English
Related papers

Related papers: Valid Post-Contextual Bandit Inference

200 papers

Sampling from the equilibrium distribution has always been a major problem in molecular simulations due to the very high dimensionality of conformational space. Over several decades, many approaches have been used to overcome the problem.…

Computational Physics · Physics 2020-03-02 Adrià Pérez , Pablo Herrera-Nieto , Stefan Doerr , Gianni De Fabritiis

We consider the problem of contextual multi-armed bandits in the setting of hypothesis transfer learning. That is, we assume having access to a previously learned model on an unobserved set of contexts, and we leverage it in order to…

Machine Learning · Computer Science 2022-11-15 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

In bandit algorithms, the randomly time-varying adaptive experimental design makes it difficult to apply traditional limit theorems to off-policy evaluation of the treatment effect. Moreover, the normal approximation by the central limit…

Methodology · Statistics 2023-04-11 Yechan Park , Nakahiro Yoshida

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

Machine Learning · Statistics 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Machine Learning · Computer Science 2021-03-29 Joseph Jay Williams , Jacob Nogas , Nina Deliu , Hammad Shaikh , Sofia S. Villar , Audrey Durand , Anna Rafferty

It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three different sources of this selection bias: adaptive…

Statistics Theory · Mathematics 2019-10-29 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

We study the non-contextual multi-armed bandit problem in a transfer learning setting: before any pulls, the learner is given N'_k i.i.d. samples from each source distribution nu'_k, and the true target distributions nu_k lie within a known…

Machine Learning · Computer Science 2025-09-24 Adrien Prevost , Timothee Mathieu , Odalric-Ambrym Maillard

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

We analyze the $K$-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of…

Machine Learning · Computer Science 2018-01-08 Melody Y. Guan , Heinrich Jiang

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

Thompson Sampling is one of the oldest heuristics for multi-armed bandit problems. It is a randomized algorithm based on Bayesian ideas, and has recently generated significant interest after several studies demonstrated it to have better…

Machine Learning · Computer Science 2014-02-04 Shipra Agrawal , Navin Goyal

Thompson sampling (TS) is widely used for stochastic multi-armed bandits, yet its inferential properties under adaptive data collection are subtle. Classical asymptotic theory for sample means can fail because arm-specific sample sizes are…

Machine Learning · Computer Science 2026-02-06 Shunxing Yan , Han Zhong

Post-harvest diseases of apple are one of the major issues in the economical sector of apple production, causing severe economical losses to producers. Thus, we developed DSSApple, a picture-based decision support system able to help users…

Machine Learning · Computer Science 2021-02-09 Gabriele Sottocornola , Fabio Stella , Markus Zanker

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

Machine Learning · Computer Science 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

Recognizing implicit visual and textual patterns is essential in many real-world applications of modern AI. However, tackling long-tail pattern recognition tasks remains challenging for current pre-trained foundation models such as LLMs and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Minxue Tang , Yangyang Yu , Aolin Ding , Maziyar Baran Pouyan , Taha Belkhouja , Yujia Bao