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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

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

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

In this paper, we investigate the stochastic contextual bandit with general function space and graph feedback. We propose an algorithm that addresses this problem by adapting to both the underlying graph structures and reward gaps. To the…

Machine Learning · Computer Science 2024-01-09 Xueping Gong , Jiheng Zhang

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

Machine Learning · Computer Science 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…

Machine Learning · Computer Science 2024-05-29 Saeed Masoudian , Julian Zimmert , Yevgeny Seldin

We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…

Machine Learning · Computer Science 2023-05-16 Dirk van der Hoeven , Lukas Zierahn , Tal Lancewicki , Aviv Rosenberg , Nicoló Cesa-Bianchi

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

Machine Learning · Computer Science 2023-02-27 Shinji Ito , Kei Takemura

We consider the regret minimization task in a dueling bandits problem with context information. In every round of the sequential decision problem, the learner makes a context-dependent selection of two choice alternatives (arms) to be…

Machine Learning · Computer Science 2022-10-14 Viktor Bengs , Aadirupa Saha , Eyke Hüllermeier

Conversational recommendation systems elicit user preferences by interacting with users to obtain their feedback on recommended commodities. Such systems utilize a multi-armed bandit framework to learn user preferences in an online manner…

Machine Learning · Computer Science 2024-07-29 Shuhua Yang , Hui Yuan , Xiaoying Zhang , Mengdi Wang , Hong Zhang , Huazheng Wang

This paper investigates the problem of combinatorial multiarmed bandits with stochastic submodular (in expectation) rewards and full-bandit delayed feedback, where the delayed feedback is assumed to be composite and anonymous. In other…

Machine Learning · Computer Science 2025-01-23 Mohammad Pedramfar , Vaneet Aggarwal

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

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost…

Machine Learning · Statistics 2017-12-13 Wataru Kumagai

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Machine Learning · Computer Science 2017-06-20 Lihong Li , Yu Lu , Dengyong Zhou

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

Equitably allocating limited resources in high-stakes domains-such as education, employment, and healthcare-requires balancing short-term utility with long-term impact, while accounting for delayed outcomes, hidden heterogeneity, and…

Artificial Intelligence · Computer Science 2025-11-17 Mohammadsina Almasi , Hadis Anahideh

We study best-of-both-worlds algorithms for $K$-armed linear contextual bandits. Our algorithms deliver near-optimal regret bounds in both the adversarial and stochastic regimes, without prior knowledge about the environment. In the…

Machine Learning · Computer Science 2024-02-20 Yuko Kuroki , Alberto Rumi , Taira Tsuchiya , Fabio Vitale , Nicolò Cesa-Bianchi
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