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We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Machine Learning · Computer Science 2022-07-01 Vidya Muthukumar , Akshay Krishnamurthy

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles…

Machine Learning · Computer Science 2015-08-03 Ashwinkumar Badanidiyuru , John Langford , Aleksandrs Slivkins

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Process mining is widely used to diagnose processes and uncover performance and compliance problems. It is also possible to see relations between different behavioral aspects, e.g., cases that deviate more at the beginning of the process…

Artificial Intelligence · Computer Science 2021-12-23 Mahnaz Sadat Qafari , Wil van der Aalst

We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…

Machine Learning · Computer Science 2020-12-07 Maryam Majzoubi , Chicheng Zhang , Rajan Chari , Akshay Krishnamurthy , John Langford , Aleksandrs Slivkins

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

Contextual bandit algorithms are applied in a wide range of domains, from advertising to recommender systems, from clinical trials to education. In many of these domains, malicious agents may have incentives to attack the bandit algorithm…

Adversarial attacks on stochastic bandits have traditionally relied on some unrealistic assumptions, such as per-round reward manipulation and unbounded perturbations, limiting their relevance to real-world systems. We propose a more…

Machine Learning · Computer Science 2026-05-08 Qirun Zeng , Eric He , Richard Hoffmann , Xuchuang Wang , Jinhang Zuo

Contextual bandit is a general framework for online learning in sequential decision-making problems that has found application in a wide range of domains, including recommendation systems, online advertising, and clinical trials. A critical…

Machine Learning · Computer Science 2022-03-24 Evrard Garcelon , Vianney Perchet , Matteo Pirotta

Bandits with covariates, a.k.a. contextual bandits, address situations where optimal actions (or arms) at a given time $t$, depend on a context $x_t$, e.g., a new patient's medical history, a consumer's past purchases. While it is…

Machine Learning · Statistics 2021-02-23 Joseph Suk , Samory Kpotufe

We consider the problem of contextual multi-armed bandits in the setting of hypothesis transfer learning. That is, we assume having access to a previously learned model on an unobserved set of contexts, and we leverage it in order to…

Machine Learning · Computer Science 2022-11-15 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

Learning-based approaches, such as reinforcement and imitation learning are gaining popularity in decision-making for autonomous driving. However, learned policies often fail to generalize and cannot handle novel situations well. Asking and…

Machine Learning · Computer Science 2020-11-13 Patrick Hart , Alois Knoll

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

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

Counterfactual thinking describes a psychological phenomenon that people re-infer the possible results with different solutions about things that have already happened. It helps people to gain more experience from mistakes and thus to…

Machine Learning · Computer Science 2019-08-19 Yue Wang , Yao Wan , Chenwei Zhang , Lixin Cui , Lu Bai , Philip S. Yu

Personalization is a crucial aspect of many online experiences. In particular, content ranking is often a key component in delivering sophisticated personalization results. Commonly, supervised learning-to-rank methods are applied, which…

Machine Learning · Computer Science 2020-04-29 Beyza Ermis , Patrick Ernst , Yannik Stein , Giovanni Zappella

We can consider Counterfactuals as belonging in the domain of Discourse structure and semantics, A core area in Natural Language Understanding and in this paper, we introduce an approach to resolving counterfactual detection as well as the…

Computation and Language · Computer Science 2020-05-28 Kelechi Nwaike , Licheng Jiao

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett
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