Related papers: Misspecified Linear Bandits
We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…
In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming environments, switching between trading strategies in finance,…
Nonstationary phenomena, such as satiation effects in recommendations, have mostly been modeled using bandits with finitely many arms. However, the richer action space provided by linear bandits is often preferred in practice. In this work,…
We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…
The linear contextual bandit literature is mostly focused on the design of efficient learning algorithms for a given representation. However, a contextual bandit problem may admit multiple linear representations, each one with different…
We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively…
This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…
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…
We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…
We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…
By leveraging the representation power of deep neural networks, neural upper confidence bound (UCB) algorithms have shown success in contextual bandits. To further balance the exploration and exploitation, we propose…
We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB,…
In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…
We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon. Each arm is associated with an unknown, possibly multi-dimensional distribution, and the merit of an arm…
This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…
We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…
We study the problem of model selection in bandit scenarios in the presence of nested policy classes, with the goal of obtaining simultaneous adversarial and stochastic ("best of both worlds") high-probability regret guarantees. Our…
Model selection in supervised learning provides costless guarantees as if the model that best balances bias and variance was known a priori. We study the feasibility of similar guarantees for cumulative regret minimization in the stochastic…
We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…
In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…