife conservation, communication systems, and beyond. Deployed…

Artificial Intelligence · Computer Science 2023-01-20 Paritosh Verma , Shresth Verma , Aditya Mate , Aparna Taneja , Milind Tambe

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

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

Restless multi-arm bandits (RMABs), a class of resource allocation problems with broad application in areas such as healthcare, online advertising, and anti-poaching, have recently been studied from a multi-agent reinforcement learning…

Machine Learning · Computer Science 2024-01-31 Yunfan Zhao , Nikhil Behari , Edward Hughes , Edwin Zhang , Dheeraj Nagaraj , Karl Tuyls , Aparna Taneja , Milind Tambe

Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…

Machine Learning · Computer Science 2023-10-03 Zhiyong Wang , Xutong Liu , Shuai Li , John C. S. Lui

Enterprise Wireless Local Area Networks (WLANs) consist of multiple Access Points (APs) covering a given area. Finding a suitable network configuration able to maximize the performance of enterprise WLANs is a challenging task given the…

Machine Learning · Computer Science 2020-10-12 Álvaro López-Raventós , Boris Bellalta

In production systems, contextual bandit approaches often rely on direct reward models that take both action and context as input. However, these models can suffer from confounding, making it difficult to isolate the effect of the action…

Machine Learning · Computer Science 2025-09-16 Alexandre Gilotte , Otmane Sakhi , Imad Aouali , Benjamin Heymann

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

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 dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We consider the inverse problem of multi-armed bandits (IMAB) that are widely used in neuroscience and psychology research for behavior modelling. We first show that the IMAB problem is not convex in general, but can be relaxed to a convex…

Computational Engineering, Finance, and Science · Computer Science 2025-06-27 Hao Zhu , Joschka Boedecker
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