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Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…

Machine Learning · Computer Science 2026-01-07 Yihong Guo , Junjie Luo , Guodong Gao , Ritu Agarwal , Anqi Liu

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Alexander Rakhlin

Contextual bandit problems are a natural fit for many information retrieval tasks, such as learning to rank, text classification, recommendation, etc. However, existing learning methods for contextual bandit problems have one of two…

Information Retrieval · Computer Science 2020-02-06 Rolf Jagerman , Ilya Markov , Maarten de Rijke

The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…

Machine Learning · Statistics 2026-04-03 Hao Yan , Heyan Zhang , Yongyi Guo

This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

Machine Learning · Computer Science 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Machine Learning · Computer Science 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor…

Machine Learning · Computer Science 2025-06-10 Armin Behnamnia , Gholamali Aminian , Alireza Aghaei , Chengchun Shi , Vincent Y. F. Tan , Hamid R. Rabiee

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

We study risk-aware offline policy learning, aiming to learn a decision rule from logged data that is optimal under general risk criteria. This problem is crucial in high-stakes domains where online interaction is infeasible and adverse…

Machine Learning · Statistics 2026-05-18 Yilong Wan , Yuqiang Li , Xianyi Wu

Policy inference plays an essential role in the contextual bandit problem. In this paper, we use empirical likelihood to develop a Bayesian inference method for the joint analysis of multiple contextual bandit policies in finite sample…

Machine Learning · Statistics 2026-02-12 Jiangrong Ouyang , Mingming Gong , Howard Bondell

When data are collected adaptively, such as in bandit algorithms, classical statistical approaches such as ordinary least squares and $M$-estimation will often fail to achieve asymptotic normality. Although recent lines of work have…

Methodology · Statistics 2026-02-10 James Leiner , Robin Dunn , Aaditya Ramdas

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

Machine Learning · Computer Science 2024-04-02 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

In interactive systems, actions are often correlated, presenting an opportunity for more sample-efficient off-policy evaluation (OPE) and learning (OPL) in large action spaces. We introduce a unified Bayesian framework to capture these…

Machine Learning · Computer Science 2025-04-10 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

In-context learning is a promising approach for online policy learning of offline reinforcement learning (RL) methods, which can be achieved at inference time without gradient optimization. However, this method is hindered by significant…

Machine Learning · Computer Science 2024-03-12 Zhenwen Dai , Federico Tomasi , Sina Ghiassian

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

After pre-training by generating the next word conditional on previous words, the Language Model (LM) acquires the ability of In-Context Learning (ICL) that can learn a new task conditional on the context of the given in-context examples…

Computer Vision and Pattern Recognition · Computer Science 2023-12-08 Haokun Chen , Xu Yang , Yuhang Huang , Zihan Wu , Jing Wang , Xin Geng

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…

Machine Learning · Computer Science 2026-03-05 Yuqi Kong , Xiao Zhang , Weiran Shen

So far, expensive finetuning beyond the pretraining sequence length has been a requirement for effectively extending the context of language models (LM). In this work, we break this key bottleneck by Dropping the Positional Embeddings of…

Computation and Language · Computer Science 2025-12-16 Yoav Gelberg , Koshi Eguchi , Takuya Akiba , Edoardo Cetin

There is extensive interest in metric learning methods for image retrieval. Many metric learning loss functions focus on learning a correct ranking of training samples, but strongly overfit semantically inconsistent labels and require a…

Machine Learning · Computer Science 2023-06-05 Christopher Liao , Theodoros Tsiligkaridis , Brian Kulis
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