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We study here the problem of learning the exploration exploitation trade-off in the contextual bandit problem with linear reward function setting. In the traditional algorithms that solve the contextual bandit problem, the exploration is a…

Machine Learning · Computer Science 2020-05-06 Djallel Bouneffouf , Emmanuelle Claeys

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Machine Learning · Statistics 2023-05-30 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

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

We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…

Machine Learning · Computer Science 2025-04-16 Zeyang Jia , Kosuke Imai , Michael Lingzhi Li

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…

Machine Learning · Computer Science 2023-02-03 Bram van den Akker , Olivier Jeunen , Ying Li , Ben London , Zahra Nazari , Devesh Parekh

Post-harvest diseases of apple are one of the major issues in the economical sector of apple production, causing severe economical losses to producers. Thus, we developed DSSApple, a picture-based decision support system able to help users…

Machine Learning · Computer Science 2021-02-09 Gabriele Sottocornola , Fabio Stella , Markus Zanker

Counterfactual learning from human bandit feedback describes a scenario where user feedback on the quality of outputs of a historic system is logged and used to improve a target system. We show how to apply this learning framework to neural…

Computation and Language · Computer Science 2018-12-03 Carolin Lawrence , Stefan Riezler

We study contextual bandits in the stochastic i.i.d.\ setting, where a learner observes contexts drawn from an unknown distribution, selects actions from a finite set $A$, and aims to identify an approximately optimal policy from a given…

Machine Learning · Computer Science 2026-05-29 Liad Erez , Fan Chen , Alon Cohen , Tomer Koren , Yishay Mansour , Shay Moran , Alexander Rakhlin

Automated decision-making algorithms drive applications such as recommendation systems and search engines. These algorithms often rely on off-policy contextual bandits or off-policy learning (OPL). Conventionally, OPL selects actions that…

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

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a…

Machine Learning · Computer Science 2021-02-18 Lingda Wang , Bingcong Li , Huozhi Zhou , Georgios B. Giannakis , Lav R. Varshney , Zhizhen Zhao

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

Contextual bandits are a common problem faced by machine learning practitioners in domains as diverse as hypothesis testing to product recommendations. There have been a lot of approaches in exploiting rich data representations for…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Aniket Anand Deshmukh , Abhimanu Kumar , Levi Boyles , Denis Charles , Eren Manavoglu , Urun Dogan

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

The goal of counterfactual learning for statistical machine translation (SMT) is to optimize a target SMT system from logged data that consist of user feedback to translations that were predicted by another, historic SMT system. A challenge…

Machine Learning · Statistics 2017-12-15 Carolin Lawrence , Artem Sokolov , Stefan Riezler

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…

Machine Learning · Statistics 2017-11-15 Yu-Xiang Wang , Alekh Agarwal , Miroslav Dudik

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