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We advance the study of incentivized bandit exploration, in which arm choices are viewed as recommendations and are required to be Bayesian incentive compatible. Recent work has shown under certain independence assumptions that after…

Computer Science and Game Theory · Computer Science 2024-09-25 Mark Sellke

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

Machine Learning · Statistics 2022-05-18 Young-Geun Choi , Gi-Soo Kim , Seunghoon Paik , Myunghee Cho Paik

Recent advancements in long-context modeling have enhanced language models (LMs) for complex tasks across multiple NLP applications. Despite this progress, we find that these models struggle with multi-hop reasoning and exhibit decreased…

Computation and Language · Computer Science 2024-08-07 Yanyang Li , Shuo Liang , Michael R. Lyu , Liwei Wang

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

Artificial Intelligence · Computer Science 2026-04-08 Uljad Berdica , Fernando Acero , Anton Ipsen , Parisa Zehtabi , Michael Cashmore , Manuela Veloso

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

We propose an extensible deep learning method that uses reinforcement learning to train neural networks for offline ranking in information retrieval (IR). We call our method BanditRank as it treats ranking as a contextual bandit problem. In…

Information Retrieval · Computer Science 2019-10-24 Phanideep Gampa , Sumio Fujita

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

We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of…

Machine Learning · Statistics 2020-04-09 Maryam Aziz , Emilie Kaufmann , Marie-Karelle Riviere

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

Machine Learning · Computer Science 2025-01-08 Jiabin Lin , Shana Moothedath , Namrata Vaswani

The literature on bandit learning and regret analysis has focused on contexts where the goal is to converge on an optimal action in a manner that limits exploration costs. One shortcoming imposed by this orientation is that it does not…

Machine Learning · Computer Science 2017-05-01 Daniel Russo , David Tse , Benjamin Van Roy

We consider a rate-constrained contextual multi-armed bandit (RC-CMAB) problem, in which a group of agents are solving the same contextual multi-armed bandit (CMAB) problem. However, the contexts are observed by a remotely connected entity,…

Machine Learning · Computer Science 2022-04-28 Francesco Pase , Deniz Gündüz , Michele Zorzi

Contextual bandit algorithms -- a class of multi-armed bandit algorithms that exploit the contextual information -- have been shown to be effective in solving sequential decision making problems under uncertainty. A common assumption…

Machine Learning · Computer Science 2017-01-25 Linqi Song , Jie Xu

We consider the combinatorial bandits problem with semi-bandit feedback under finite sampling budget constraints, in which the learner can carry out its action only for a limited number of times specified by an overall budget. The action is…

Machine Learning · Computer Science 2022-10-17 Jasmin Brandt , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier

The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

Machine Learning · Computer Science 2024-09-19 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

Machine Learning · Statistics 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

This study investigates the problem of $K$-armed linear contextual bandits, an instance of the multi-armed bandit problem, under an adversarial corruption. At each round, a decision-maker observes an independent and identically distributed…

Machine Learning · Computer Science 2023-12-29 Masahiro Kato , Shinji Ito

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