Related papers: AdaLinUCB: Opportunistic Learning for Contextual B…
In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is…
We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…
In this paper, we investigate the impact of context diversity on stochastic linear contextual bandits. As opposed to the previous view that contexts lead to more difficult bandit learning, we show that when the contexts are sufficiently…
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…
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,…
Conversational contextual bandits elicit user preferences by occasionally querying for explicit feedback on key-terms to accelerate learning. However, there are aspects of existing approaches which limit their performance. First,…
In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…
Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…
Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…
We consider the problem of model selection for the general stochastic contextual bandits under the realizability assumption. We propose a successive refinement based algorithm called Adaptive Contextual Bandit ({\ttfamily ACB}), that works…
Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…
Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…
Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to…
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…
We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…
We study the Linear Contextual Bandit problem in the hybrid reward setting. In this setting every arm's reward model contains arm specific parameters in addition to parameters shared across the reward models of all the arms. We can reduce…
Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…
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 bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual…
We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…