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We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Statistics 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

Machine Learning · Computer Science 2026-04-07 Jiamin Xu , Ivan Nazarov , Aditya Rastogi , África Periáñez , Kyra Gan

Long-context modeling is critical for a wide range of real-world tasks, including long-context question answering, summarization, and complex reasoning tasks. Recent studies have explored fine-tuning Large Language Models (LLMs) with…

Computation and Language · Computer Science 2026-04-10 Shaohua Duan , Pengcheng Huang , Xinze Li , Zhenghao Liu , Xiaoyuan Yi , Yukun Yan , Shuo Wang , Yu Gu , Ge Yu , Maosong Sun

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

Recent advances have witnessed the effectiveness of reinforcement learning (RL) finetuning in enhancing the reasoning capabilities of large language models (LLMs). The optimization process often requires numerous iterations to achieve…

Artificial Intelligence · Computer Science 2026-01-13 Yun Qu , Qi Wang , Yixiu Mao , Vincent Tao Hu , Björn Ommer , Xiangyang Ji

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

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

This paper introduces a novel multi-armed bandits framework, termed Contextual Restless Bandits (CRB), for complex online decision-making. This CRB framework incorporates the core features of contextual bandits and restless bandits, so that…

Artificial Intelligence · Computer Science 2024-03-26 Xin Chen , I-Hong Hou

Contextual sequential decision-making problems play a crucial role in machine learning, encompassing a wide range of downstream applications such as bandits, sequential hypothesis testing and online risk control. These applications often…

Machine Learning · Statistics 2025-01-31 Haichen Hu , Rui Ai , Stephen Bates , David Simchi-Levi

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this…

Machine Learning · Computer Science 2016-11-07 Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudik

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…

Machine Learning · Computer Science 2020-03-24 Yoan Russac , Olivier Cappé , Aurélien Garivier

The deployment of Multi-Armed Bandits (MAB) has become commonplace in many economic applications. However, regret guarantees for even state-of-the-art linear bandit algorithms (such as Optimism in the Face of Uncertainty Linear bandit…

Econometrics · Economics 2023-02-28 Jingwen Zhang , Yifang Chen , Amandeep Singh

Current medical practice depends on standardized treatment frameworks and empirical methodologies that neglect individual patient variations, leading to suboptimal health outcomes. We develop a comprehensive system integrating Large…

Machine Learning · Computer Science 2025-10-23 Saman Nessari , Ali Bozorgi-Amiri

Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…

Machine Learning · Computer Science 2023-07-24 Viraj Mehta , Ojash Neopane , Vikramjeet Das , Sen Lin , Jeff Schneider , Willie Neiswanger

Over the past decade, contextual bandit algorithms have been gaining in popularity due to their effectiveness and flexibility in solving sequential decision problems---from online advertising and finance to clinical trial design and…

Machine Learning · Computer Science 2020-01-03 Robin van Emden , Maurits Kaptein

For the non-stationary multi-armed bandit (MAB) problem, many existing methods allow a general mechanism for the non-stationarity, but rely on a budget for the non-stationarity that is sub-linear to the total number of time steps $T$. In…

Machine Learning · Computer Science 2025-03-03 Anna L. Trella , Walter Dempsey , Asim H. Gazi , Ziping Xu , Finale Doshi-Velez , Susan A. Murphy

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Machine Learning · Computer Science 2024-12-10 Rohan Deb , Mohammad Ghavamzadeh , Arindam Banerjee