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We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

When learning from a batch of logged bandit feedback, the discrepancy between the policy to be learned and the off-policy training data imposes statistical and computational challenges. Unlike classical supervised learning and online…

Machine Learning · Computer Science 2018-08-02 Yuan Xie , Boyi Liu , Qiang Liu , Zhaoran Wang , Yuan Zhou , Jian Peng

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

Machine Learning · Computer Science 2013-09-27 Michal Valko , Nathaniel Korda , Remi Munos , Ilias Flaounas , Nelo Cristianini

In this paper, we investigate a novel problem of building contextual bandits in the vertical federated setting, i.e., contextual information is vertically distributed over different departments. This problem remains largely unexplored in…

Machine Learning · Computer Science 2022-10-21 Zeyu Cao , Zhipeng Liang , Shu Zhang , Hangyu Li , Ouyang Wen , Yu Rong , Peilin Zhao , Bingzhe Wu

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

This paper investigates the problem of non-stationary linear bandits, where the unknown regression parameter is evolving over time. Existing studies develop various algorithms and show that they enjoy an…

Machine Learning · Computer Science 2021-12-23 Peng Zhao , Lijun Zhang , Yuan Jiang , Zhi-Hua Zhou

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

Machine Learning · Computer Science 2026-05-05 Maria-Florina Balcan , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Keegan Harris , Zhiwei Steven Wu

Online recommendation/advertising is ubiquitous in web business. Image displaying is considered as one of the most commonly used formats to interact with customers. Contextual multi-armed bandit has shown success in the application of…

Machine Learning · Computer Science 2022-02-11 Yikun Ban , Jingrui He

Consider the domain of multiclass classification within the adversarial online setting. What is the price of relying on bandit feedback as opposed to full information? To what extent can an adaptive adversary amplify the loss compared to an…

Machine Learning · Computer Science 2024-02-13 Yuval Filmus , Steve Hanneke , Idan Mehalel , Shay Moran

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

Machine Learning · Computer Science 2026-05-04 Zichun Ye , Runqi Wang , Xuchuang Wang , Xutong Liu , Shuai Li , Mohammad Hajiesmaili

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level $\zeta>0$. We propose an algorithm based on a novel…

Machine Learning · Computer Science 2023-03-17 Weitong Zhang , Jiafan He , Zhiyuan Fan , Quanquan Gu

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

A major challenge in contextual bandits is to design general-purpose algorithms that are both practically useful and theoretically well-founded. We present a new technique that has the empirical and computational advantages of…

Machine Learning · Computer Science 2018-03-06 Dylan J. Foster , Alekh Agarwal , Miroslav Dudík , Haipeng Luo , Robert E. Schapire

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding. Our study centers on how to learn and apply value envelopes…

Machine Learning · Statistics 2025-10-23 Sebastian Reboul , Hélène Halconruy , Randal Douc

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation…

Machine Learning · Computer Science 2020-02-28 Aadirupa Saha , Aditya Gopalan

We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of $K$ classes and lie in the $d$-dimensional Euclidean space. Previous works have left open the challenge of…