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We study the causal bandit problem when the causal graph is unknown and develop an efficient algorithm for finding the parent node of the reward node using atomic interventions. We derive the exact equation for the expected number of…

Machine Learning · Statistics 2023-06-09 Mikhail Konobeev , Jalal Etesami , Negar Kiyavash

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

Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…

Machine Learning · Computer Science 2020-12-15 Vineet Nair , Vishakha Patil , Gaurav Sinha

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

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

The Causal Bandit is a variant of the classic Bandit problem where an agent must identify the best action in a sequential decision-making process, where the reward distribution of the actions displays a non-trivial dependence structure that…

Artificial Intelligence · Computer Science 2022-09-30 Arnoud A. W. M. de Kroon , Danielle Belgrave , Joris M. Mooij

Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$. Theoretically, the tight regret lower-bound for the general bandit…

In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…

Machine Learning · Computer Science 2025-06-30 Chen Peng , Di Zhang , Urbashi Mitra

Causal knowledge about the relationships among decision variables and a reward variable in a bandit setting can accelerate the learning of an optimal decision. Current works often assume the causal graph is known, which may not always be…

Machine Learning · Statistics 2024-11-07 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

Causal bandit is a nascent learning model where an agent sequentially experiments in a causal network of variables, in order to identify the reward-maximizing intervention. Despite the model's wide applicability, existing analytical results…

Machine Learning · Statistics 2021-03-09 Ruiyang Song , Stefano Rini , Kuang Xu

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

Machine Learning · Computer Science 2024-07-02 Ziyi Liu , Idan Attias , Daniel M. Roy

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Data Structures and Algorithms · Computer Science 2014-05-21 Aleksandrs Slivkins

In causal bandit problems, the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works…

Machine Learning · Statistics 2021-11-11 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

We study the problem of determining the best intervention in a Causal Bayesian Network (CBN) specified only by its causal graph. We model this as a stochastic multi-armed bandit (MAB) problem with side-information, where the interventions…

Machine Learning · Computer Science 2022-05-20 Aurghya Maiti , Vineet Nair , Gaurav Sinha

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 study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

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

We explore algorithms to select actions in the causal bandit setting where the learner can choose to intervene on a set of random variables related by a causal graph, and the learner sequentially chooses interventions and observes a sample…

Machine Learning · Computer Science 2023-06-14 Alan Malek , Virginia Aglietti , Silvia Chiappa

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

Intelligent agents equipped with causal knowledge can optimize their action spaces to avoid unnecessary exploration. The structural causal bandit framework provides a graphical characterization for identifying actions that are unable to…

Machine Learning · Computer Science 2025-11-25 Min Woo Park , Sanghack Lee
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