Related papers: Identifying Best Interventions through Online Impo…
We consider an online influence maximization problem in which a decision maker selects a node among a large number of possibilities and places a piece of information at the node. The node transmits the information to some others that are in…
We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given $K$ distributions and a collection of subsets $\mathcal{V} \subset 2^{[K]}$ of these distributions, and…
Vertical federated learning (VFL), where each participating client holds a subset of data features, has found numerous applications in finance, healthcare, and IoT systems. However, adversarial attacks, particularly through the injection of…
Designing causal bandit algorithms depends on two central categories of assumptions: (i) the extent of information about the underlying causal graphs and (ii) the extent of information about interventional statistical models. There have…
In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes…
This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…
This paper considers the problem of online clustering with bandit feedback. A set of arms (or items) can be partitioned into various groups that are unknown. Within each group, the observations associated to each of the arms follow the same…
We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…
The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…
We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
We study the problem of best-arm identification in a distributed variant of the multi-armed bandit setting, with a central learner and multiple agents. Each agent is associated with an arm of the bandit, generating stochastic rewards…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…
We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…
We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…
This work addresses the efficiency concern on inferring a nonlinear contextual bandit when the number of arms $n$ is very large. We propose a neural bandit model with an end-to-end training process to efficiently perform bandit algorithms…
Given a vector of probability distributions, or arms, each of which can be sampled independently, we consider the problem of identifying the partition to which this vector belongs from a finitely partitioned universe of such vector of…
We study the problem of efficiently estimating the effect of an intervention on a single variable (atomic interventions) using observational samples in a causal Bayesian network. Our goal is to give algorithms that are efficient in both…
We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely…
We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…