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Related papers: Linear Contextual Bandits with Interference

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A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Machine Learning · Computer Science 2021-07-13 Yonathan Efroni , Nadav Merlis , Aadirupa Saha , Shie Mannor

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

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

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

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

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…

Machine Learning · Statistics 2023-04-04 Burak Varici , Karthikeyan Shanmugam , Prasanna Sattigeri , Ali Tajer

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

We study the effect of impairment on stochastic multi-armed bandits and develop new ways to mitigate it. Impairment effect is the phenomena where an agent only accrues reward for an action if they have played it at least a few times in the…

Machine Learning · Computer Science 2020-06-23 Priyank Agrawal , Theja Tulabandhula

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…

Machine Learning · Computer Science 2024-10-28 Ali Baheri

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

We study the problem of learning 'good' interventions in a stochastic environment modeled by its underlying causal graph. Good interventions refer to interventions that maximize rewards. Specifically, we consider the setting of a…

Machine Learning · Computer Science 2024-01-17 Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…

Machine Learning · Computer Science 2025-05-30 Xutong Liu , Xiangxiang Dai , Jinhang Zuo , Siwei Wang , Carlee Joe-Wong , John C. S. Lui , Wei Chen

We study fairness in linear bandit problems. Starting from the notion of meritocratic fairness introduced in Joseph et al. [2016], we carry out a more refined analysis of a more general problem, achieving better performance guarantees with…

Machine Learning · Computer Science 2017-06-30 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Seth Neel , Aaron Roth

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

Machine Learning · Computer Science 2019-03-21 Xiaotian Yu

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

In many fields$\unicode{x2013}$including genomics, epidemiology, natural language processing, social and behavioral sciences, and economics$\unicode{x2013}$it is increasingly important to address causal questions in the context of factor…

Methodology · Statistics 2025-06-30 Jenna M. Landy , Dafne Zorzetto , Roberta De Vito , Giovanni Parmigiani

Multi-armed Bandits (MABs) are increasingly employed in online platforms and e-commerce to optimize decision making for personalized user experiences. In this work, we focus on the Contextual Bandit problem with linear rewards, under…

Machine Learning · Computer Science 2024-09-17 Rowan Swiers , Subash Prabanantham , Andrew Maher