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Bandits for Efficient Experimentation: Adapting to Control Group, Preferences, and Context Drifts

arXiv:2606.09802v1 Announce Type: new Abstract: 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. We further study the case when...

arXiv CS 1d ago