Related papers: Mostly Exploration-Free Algorithms for Contextual …
Restless and collapsing bandits are often used to model budget-constrained resource allocation in settings where arms have action-dependent transition probabilities, such as the allocation of health interventions among patients. However,…
Contextual multi-armed bandits (CMAB) have been widely used for learning to filter and prioritize information according to a user's interest. In this work, we analyze top-K ranking under the CMAB framework where the top-K arms are chosen…
Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one…
Contextual bandit algorithms are commonly used in digital health to recommend personalized treatments. However, to ensure the effectiveness of the treatments, patients are often requested to take actions that have no immediate benefit to…
Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…
In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…
A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…
Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…
We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…
Bayesian strategies for contextual bandits have proved promising in single-state reinforcement learning tasks by modeling uncertainty using context information from the environment. In this paper, we propose Greedy Bandits with Sampled…
The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…
Recent work on exploration in reinforcement learning (RL) has led to a series of increasingly complex solutions to the problem. This increase in complexity often comes at the expense of generality. Recent empirical studies suggest that,…
Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…
Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…
Tractable contextual bandit algorithms often rely on the realizability assumption - i.e., that the true expected reward model belongs to a known class, such as linear functions. In this work, we present a tractable bandit algorithm that is…
In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…
We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…
Contextual bandit algorithms have become widely used for recommendation in online systems (e.g. marketplaces, music streaming, news), where they now wield substantial influence on which items get exposed to the users. This raises questions…
We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…