Related papers: Graphical Models for Bandit Problems

We study Pareto optimality in multi-objective multi-armed bandit by providing a formulation of adversarial multi-objective multi-armed bandit and defining its Pareto regrets that can be applied to both stochastic and adversarial settings.…

We study the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural…

Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…

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…

Parametric, feature-based reward models are employed by a variety of algorithms in decision-making settings such as bandits and Markov decision processes (MDPs). The typical assumption under which the algorithms are analysed is…

In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

In statistical learning, algorithms for model selection allow the learner to adapt to the complexity of the best hypothesis class in a sequence. We ask whether similar guarantees are possible for contextual bandit learning.

Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring…

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

In the classical multi-armed bandit problem, d arms are available to the decision maker who pulls them sequentially in order to maximize his cumulative reward. Guarantees can be obtained on a relative quantity called regret, which scales…

We study the stream-based online active learning in a contextual multi-armed bandit framework. In this framework, the reward depends on both the arm and the context. In a stream-based active learning setting, obtaining the ground truth of…

We consider the model selection task in the stochastic contextual bandit setting. Suppose we are given a collection of base contextual bandit algorithms. We provide a master algorithm that combines them and achieves the same performance, up…

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…