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Understanding complex dynamics of two-sided online matching markets, where the demand-side agents compete to match with the supply-side (arms), has recently received substantial interest. To that end, in this paper, we introduce the…

Machine Learning · Statistics 2022-06-02 Avishek Ghosh , Abishek Sankararaman , Kannan Ramchandran , Tara Javidi , Arya Mazumdar

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

In this paper, we investigate a novel problem of building contextual bandits in the vertical federated setting, i.e., contextual information is vertically distributed over different departments. This problem remains largely unexplored in…

Machine Learning · Computer Science 2022-10-21 Zeyu Cao , Zhipeng Liang , Shu Zhang , Hangyu Li , Ouyang Wen , Yu Rong , Peilin Zhao , Bingzhe Wu

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Machine Learning · Computer Science 2020-07-21 Djallel Bouneffouf , Sohini Upadhyay , Yasaman Khazaeni

The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…

Machine Learning · Computer Science 2023-10-11 Zhiyong Wang , Jize Xie , Xutong Liu , Shuai Li , John C. S. Lui

Nonparametric contextual bandit is an important model of sequential decision making problems. Under $\alpha$-Tsybakov margin condition, existing research has established a regret bound of $\tilde{O}\left(T^{1-\frac{\alpha+1}{d+2}}\right)$…

Machine Learning · Computer Science 2025-05-09 Puning Zhao , Rongfei Fan , Shaowei Wang , Li Shen , Qixin Zhang , Zong Ke , Tianhang Zheng

Contextual bandits have emerged as a cornerstone in reinforcement learning, enabling systems to make decisions with partial feedback. However, as contexts grow in complexity, traditional bandit algorithms can face challenges in adequately…

Machine Learning · Computer Science 2023-11-07 Ali Baheri , Cecilia O. Alm

The contextual bandit problem, which is a type of reinforcement learning tasks, provides an effective framework for solving challenges in recommendation systems, such as satisfying real-time requirements, enabling personalization,…

Machine Learning · Computer Science 2025-01-16 Shogo Ito , Tatsuji Takahashi , Yu Kono

Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…

Machine Learning · Computer Science 2023-02-01 Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

Contextual linear dueling bandits have recently garnered significant attention due to their widespread applications in important domains such as recommender systems and large language models. Classical dueling bandit algorithms are…

Machine Learning · Computer Science 2025-06-04 Xuhan Huang , Yan Hu , Zhiyan Li , Zhiyong Wang , Benyou Wang , Zhongxiang Dai

In intelligent Internet of Things (IoT) systems, edge servers within a network exchange information with their neighbors and collect data from sensors to complete delivered tasks. In this paper, we propose a multiplayer multi-armed bandit…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-19 Ziqun Chen , Kechao Cai , Jinbei Zhang , Zhigang Yu

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

Contextual bandits aim to identify among a set of arms the optimal one with the highest reward based on their contextual information. Motivated by the fact that the arms usually exhibit group behaviors and the mutual impacts exist among…

Machine Learning · Computer Science 2022-06-13 Yunzhe Qi , Yikun Ban , Jingrui He

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

Non-stationary bandits and online clustering of bandits lift the restrictive assumptions in contextual bandits and provide solutions to many important real-world scenarios. Though the essence in solving these two problems overlaps…

Machine Learning · Computer Science 2020-09-08 Chuanhao Li , Qingyun Wu , Hongning Wang

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

Machine Learning · Computer Science 2025-11-07 Xia Jiang , Rong J. B. Zhu

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

Machine Learning · Statistics 2019-01-25 Yang Cao , Zheng Wen , Branislav Kveton , Yao Xie

The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…

Machine Learning · Computer Science 2025-05-30 Xutong Liu , Xiangxiang Dai , Jinhang Zuo , Siwei Wang , Carlee Joe-Wong , John C. S. Lui , Wei Chen

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen
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