Related papers: Deep Neural Linear Bandits: Overcoming Catastrophi…
The infrequent occurrence of overfitting in deep neural networks is perplexing: contrary to theoretical expectations, increasing model size often enhances performance in practice. But what if overfitting does occur, though restricted to…
We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…
Continual learning -- the ability to acquire knowledge incrementally without forgetting previous skills -- is fundamental to natural intelligence. While the human brain excels at this, artificial neural networks struggle with "catastrophic…
Deep Learning has the hierarchical network architecture to represent the complicated features of input patterns. Such architecture is well known to represent higher learning capability compared with some conventional models if the best set…
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…
In many real-world scenarios, data to train machine learning models becomes available over time. Unfortunately, these models struggle to continually learn new concepts without forgetting what has been learnt in the past. This phenomenon is…
In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…
One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…
We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…
Memory replay may be key to learning in biological brains, which manage to learn new tasks continually without catastrophically interfering with previous knowledge. On the other hand, artificial neural networks suffer from catastrophic…
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…
Contextual bandits can solve a huge range of real-world problems. However, current popular algorithms to solve them either rely on linear models, or unreliable uncertainty estimation in non-linear models, which are required to deal with the…
This paper studies federated linear contextual bandits under the notion of user-level differential privacy (DP). We first introduce a unified federated bandits framework that can accommodate various definitions of DP in the sequential…
Learning new information without forgetting prior knowledge is central to human intelligence. In contrast, neural network models suffer from catastrophic forgetting: a significant degradation in performance on previously learned tasks when…
The intrinsic capability to continuously learn a changing data stream is a desideratum of deep neural networks (DNNs). However, current DNNs suffer from catastrophic forgetting, which interferes with remembering past knowledge. To mitigate…
Neural networks struggle in continual learning settings from catastrophic forgetting: when trials are blocked, new learning can overwrite the learning from previous blocks. Humans learn effectively in these settings, in some cases even…
Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of…
Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…
Learning personalized cancer treatment with machine learning holds great promise to improve cancer patients' chance of survival. Despite recent advances in machine learning and precision oncology, this approach remains challenging as…
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,…