Related papers: Robust Contextual Bandit via the Capped-$\ell_{2}$…
The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…
We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…
Regularization is a core component of recent Reinforcement Learning (RL) algorithms. Mirror Descent Value Iteration (MDVI) uses both Kullback-Leibler divergence and entropy as regularizers in its value and policy updates. Despite its…
A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…
Coping with outliers contaminating dynamical processes is of major importance in various applications because mismatches from nominal models are not uncommon in practice. In this context, the present paper develops novel fixed-lag and…
Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…
We study contextual bandits with nonlinear and path-dependent rewards through a novel signature-transform-based approach. Leveraging the universal nonlinearity property of signatures, we approximate continuous path-dependent reward…
Micro-randomized trials (MRTs) have become increasingly popular for developing and evaluating mobile health interventions that promote healthy behaviors and manage chronic conditions. The recently proposed causal excursion effects have…
Nonlinear estimation in robotics and vision is typically plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…
The contextual linear bandit is an important online learning problem where given arm features, a learning agent selects an arm at each round to maximize the cumulative rewards in the long run. A line of works, called the clustering of…
We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We…
The rise of large-scale pretrained models has made it feasible to generate predictive or synthetic features at low cost, raising the question of how to incorporate such surrogate predictions into downstream decision-making. We study this…
We address the cold start problem in recommendation systems assuming no contextual information is available neither about users, nor items. We consider the case in which we only have access to a set of ratings of items by users. Most of the…
Contrastive Language-Image Pre-trained (CLIP) models have zero-shot ability of classifying an image belonging to "[CLASS]" by using similarity between the image and the prompt sentence "a [CONTEXT] of [CLASS]". Based on exhaustive text cues…
We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal…
We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…
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…
In this paper, we study the role of the critic in actor--critic for entropy-regularized, finite, discounted environments. We establish that, when the critic is exact, using the latter as a baseline is a variance-reduction method in a strong…