Related papers: Linear Bandits in High Dimension and Recommendatio…

Motivated by the phenomenon that companies introduce new products to keep abreast with customers' rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers' preferences…

Stochastic high dimensional bandit problems with low dimensional structures are useful in different applications such as online advertising and drug discovery. In this work, we propose a simple unified algorithm for such problems and…

Effective exploration is believed to positively influence the long-term user experience on recommendation platforms. Determining its exact benefits, however, has been challenging. Regular A/B tests on exploration often measure neutral or…

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…

A search engine recommends to the user a list of web pages. The user examines this list, from the first page to the last, and clicks on all attractive pages until the user is satisfied. This behavior of the user can be described by the…

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…

A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Online healthcare communities provide users with various healthcare interventions to promote healthy behavior and improve adherence. When faced with too many intervention choices, however, individuals may find it difficult to decide which…

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

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…

Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

In this work, we study recommendation systems modelled as contextual multi-armed bandit (MAB) problems. We propose a graph-based recommendation system that learns and exploits the geometry of the user space to create meaningful clusters in…

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

The Multi-Armed Bandit problem provides a fundamental framework for analyzing the tension between exploration and exploitation in sequential learning. This paper explores Information Directed Sampling (IDS) policies, a class of heuristics…

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

We study Contextual Multi-Armed Bandits (CMABs) for non-episodic sequential decision making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer…

We study joint learning of network topology and a mixed opinion dynamics, in which agents may have different update rules. Such a model captures the diversity of real individual interactions. We propose a learning algorithm based on…

The matrix contextual bandit (CB), as an extension of the well-known multi-armed bandit, is a powerful framework that has been widely applied in sequential decision-making scenarios involving low-rank structure. In many real-world…