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Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…

Machine Learning · Statistics 2017-11-15 Yu-Xiang Wang , Alekh Agarwal , Miroslav Dudik

We present an adaptive learning Intelligent Tutoring System, which uses model-based reinforcement learning in the form of contextual bandits to assign learning activities to students. The model is trained on the trajectories of thousands of…

Computation and Language · Computer Science 2022-07-29 Robert Belfer , Ekaterina Kochmar , Iulian Vlad Serban

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

In academic literature, recommender systems are often evaluated on the task of next-item prediction. The procedure aims to give an answer to the question: "Given the natural sequence of user-item interactions up to time t, can we predict…

Information Retrieval · Computer Science 2019-07-30 Olivier Jeunen , David Rohde , Flavian Vasile

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

Machine Learning · Computer Science 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

Key challenges in running a retail business include how to select products to present to consumers (the assortment problem), and how to price products (the pricing problem) to maximize revenue or profit. Instead of considering these…

Machine Learning · Statistics 2023-09-19 Junhui Cai , Ran Chen , Martin J. Wainwright , Linda Zhao

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

We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…

Machine Learning · Computer Science 2021-08-11 Guy Tennenholtz , Uri Shalit , Shie Mannor , Yonathan Efroni

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Machine Learning · Computer Science 2025-10-29 Imad Aouali

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

Machine Learning · Computer Science 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

Real-world applications of contextual bandits often exhibit non-stationarity due to seasonality, serendipity, and evolving social trends. While a number of non-stationary contextual bandit learning algorithms have been proposed in the…

Machine Learning · Computer Science 2023-10-17 Zheqing Zhu , Yueyang Liu , Xu Kuang , Benjamin Van Roy

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

Machine Learning · Computer Science 2025-02-05 Zhiyong Wang , Jiahang Sun , Mingze Kong , Jize Xie , Qinghua Hu , John C. S. Lui , Zhongxiang Dai

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Contextual Bandit (CB) algorithms are widely adopted for personalized recommendations but often struggle in dynamic environments typical of fantasy sports, where rapid changes in user behavior and dramatic shifts in reward distributions due…

Machine Learning · Computer Science 2026-01-22 Anupam Agrawal , Rajesh Mohanty , Shamik Bhattacharjee , Abhimanyu Mittal

Traditional imitation learning focuses on modeling the behavioral mechanisms of experts, which requires a large amount of interaction history generated by some fixed expert. However, in many streaming applications, such as streaming…

Machine Learning · Computer Science 2025-04-04 Yi Xu , Weiran Shen , Xiao Zhang , Jun Xu

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet

Contextual multi-armed bandit has shown to be an effective tool in recommender systems. In this paper, we study a novel problem of multi-facet bandits involving a group of bandits, each characterizing the users' needs from one unique…

Machine Learning · Computer Science 2021-07-02 Yikun Ban , Jingrui He , Curtiss B. Cook

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song
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