Related papers: StreamingBandit; Experimenting with Bandit Policie…
In real-world streaming recommender systems, user preferences often dynamically change over time (e.g., a user may have different preferences during weekdays and weekends). Existing bandit-based streaming recommendation models only consider…
Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…
We propose a new sequential decision-making setting, combining key aspects of two established online learning problems with bandit feedback. The optimal action to play at any given moment is contingent on an underlying changing state which…
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…
Over the past decade, contextual bandit algorithms have been gaining in popularity due to their effectiveness and flexibility in solving sequential decision problems---from online advertising and finance to clinical trial design and…
Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…
We study the problem of real time data capture on social media. Due to the different limitations imposed by those media, but also to the very large amount of information, it is impossible to collect all the data produced by social networks…
Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…
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 context used at each decision may be corrupted ("useless context"). This…
Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…
Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use…
In the stochastic linear contextual bandit setting there exist several minimax procedures for exploration with policies that are reactive to the data being acquired. In practice, there can be a significant engineering overhead to deploy…
The (contextual) multi-armed bandit problem (MAB) provides a formalization of sequential decision-making which has many applications. However, validly evaluating MAB policies is challenging; we either resort to simulations which inherently…
The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…
Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…
We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…
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 today's business marketplace, many high-tech Internet enterprises constantly explore innovative ways to provide optimal online user experiences for gaining competitive advantages. The great needs of developing intelligent interactive…
Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…