Related papers: Context-Based Information Retrieval in Risky Envir…
The exploration--exploitation trade-off in reinforcement learning (RL) is a well-known and much-studied problem that balances greedy action selection with novel experience, and the study of exploration methods is usually only considered in…
Ensuring sufficient exploration is a central challenge when training meta-reinforcement learning (meta-RL) agents to solve novel environments. Conventional solutions to the exploration-exploitation dilemma inject explicit incentives such as…
Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to…
We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…
A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…
During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…
In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…
In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…
We consider the problem of reinforcement learning under safety requirements, in which an agent is trained to complete a given task, typically formalized as the maximization of a reward signal over time, while concurrently avoiding…
In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…
Inverse Reinforcement Learning (IRL) is a powerful paradigm for inferring a reward function from expert demonstrations. Many IRL algorithms require a known transition model and sometimes even a known expert policy, or they at least require…
$\varepsilon$-greedy is a policy used to balance exploration and exploitation in many reinforcement learning setting. In cases where the agent uses some on-policy algorithm to learn optimal behaviour, it makes sense for the agent to explore…
Agents' learning from feedback shapes economic outcomes, and many economic decision-makers today employ learning algorithms to make consequential choices. This note shows that a widely used learning algorithm, $\varepsilon$-Greedy, exhibits…
Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…
Search engines are the most commonly used type of tool for finding relevant information on the Internet. However, today's search engines are far from perfect. Typical search queries are short, often one or two words, and can be ambiguous…
Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…
Incomplete knowledge of the environment leads an agent to make decisions under uncertainty. One of the major dilemmas in Reinforcement Learning (RL) where an autonomous agent has to balance two contrasting needs in making its decisions is:…
Contextual Bandits find important use cases in various real-life scenarios such as online advertising, recommendation systems, healthcare, etc. However, most of the algorithms use flat feature vectors to represent context whereas, in the…