Methods, systems, and non-transitory computer readable storage media are disclosed for utilizing offline models to warm start online bandit learner models. For example, the disclosed system can determine relevant offline models for an environment based on reward estimate differences between the offline models and the online model. The disclosed system can then utilize the relevant offline models (if any) to select an arm for the environment. The disclosed system can update the online model based on observed rewards for the selected arm. Additionally, the disclosed system can also use entropy reduction of arms to determine the utility of the arms in differentiating relevant and irrelevant offline models. For example, the disclosed system can select an arm based on a combination of the entropy reduction of the arm and the reward estimate for the arm and use the observed reward to update an observation history.