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Determining what experience to generate to best facilitate learning (i.e. exploration) is one of the distinguishing features and open challenges in reinforcement learning. The advent of distributed agents that interact with parallel…

Machine Learning · Computer Science 2019-12-17 Tom Schaul , Diana Borsa , David Ding , David Szepesvari , Georg Ostrovski , Will Dabney , Simon Osindero

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

Recommender systems relying on contextual multi-armed bandits continuously improve relevant item recommendations by taking into account the contextual information. The objective of bandit algorithms is to learn the best arm (e.g., best item…

Machine Learning · Computer Science 2025-12-10 Ahmed Sayeed Faruk , Elena Zheleva

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

While contextual bandit has a mature theory, effectively leveraging different feedback patterns to enhance the pace of learning remains unclear. Bandits with feedback graphs, which interpolates between the full information and bandit…

Machine Learning · Computer Science 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro

Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such…

Multiagent Systems · Computer Science 2022-12-02 Wenlong Wang , Thomas Pfeiffer

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

Contextual bandits have become popular as they offer a middle ground between very simple approaches based on multi-armed bandits and very complex approaches using the full power of reinforcement learning. They have demonstrated success in…

Methodology · Statistics 2017-11-13 Kristjan Greenewald , Ambuj Tewari , Predrag Klasnja , Susan Murphy

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong…

Machine Learning · Computer Science 2020-11-10 Li Ye , Yishi Lin , Hong Xie , John C. S. Lui

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Machine Learning · Computer Science 2019-04-05 Haipeng Luo , Chen-Yu Wei , Alekh Agarwal , John Langford

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

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

Current research in Visual Navigation reveals opportunities for improvement. First, the direct adoption of RNNs and Transformers often overlooks the specific differences between Embodied AI and traditional sequential data modelling,…

Robotics · Computer Science 2024-10-08 Ruoyu Wang , Yao Liu , Yuanjiang Cao , Lina Yao

Exploration in novel settings can be challenging without prior experience in similar domains. However, humans are able to build on prior experience quickly and efficiently. Children exhibit this behavior when playing with toys. For example,…

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

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…

Machine Learning · Computer Science 2020-10-08 Dylan J. Foster , Alexander Rakhlin , David Simchi-Levi , Yunzong Xu

In this paper, we address the contextual dueling bandit problem by proposing variance-aware algorithms that leverage neural networks to approximate nonlinear utility functions. Our approach employs a \textit{variance-aware exploration…

Machine Learning · Computer Science 2026-05-12 Youngmin Oh , Jinje Park , Taejin Paik , Jaemin Park

As the adoption of federated learning increases for learning from sensitive data local to user devices, it is natural to ask if the learning can be done using implicit signals generated as users interact with the applications of interest,…

Machine Learning · Computer Science 2023-03-21 Alekh Agarwal , H. Brendan McMahan , Zheng Xu