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Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly…

机器学习 · 计算机科学 2020-02-14 Awni Hannun , Brian Knott , Shubho Sengupta , Laurens van der Maaten

The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

机器学习 · 计算机科学 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

机器学习 · 计算机科学 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…

机器学习 · 计算机科学 2022-02-24 Yikun Ban , Yunzhe Qi , Tianxin Wei , Jingrui He

Dialog response selection is an important step towards natural response generation in conversational agents. Existing work on neural conversational models mainly focuses on offline supervised learning using a large set of context-response…

计算与语言 · 计算机科学 2017-11-27 Bing Liu , Tong Yu , Ian Lane , Ole J. Mengshoel

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

机器学习 · 计算机科学 2026-04-07 Yikun Ban , Yuchen Yan , Arindam Banerjee , Jingrui He

We propose an algorithm for non-stationary kernel bandits that does not require prior knowledge of the degree of non-stationarity. The algorithm follows randomized strategies obtained by solving optimization problems that balance…

机器学习 · 统计学 2023-02-21 Kihyuk Hong , Yuhang Li , Ambuj Tewari

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

机器学习 · 统计学 2022-06-14 Qin Ding , Yue Kang , Yi-Wei Liu , Thomas C. M. Lee , Cho-Jui Hsieh , James Sharpnack

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

机器学习 · 计算机科学 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…

机器学习 · 计算机科学 2022-07-14 Yinglun Zhu , Dylan J. Foster , John Langford , Paul Mineiro

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

信息检索 · 计算机科学 2019-07-12 David Abensur , Ivan Balashov , Shaked Bar , Ronny Lempel , Nurit Moscovici , Ilan Orlov , Danny Rosenstein , Ido Tamir

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

机器学习 · 计算机科学 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the stochastic contextual bandit problem with general bounded reward…

机器学习 · 计算机科学 2022-05-31 Yu-Heng Hung , Ping-Chun Hsieh

Recent works on neural contextual bandits have achieved compelling performances due to their ability to leverage the strong representation power of neural networks (NNs) for reward prediction. Many applications of contextual bandits involve…

机器学习 · 计算机科学 2023-03-02 Zhongxiang Dai , Yao Shu , Arun Verma , Flint Xiaofeng Fan , Bryan Kian Hsiang Low , Patrick Jaillet

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

机器学习 · 统计学 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…

机器学习 · 计算机科学 2022-01-31 Michael Rawson , Jade Freeman

We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive…

机器学习 · 统计学 2022-06-02 Sudeep Salgia , Sattar Vakili , Qing Zhao

We considered a novel practical problem of online learning with episodically revealed rewards, motivated by several real-world applications, where the contexts are nonstationary over different episodes and the reward feedbacks are not…

机器学习 · 计算机科学 2020-10-27 Baihan Lin

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…

机器学习 · 计算机科学 2023-10-30 Mengxiao Zhang , Yuheng Zhang , Olga Vrousgou , Haipeng Luo , Paul Mineiro