Related papers: Resourceful Contextual Bandits

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…

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…

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Nonparametric contextual bandit is an important model of sequential decision making problems. Under $\alpha$-Tsybakov margin condition, existing research has established a regret bound of $\tilde{O}\left(T^{1-\frac{\alpha+1}{d+2}}\right)$…

We consider a novel variant of the contextual bandit problem (i.e., the multi-armed bandit with side-information, or context, available to a decision-maker) where the reward associated with each context-based decision may not always be…

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Optimal regret bounds for Multi-Armed Bandit problems are now well documented. They can be classified into two categories based on the growth rate with respect to the time horizon $T$: (i) small, distribution-dependent, bounds of order of…

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to…

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…

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are $L$ observed contexts and $K$ arms of the bandit. The…

In this work, we study clustered contextual bandits where rewards and resource consumption are the outcomes of cluster-specific linear models. The arms are divided in clusters, with the cluster memberships being unknown to an algorithm.…

We present the first high-probability optimal regret bound for a policy optimization technique applied to the problem of stochastic contextual multi-armed bandit (CMAB) with general offline function approximation. Our algorithm is both…

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

We investigate contextual bandits in the presence of side-observations across arms in order to design recommendation algorithms for users connected via social networks. Users in social networks respond to their friends' activity, and hence…

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

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…