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We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

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

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

Machine Learning · Computer Science 2025-08-08 Newton Mwai , Emil Carlsson , Fredrik D. Johansson

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Machine Learning · Computer Science 2024-10-30 Parand A. Alamdari , Yanshuai Cao , Kevin H. Wilson

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

Machine Learning · Computer Science 2020-05-06 Djallel Bouneffouf , Emmanuelle Claeys

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…

Artificial Intelligence · Computer Science 2018-09-10 Yogatheesan Varatharajah , Brent Berry , Sanmi Koyejo , Ravishankar Iyer

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

In many applications, e.g. in healthcare and e-commerce, the goal of a contextual bandit may be to learn an optimal treatment assignment policy at the end of the experiment. That is, to minimize simple regret. However, this objective…

Machine Learning · Computer Science 2023-11-06 Sanath Kumar Krishnamurthy , Ruohan Zhan , Susan Athey , Emma Brunskill

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Machine Learning · Computer Science 2018-05-25 Qingyun Wu , Naveen Iyer , Hongning Wang

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

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 problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

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

Contextual bandits have become popular as they offer a middle ground between very simple approaches based on multi-armed bandits and very complex approaches using the full power of reinforcement learning. They have demonstrated success in…

Methodology · Statistics 2017-11-13 Kristjan Greenewald , Ambuj Tewari , Predrag Klasnja , Susan Murphy

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

Contextual bandits have become an increasingly popular solution for personalized recommender systems. Despite their growing use, the interpretability of these systems remains a significant challenge, particularly for the often non-expert…

Machine Learning · Computer Science 2024-09-24 Andrew Maher , Matia Gobbo , Lancelot Lachartre , Subash Prabanantham , Rowan Swiers , Puli Liyanagama

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