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We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

Machine Learning · Computer Science 2026-05-08 Dhruv Sarkar , Abhishek Sinha

We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context,…

Machine Learning · Computer Science 2026-02-06 Dhruv Sarkar , Abhishek Sinha

In production systems, contextual bandit approaches often rely on direct reward models that take both action and context as input. However, these models can suffer from confounding, making it difficult to isolate the effect of the action…

Machine Learning · Computer Science 2025-09-16 Alexandre Gilotte , Otmane Sakhi , Imad Aouali , Benjamin Heymann

We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We…

Machine Learning · Statistics 2023-06-02 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

Machine Learning · Computer Science 2018-10-02 Roshan Shariff , Or Sheffet

This paper considers a contextual bandit problem involving multiple agents, where a learner sequentially observes the contexts and the agent's reported arms, and then selects the arm that maximizes the system's overall reward. Existing work…

Machine Learning · Computer Science 2025-05-30 Arun Verma , Indrajit Saha , Makoto Yokoo , Bryan Kian Hsiang Low

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

Information Retrieval · Computer Science 2021-08-23 Ding Xiang , Becky West , Jiaqi Wang , Xiquan Cui , Jinzhou Huang

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

We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of…

Machine Learning · Statistics 2013-11-05 Aditya Gopalan , Shie Mannor , Yishay Mansour

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

In question answering (QA), different questions can be effectively addressed with different answering strategies. Some require a simple lookup, while others need complex, multi-step reasoning to be answered adequately. This observation…

Computation and Language · Computer Science 2024-09-24 Mohanna Hoveyda , Arjen P. de Vries , Maarten de Rijke , Harrie Oosterhuis , Faegheh Hasibi

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

Multi-task learning (MTL) aims to improve the performance of a primary task by jointly learning with related auxiliary tasks. Traditional MTL methods select tasks randomly during training. However, both previous studies and our results…

Computation and Language · Computer Science 2024-01-12 Xiangheng He , Junjie Chen , Björn W. Schuller

Consider a nonparametric contextual multi-arm bandit problem where each arm $a \in [K]$ is associated to a nonparametric reward function $f_a: [0,1] \to \mathbb{R}$ mapping from contexts to the expected reward. Suppose that there is a large…

Machine Learning · Computer Science 2019-08-06 Nirandika Wanigasekara , Christina Lee Yu

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

Machine Learning · Computer Science 2020-06-09 Aurélien F. Bibaut , Antoine Chambaz , Mark J. van der Laan

Contextual dueling bandits, where a learner compares two options based on context and receives feedback indicating which was preferred, extends classic dueling bandits by incorporating contextual information for decision-making and…

Machine Learning · Computer Science 2024-04-10 Xuheng Li , Heyang Zhao , Quanquan Gu

Information-directed sampling (IDS) has recently demonstrated its potential as a data-efficient reinforcement learning algorithm. However, it is still unclear what is the right form of information ratio to optimize when contextual…

Machine Learning · Computer Science 2022-06-10 Botao Hao , Tor Lattimore , Chao Qin

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

Bayesian strategies for contextual bandits have proved promising in single-state reinforcement learning tasks by modeling uncertainty using context information from the environment. In this paper, we propose Greedy Bandits with Sampled…

Machine Learning · Computer Science 2020-08-03 Dom Huh

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh