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Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

Machine Learning · Computer Science 2020-10-09 Yu-Heng Hung , Ping-Chun Hsieh , Xi Liu , P. R. Kumar

Understanding which parts of the retrieved context contribute to a large language model's generated answer is essential for building interpretable and trustworthy retrieval-augmented generation. We propose a novel framework that formulates…

Artificial Intelligence · Computer Science 2026-04-23 Deng Pan , Keerthiram Murugesan , Ting Hua , Nuno Moniz , Nitesh Chawla

Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…

Machine Learning · Computer Science 2023-07-26 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

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

In decision-making problems such as the multi-armed bandit, an agent learns sequentially by optimizing a certain feedback. While the mean reward criterion has been extensively studied, other measures that reflect an aversion to adverse…

Machine Learning · Statistics 2023-03-28 Patrick Saux , Odalric-Ambrym Maillard

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these…

Machine Learning · Computer Science 2019-11-26 David Cortes

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

Machine Learning · Computer Science 2026-02-24 Liad Erez , Tomer Koren

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

Machine Learning · Computer Science 2023-09-06 Haolin Liu , Chen-Yu Wei , Julian Zimmert

Efficient online decision-making in contextual bandits is challenging, as methods without informative priors often suffer from computational or statistical inefficiencies. In this work, we leverage pre-trained diffusion models as expressive…

Machine Learning · Computer Science 2025-10-29 Imad Aouali

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

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

Stochastic Lipschitz bandit algorithms balance exploration and exploitation, and have been used for a variety of important task domains. In this paper, we present a framework for Lipschitz bandit methods that adaptively learns partitions of…

Machine Learning · Statistics 2021-01-25 Tianyu Wang , Weicheng Ye , Dawei Geng , Cynthia Rudin

Generalization and adaptation of learned skills to novel situations is a core requirement for intelligent autonomous robots. Although contextual reinforcement learning provides a principled framework for learning and generalization of…

Machine Learning · Computer Science 2019-10-08 Pascal Klink , Hany Abdulsamad , Boris Belousov , Jan Peters

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

A fundamental challenge in contextual bandits is to develop flexible, general-purpose algorithms with computational requirements no worse than classical supervised learning tasks such as classification and regression. Algorithms based on…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Alexander Rakhlin

With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…

Machine Learning · Statistics 2026-01-22 Xiangyu Chang , Xi Chen , Zehua Lai , He Li , Zhihong Liu , Yichen Zhang

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