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We study neural-linear bandits for solving problems where {\em both} exploration and representation learning play an important role. Neural-linear bandits harnesses the representation power of Deep Neural Networks (DNNs) and combines it…

Machine Learning · Computer Science 2021-06-09 Ofir Nabati , Tom Zahavy , Shie Mannor

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

The $K$-armed dueling bandits problem, where the feedback is in the form of noisy pairwise preferences, has been widely studied due its applications in information retrieval, recommendation systems, etc. Motivated by concerns that user…

Machine Learning · Computer Science 2024-01-26 Joe Suk , Arpit Agarwal

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

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

In this work, we study multi-source test-time model adaptation from user feedback, where K distinct models are established for adaptation. To allow efficient adaptation, we cast the problem as a stochastic decision-making process, aiming to…

Computation and Language · Computer Science 2023-06-13 Hai Ye , Qizhe Xie , Hwee Tou Ng

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

The standard contextual bandit framework assumes fully observable and actionable contexts. In this work, we consider a new bandit setting with partially observable, correlated contexts and linear payoffs, motivated by the applications in…

Machine Learning · Computer Science 2024-09-19 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

We consider online content recommendation with implicit feedback through pairwise comparisons, formalized as the so-called dueling bandit problem. We study the dueling bandit problem in the Condorcet winner setting, and consider two notions…

Machine Learning · Computer Science 2017-06-15 Bangrui Chen , Peter I. Frazier

We propose Banker-OMD, a novel framework generalizing the classical Online Mirror Descent (OMD) technique in online learning algorithm design. Banker-OMD allows algorithms to robustly handle delayed feedback, and offers a general…

Machine Learning · Computer Science 2023-01-27 Jiatai Huang , Longbo Huang

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

We study the adversarial bandit problem with composite anonymous delayed feedback. In this setting, losses of an action are split into $d$ components, spreading over consecutive rounds after the action is chosen. And in each round, the…

Machine Learning · Computer Science 2022-04-29 Zongqi Wan , Xiaoming Sun , Jialin Zhang

We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…

Machine Learning · Computer Science 2024-09-05 Nirjhar Das , Gaurav Sinha

Motivated by practical needs such as large-scale learning, we study the impact of adaptivity constraints to linear contextual bandits, a central problem in online active learning. We consider two popular limited adaptivity models in…

Machine Learning · Computer Science 2021-04-26 Yufei Ruan , Jiaqi Yang , Yuan Zhou

We tackle the communication efficiency challenge of learning kernelized contextual bandits in a distributed setting. Despite the recent advances in communication-efficient distributed bandit learning, existing solutions are restricted to…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Huazheng Wang , Mengdi Wang , Hongning Wang

We propose a linear contextual bandit algorithm with $O(\sqrt{dT\log T})$ regret bound, where $d$ is the dimension of contexts and $T$ isthe time horizon. Our proposed algorithm is equipped with a novel estimator in which exploration is…

Machine Learning · Statistics 2023-03-30 Wonyoung Kim , Myunghee Cho Paik , Min-hwan Oh

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…

Statistics Theory · Mathematics 2026-01-01 Wanteng Ma , T. Tony Cai

Increasingly, recommender systems are tasked with improving users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a bandit problem with delayed rewards. There is an apparent trade-off in…

Machine Learning · Computer Science 2025-01-15 Kelly W. Zhang , Thomas Baldwin-McDonald , Kamil Ciosek , Lucas Maystre , Daniel Russo
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