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Contextual batched bandit (CBB) is a setting where a batch of rewards is observed from the environment at the end of each episode, but the rewards of the non-executed actions are unobserved, resulting in partial-information feedback.…

Machine Learning · Computer Science 2023-10-10 Xiao Zhang , Ninglu Shao , Zihua Si , Jun Xu , Wenhan Wang , Hanjing Su , Ji-Rong Wen

The principle of optimism in the face of uncertainty is one of the most widely used and successful ideas in multi-armed bandits and reinforcement learning. However, existing optimistic algorithms (primarily UCB and its variants) often…

Machine Learning · Computer Science 2024-03-12 Yunbei Xu , Assaf Zeevi

Motivated by wireless networks where interference or channel state estimates provide partial insight into throughput, we study a variant of the classical stochastic multi-armed bandit problem in which the learner has limited access to…

Machine Learning · Computer Science 2026-03-03 Arun Verma , Manjesh Kumar Hanawal , Arun Rajkumar

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

Virtual support agents have grown in popularity as a way for businesses to provide better and more accessible customer service. Some challenges in this domain include ambiguous user queries as well as changing support topics and user…

Machine Learning · Computer Science 2021-12-07 Sandra Sajeev , Jade Huang , Nikos Karampatziakis , Matthew Hall , Sebastian Kochman , Weizhu Chen

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

Machine Learning · Computer Science 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

Machine Learning · Computer Science 2020-11-10 Kishan Panaganti , Dileep Kalathil

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

Machine Learning · Computer Science 2019-03-05 Tanner Fiez , Shreyas Sekar , Lillian J. Ratliff

Contextual bandits serve as a fundamental algorithmic framework for optimizing recommendation decisions online. Though extensive attention has been paid to tailoring contextual bandits for recommendation applications, the "herding effects"…

Machine Learning · Computer Science 2024-08-29 Luyue Xu , Liming Wang , Hong Xie , Mingqiang Zhou

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

Machine Learning · Computer Science 2026-04-07 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

The matrix contextual bandit (CB), as an extension of the well-known multi-armed bandit, is a powerful framework that has been widely applied in sequential decision-making scenarios involving low-rank structure. In many real-world…

Machine Learning · Computer Science 2025-07-24 Yao Wang , Jiannan Li , Yue Kang , Shanxing Gao , Zhenxin Xiao

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

Standard contextual bandit problem assumes that all the relevant contexts are observed before the algorithm chooses an arm. This modeling paradigm, while useful, often falls short when dealing with problems in which valuable additional…

Machine Learning · Computer Science 2023-09-26 Chaoqi Wang , Ziyu Ye , Zhe Feng , Ashwinkumar Badanidiyuru , Haifeng Xu

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

Machine Learning · Statistics 2020-06-19 Laura Niss , Ambuj Tewari

We consider a new setting of online clustering of contextual cascading bandits, an online learning problem where the underlying cluster structure over users is unknown and needs to be learned from a random prefix feedback. More precisely, a…

Machine Learning · Computer Science 2019-02-04 Shuai Li

Contextual bandit algorithms suffer from high regret during cold-start, when the learner has insufficient data to distinguish good arms from bad. We propose augmenting Disjoint LinUCB with LLM pseudo-observations: after each round, a large…

Machine Learning · Computer Science 2026-04-17 Maksim Pershin , Ivan Golovanov , Pavel Baltabaev , Natalia Trankova
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