Related papers: A Neural Networks Committee for the Contextual Ban…
High-quality recommender systems ought to deliver both innovative and relevant content through effective and exploratory interactions with users. Yet, supervised learning-based neural networks, which form the backbone of many existing…
We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…
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…
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…
Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…
Personalized web services strive to adapt their services (advertisements, news articles, etc) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at…
We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…
Taking advantage of contextual information can potentially boost the performance of recommender systems. In the era of big data, such side information often has several dimensions. Thus, developing decision-making algorithms to cope with…
In this paper we consider the adversarial contextual bandit problem in metric spaces. The paper "Nearest neighbour with bandit feedback" tackled this problem but when there are many contexts near the decision boundary of the comparator…
Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…
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 stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…
We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…
We introduce a new and completely online contextual bandit algorithm called Gated Linear Contextual Bandits (GLCB). This algorithm is based on Gated Linear Networks (GLNs), a recently introduced deep learning architecture with properties…
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…
Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using…
When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part.…
We create a computationally tractable algorithm for contextual bandits with continuous actions having unknown structure. Our reduction-style algorithm composes with most supervised learning representations. We prove that it works in a…
Consider a nonparametric contextual multi-arm bandit problem where each arm $a \in [K]$ is associated to a nonparametric reward function $f_a: [0,1] \to \mathbb{R}$ mapping from contexts to the expected reward. Suppose that there is a large…