Related papers: Linear Bandits with Stochastic Delayed Feedback
Online structured prediction is a task of sequentially predicting outputs with complex structures based on inputs and past observations, encompassing online classification. Recent studies showed that in the full-information setting, we can…
Users of recommender systems often behave in a non-stationary fashion, due to their evolving preferences and tastes over time. In this work, we propose a practical approach for fast personalization to non-stationary users. The key idea is…
We propose a new best-of-both-worlds algorithm for bandits with variably delayed feedback. In contrast to prior work, which required prior knowledge of the maximal delay $d_{\mathrm{max}}$ and had a linear dependence of the regret on it,…
A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…
We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the next step reward by re-sampling the residuals of mean reward…
We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…
A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…
We study the stochastic bandit problem with ReLU neural network structure. We show that a $\tilde{O}(\sqrt{T})$ regret guarantee is achievable by considering bandits with one-layer ReLU neural networks; to the best of our knowledge, our…
Bandits with preference feedback present a powerful tool for optimizing unknown target functions when only pairwise comparisons are allowed instead of direct value queries. This model allows for incorporating human feedback into online…
We study linear contextual bandits with access to a large, confounded, offline dataset that was sampled from some fixed policy. We show that this problem is closely related to a variant of the bandit problem with side information. We…
This paper deals with bandit online learning problems involving feedback of unknown delay that can emerge in multi-armed bandit (MAB) and bandit convex optimization (BCO) settings. MAB and BCO require only values of the objective function…
The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…
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…
Recommender systems trained in a continuous learning fashion are plagued by the feedback loop problem, also known as algorithmic bias. This causes a newly trained model to act greedily and favor items that have already been engaged by…
We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…
A more general formulation of the linear bandit problem is considered to allow for dependencies over time. Specifically, it is assumed that there exists an unknown $\mathbb{R}^d$-valued stationary $\varphi$-mixing sequence of parameters…
Sequential decision-making algorithms such as multi-armed bandits can find optimal personalized decisions, but are notoriously sample-hungry. In personalized medicine, for example, training a bandit from scratch for every patient is…
In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…
Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…
Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…