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Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

We consider the stochastic linear contextual bandit problem with high-dimensional features. We analyze the Thompson sampling algorithm using special classes of sparsity-inducing priors (e.g., spike-and-slab) to model the unknown parameter…

Machine Learning · Statistics 2023-01-31 Sunrit Chakraborty , Saptarshi Roy , Ambuj Tewari

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Machine Learning · Computer Science 2021-06-08 Qin Ding , Cho-Jui Hsieh , James Sharpnack

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

Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…

Machine Learning · Computer Science 2024-06-05 Hongbo Guo , Zheqing Zhu

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

Contextual bandit algorithms are extremely popular and widely used in recommendation systems to provide online personalised recommendations. A recurrent assumption is the stationarity of the reward function, which is rather unrealistic in…

Machine Learning · Statistics 2020-04-29 Giuseppe Di Benedetto , Vito Bellini , Giovanni Zappella

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

Machine Learning · Statistics 2025-03-17 Kevin Li , Eric Laber

In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…

Machine Learning · Computer Science 2023-12-18 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis

Contextual bandit algorithms have become popular for online recommendation systems such as Digg, Yahoo! Buzz, and news recommendation in general. \emph{Offline} evaluation of the effectiveness of new algorithms in these applications is…

Machine Learning · Computer Science 2015-03-13 Lihong Li , Wei Chu , John Langford , Xuanhui Wang

Thompson Sampling (TS) is one of the most effective algorithms for solving contextual multi-armed bandit problems. In this paper, we propose a new algorithm, called Neural Thompson Sampling, which adapts deep neural networks for both…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Lihong Li , Quanquan Gu

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

Recent advances in contextual bandit optimization and reinforcement learning have garnered interest in applying these methods to real-world sequential decision making problems. Real-world applications frequently have constraints with…

Machine Learning · Computer Science 2019-11-05 Samuel Daulton , Shaun Singh , Vashist Avadhanula , Drew Dimmery , Eytan Bakshy

Meta-learning is characterized by its ability to learn how to learn, enabling the adaptation of learning strategies across different tasks. Recent research introduced the Meta-Thompson Sampling (Meta-TS), which meta-learns an unknown prior…

Machine Learning · Statistics 2024-09-12 Hao Li , Dong Liang , Zheng Xie

We introduce a framework for Thompson sampling (TS) contextual bandit algorithms, in which the algorithm's ability to quantify uncertainty and make decisions depends on the quality of a generative model that is learned offline. Instead of…

Machine Learning · Computer Science 2025-11-13 Kelly W. Zhang , Tiffany Tianhui Cai , Hongseok Namkoong , Daniel Russo

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

Time-sync comment (TSC) is a new form of user-interaction review associated with real-time video contents, which contains a user's preferences for videos and therefore well suited as the data source for video recommendations. However,…

Multimedia · Computer Science 2019-08-09 Wenmian Yang , Wenyuan Gao , Xiaojie Zhou , Weijia Jia , Shaohua Zhang , Yutao Luo

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

With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…

Machine Learning · Statistics 2026-01-22 Xiangyu Chang , Xi Chen , Zehua Lai , He Li , Zhihong Liu , Yichen Zhang

In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…

Machine Learning · Computer Science 2020-03-06 Weiqiang Wu , Jing Yang , Cong Shen