arXiv:2409. 05980v2 Announce Type: replace-cross Abstract: Rested and Restless Bandits are two well-known bandit settings that are useful to model real-world sequential decision-making problems in which the expected reward of an arm evolves over time due to the actions we perform or due to the nature.
By Gianmarco Genalti, Marco Mussi, Nicola Gatti, Marcello Restelli, Matteo Castiglioni, Alberto Maria Metelli
arXiv:2512. 09850v2 Announce Type: replace Abstract: We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty.
By Simone Cuonzo, Nina Deliu
arXiv:2602. 06014v2 Announce Type: replace-cross Abstract: Thompson sampling (TS) is widely used for stochastic multi-armed bandits, yet its inferential properties under adaptive data collection are subtle.
By Shunxing Yan, Han Zhong
arXiv:2307. 03587v4 Announce Type: replace Abstract: In non-stationary linear contextual bandits, existing efficient algorithms typically rely on the Weighted Regularized Least-Squares (WRLS) estimator.
By Nicklas Werge, Yi-Shan Wu, Abdullah Akg\"ul, Melih Kandemir
arXiv:2604. 08149v2 Announce Type: replace Abstract: We consider a linear contextual bandit model where contexts and rewards are governed by a finite hidden Markov chain.
By Zhen Li (LMO, CELESTE, HEC Paris), Gilles Stoltz (LMO, CELESTE, HEC Paris)
We consider a variant of the linear contextual stochastic multi-armed bandits, where the learner must provide recommendations to a group of users, each having its personalized preference vector, and in the presence of context distributions that are drifting over time. Under practitioner-friendly assumptions, we reduce this setting to linear bandit with stationary mean but heteroskedastic and non-stationary noise.