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Related papers: On Transportability for Structural Causal Bandits

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Transferring knowledge from one environment to another is an essential ability of intelligent systems. Nevertheless, when two environments are different, naively transferring all knowledge may deteriorate the performance, a phenomenon known…

Machine Learning · Computer Science 2025-02-28 Mingwei Deng , Ville Kyrki , Dominik Baumann

The Causal Bandit is a variant of the classic Bandit problem where an agent must identify the best action in a sequential decision-making process, where the reward distribution of the actions displays a non-trivial dependence structure that…

Artificial Intelligence · Computer Science 2022-09-30 Arnoud A. W. M. de Kroon , Danielle Belgrave , Joris M. Mooij

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 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 the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

Causal graphical models can encode large amounts structural knowledge, both from the background knowledge of domain experts and the structural knowledge discovered from randomized experiments or observational data. However, though we may…

Machine Learning · Computer Science 2026-04-07 Katherine Avery , Chinmay Pendse , David Jensen

In causal bandit problems, the action set consists of interventions on variables of a causal graph. Several researchers have recently studied such bandit problems and pointed out their practical applications. However, all existing works…

Machine Learning · Statistics 2021-11-11 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

In this work, we investigate the problem of adapting to the presence or absence of causal structure in multi-armed bandit problems. In addition to the usual reward signal, we assume the learner has access to additional variables, observed…

Machine Learning · Computer Science 2024-07-02 Ziyi Liu , Idan Attias , Daniel M. Roy

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

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

Causal bandit is a nascent learning model where an agent sequentially experiments in a causal network of variables, in order to identify the reward-maximizing intervention. Despite the model's wide applicability, existing analytical results…

Machine Learning · Statistics 2021-03-09 Ruiyang Song , Stefano Rini , Kuang Xu

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement…

Machine Learning · Statistics 2020-06-12 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari , Zhenyu Yan

Causal knowledge about the relationships among decision variables and a reward variable in a bandit setting can accelerate the learning of an optimal decision. Current works often assume the causal graph is known, which may not always be…

Machine Learning · Statistics 2024-11-07 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

Human beings learn causal models and constantly use them to transfer knowledge between similar environments. We use this intuition to design a transfer-learning framework using object-oriented representations to learn the causal…

Machine Learning · Computer Science 2020-07-21 Purva Pruthi , Javier González , Xiaoyu Lu , Madalina Fiterau

Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…

Machine Learning · Computer Science 2024-03-14 Kyra Gan , Esmaeil Keyvanshokooh , Xueqing Liu , Susan Murphy

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro
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