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We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…
We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…
Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…
Recent work shows that when contexts are drawn i.i.d., linear contextual bandits can be reduced to single-context linear bandits. This ``contexts are cheap" perspective is highly advantageous, as it allows for sharper finite-time analyses…
We study the adversarial kernel bandit problem, in which the loss at each round is induced by an arbitrary bounded element of a reproducing kernel Hilbert space (RKHS). We propose an exponential-weights algorithm built on a regularized…
We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…
We study a variation of the classical multi-armed bandits problem. In this problem, the learner has to make a sequence of decisions, picking from a fixed set of choices. In each round, she receives as feedback only the loss incurred from…
In the multi-armed bandit framework, there are two formulations that are commonly employed to handle time-varying reward distributions: adversarial bandit and nonstationary bandit. Although their oracles, algorithms, and regret analysis…
We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al.…
We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…
Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…
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 study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…
We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of Agarwal et al. (2017) and its variants (Foster et al.,…
In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…
We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a…
We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our…
We present efficient algorithms for the problem of contextual bandits with i.i.d. covariates, an arbitrary sequence of rewards, and an arbitrary class of policies. Our algorithm BISTRO requires d calls to the empirical risk minimization…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…