Related papers: Thompson Sampling for the MNL-Bandit

Motivated by e-commerce, we study the online assortment optimization problem. The seller offers an assortment, i.e. a subset of products, to each arriving customer, who then purchases one or no product from her offered assortment. A…

This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fraudulent are investigated. We argue that this can lead to…

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Multi-armed bandit methods have been used for dynamic experiments particularly in online services. Among the methods, thompson sampling is widely used because it is simple but shows desirable performance. Many thompson sampling methods for…

We study a variant of the thresholding bandit problem (TBP) in the context of outlier detection, where the objective is to identify the outliers whose rewards are above a threshold. Distinct from the traditional TBP, the threshold is…

We consider maximizing an unknown monotonic, submodular set function $f: 2^{[n]} \rightarrow [0,1]$ with cardinality constraint under stochastic bandit feedback. At each time $t=1,\dots,T$ the learner chooses a set $S_t \subset [n]$ with…

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

We present BanditLP, a scalable multi-stakeholder contextual bandit framework that unifies neural Thompson Sampling for learning objective-specific outcomes with a large-scale linear program for constrained action selection at serving time.…

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving this problem typically involve two key sub-routines: (1) a…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

Thompson Sampling algorithm is a well known Bayesian algorithm for solving stochastic multi-armed bandit. At each time step the algorithm chooses each arm with probability proportional to it being the current best arm. We modify the…

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

We consider a multi-armed bandit setting in which each arm has a public and a private reward distribution. An observer expects an agent to follow Thompson Sampling according to the public rewards, however, the deceptive agent aims to…

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

This paper develops a viable notion of learning for sampling-based algorithms that applies in broader settings than previously considered. More specifically, we model a discounted infinite-horizon MDPs with Borel state and action spaces,…