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We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

机器学习 · 统计学 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…

机器学习 · 计算机科学 2024-06-05 Hongbo Guo , Zheqing Zhu

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

机器学习 · 计算机科学 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

机器学习 · 计算机科学 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

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

We study identifying user clusters in contextual multi-armed bandits (MAB). Contextual MAB is an effective tool for many real applications, such as content recommendation and online advertisement. In practice, user dependency plays an…

机器学习 · 计算机科学 2023-03-27 Yikun Ban , Jingrui He

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

机器学习 · 计算机科学 2021-02-26 Quanquan Gu , Amin Karbasi , Khashayar Khosravi , Vahab Mirrokni , Dongruo Zhou

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

机器学习 · 计算机科学 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

机器学习 · 计算机科学 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

机器学习 · 计算机科学 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

We introduce a novel framework called combinatorial logistic bandits (CLogB), where in each round, a subset of base arms (called the super arm) is selected, with the outcome of each base arm being binary and its expectation following a…

机器学习 · 计算机科学 2025-05-15 Xutong Liu , Xiangxiang Dai , Xuchuang Wang , Mohammad Hajiesmaili , John C. S. Lui

We consider a multi-armed bandit framework where the rewards obtained by pulling different arms are correlated. We develop a unified approach to leverage these reward correlations and present fundamental generalizations of classic bandit…

机器学习 · 统计学 2021-09-13 Samarth Gupta , Shreyas Chaudhari , Gauri Joshi , Osman Yağan

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

机器学习 · 计算机科学 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

机器学习 · 计算机科学 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

机器学习 · 计算机科学 2025-08-26 Chuyun Deng , Huiwen Jia

In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in…

机器学习 · 计算机科学 2019-05-29 Xueying Guo , Xiaoxiao Wang , Xin Liu

We study a general class of contextual bandits, where each context-action pair is associated with a raw feature vector, but the reward generating function is unknown. We propose a novel learning algorithm that transforms the raw feature…

机器学习 · 计算机科学 2020-12-04 Pan Xu , Zheng Wen , Handong Zhao , Quanquan Gu

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

机器学习 · 计算机科学 2021-11-17 Santiago Balseiro , Negin Golrezaei , Mohammad Mahdian , Vahab Mirrokni , Jon Schneider

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

机器学习 · 计算机科学 2018-07-09 Tanner Fiez , Shreyas Sekar , Liyuan Zheng , Lillian J. Ratliff

We consider a new setting of online clustering of contextual cascading bandits, an online learning problem where the underlying cluster structure over users is unknown and needs to be learned from a random prefix feedback. More precisely, a…

机器学习 · 计算机科学 2019-02-04 Shuai Li