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In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

The recent advances of conversational recommendations provide a promising way to efficiently elicit users' preferences via conversational interactions. To achieve this, the recommender system conducts conversations with users, asking their…

Information Retrieval · Computer Science 2022-09-14 Jinhang Zuo , Songwen Hu , Tong Yu , Shuai Li , Handong Zhao , Carlee Joe-Wong

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…

Machine Learning · Computer Science 2020-12-07 Maryam Majzoubi , Chicheng Zhang , Rajan Chari , Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins

Contextual multi-armed bandit (MAB) achieves cutting-edge performance on a variety of problems. When it comes to real-world scenarios such as recommendation system and online advertising, however, it is essential to consider the resource…

Machine Learning · Computer Science 2020-04-07 Mengyue Yang , Qingyang Li , Zhiwei Qin , Jieping Ye

Current endpointing (EP) solutions learn in a supervised framework, which does not allow the model to incorporate feedback and improve in an online setting. Also, it is a common practice to utilize costly grid-search to find the best…

Audio and Speech Processing · Electrical Eng. & Systems 2024-02-09 Do June Min , Andreas Stolcke , Anirudh Raju , Colin Vaz , Di He , Venkatesh Ravichandran , Viet Anh Trinh

Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online…

Machine Learning · Computer Science 2025-12-19 Barna Pásztor , Parnian Kassraie , Andreas Krause

The contextual bandit has been identified as a powerful framework to formulate the recommendation process as a sequential decision-making process, where each item is regarded as an arm and the objective is to minimize the regret of $T$…

Machine Learning · Computer Science 2024-09-30 Yikun Ban , Yunzhe Qi , Tianxin Wei , Lihui Liu , Jingrui He

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

The exploration/exploitation (E&E) dilemma lies at the core of interactive systems such as online advertising, for which contextual bandit algorithms have been proposed. Bayesian approaches provide guided exploration with principled…

Machine Learning · Computer Science 2021-07-20 Feiyang Pan , Haoming Li , Xiang Ao , Wei Wang , Yanrong Kang , Ao Tan , Qing He

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 a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like…

Machine Learning · Computer Science 2020-02-25 Sanath Kumar Krishnamurthy , Susan Athey

In this research, we investigate the high-dimensional linear contextual bandit problem where the number of features $p$ is greater than the budget $T$, or it may even be infinite. Differing from the majority of previous works in this field,…

Machine Learning · Statistics 2025-06-27 Junpei Komiyama , Masaaki Imaizumi

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Machine Learning · Computer Science 2015-08-03 Ashwinkumar Badanidiyuru , John Langford , Aleksandrs Slivkins

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the context used at each decision may be corrupted ("useless context"). This…

Machine Learning · Computer Science 2020-06-30 Djallel Bouneffouf

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

Machine Learning · Computer Science 2024-09-19 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

It is challenging but important to save annotation efforts in streaming data acquisition to maintain data quality for supervised learning base learners. We propose an ensemble active learning method to actively acquire samples for…

Machine Learning · Computer Science 2023-10-12 Yingyan Zeng , Xiaoyu Chen , Ran Jin

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

Methodology · Statistics 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…

Machine Learning · Statistics 2023-07-11 Mónika Farsang , Paul Mineiro , Wangda Zhang
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