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Millimeter-Wave (mmWave) bands have become the de-facto candidate for 5G vehicle-to-everything (V2X) since future vehicular systems demand Gbps links to acquire the necessary sensory information for (semi)-autonomous driving. Nevertheless, the directionality of mmWave communications and its susceptibility to blockage raise severe questions on the feasibility of mmWave vehicular communications. The dynamic nature of 5G vehicular scenarios and the complexity of directional mmWave communication calls for higher context-awareness and adaptability. To this aim, we propose an online learning algorithm addressing the problem of beam selection with environment-awareness in mmWave vehicular systems. In particular, we model this problem as a contextual multi-armed bandit problem. Next, we propose a lightweight context-aware online learning algorithm, namely fast machine learning (FML), with …