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We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat

Contextual linear bandits is a rich and theoretically important model that has many practical applications. Recently, this setup gained a lot of interest in applications over wireless where communication constraints can be a performance…

Machine Learning · Computer Science 2022-06-10 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We study the problem of dynamic batch learning in high-dimensional sparse linear contextual bandits, where a decision maker, under a given maximum-number-of-batch constraint and only able to observe rewards at the end of each batch, can…

Machine Learning · Statistics 2022-07-19 Zhimei Ren , Zhengyuan Zhou

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Jade Freeman

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

Learning for animals or humans is the process that leads to behaviors better adapted to the environment. This process highly depends on the individual that learns and is usually observed only through the individual's actions. This article…

Machine Learning · Statistics 2025-02-20 Julien Aubert , Louis Köhler , Luc Lehéricy , Giulia Mezzadri , Patricia Reynaud-Bouret

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

Machine Learning · Computer Science 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

Linear contextual bandit is a popular online learning problem. It has been mostly studied in centralized learning settings. With the surging demand of large-scale decentralized model learning, e.g., federated learning, how to retain regret…

Machine Learning · Computer Science 2021-10-05 Chuanhao Li , Hongning Wang

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

Machine Learning · Computer Science 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…

Machine Learning · Computer Science 2021-06-29 Kaushik Roy , Qi Zhang , Manas Gaur , Amit Sheth

In this paper, we design a resource allocation framework for the delay-sensitive Multi-User MIMO (MU-MIMO) broadcast system with limited feedback. Considering the scarcity and interrelation of the transmit power and feedback bandwidth, it…

Information Theory · Computer Science 2013-11-06 Xiaoming Chen , Zhaoyang Zhang , Chau Yuen

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Machine Learning · Computer Science 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…

Machine Learning · Computer Science 2021-06-08 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

Bandit algorithms have become a reference solution for interactive recommendation. However, as such algorithms directly interact with users for improved recommendations, serious privacy concerns have been raised regarding its practical use.…

Machine Learning · Computer Science 2022-09-01 Huazheng Wang , David Zhao , Hongning Wang

Current endpointing (EP) solutions learn in a supervised framework, which does not allow the model to incorporate feedback and improve in an online setting. Also, it is a common practice to utilize costly grid-search to find the best…

Audio and Speech Processing · Electrical Eng. & Systems 2024-02-09 Do June Min , Andreas Stolcke , Anirudh Raju , Colin Vaz , Di He , Venkatesh Ravichandran , Viet Anh Trinh

We present an adaptive learning Intelligent Tutoring System, which uses model-based reinforcement learning in the form of contextual bandits to assign learning activities to students. The model is trained on the trajectories of thousands of…

Computation and Language · Computer Science 2022-07-29 Robert Belfer , Ekaterina Kochmar , Iulian Vlad Serban

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

Statistics Theory · Mathematics 2025-02-06 Zihan Cui

We study how to scale distributed bandit submodular coordination under realistic communication constraints in bandwidth, data rate, and connectivity. We are motivated by multi-agent tasks of active situational awareness in unknown,…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Zirui Xu , Vasileios Tzoumas

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

Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…

Machine Learning · Computer Science 2021-04-26 Yufei Ruan , Jiaqi Yang , Yuan Zhou