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Sequential recommender systems have shown effective suggestions by capturing users' interest drift. There have been two groups of existing sequential models: user- and item-centric models. The user-centric models capture personalized…
Contextual bandit algorithms -- a class of multi-armed bandit algorithms that exploit the contextual information -- have been shown to be effective in solving sequential decision making problems under uncertainty. A common assumption…
We consider a bandit problem where at any time, the decision maker can add new arms to her consideration set. A new arm is queried at a cost from an "arm-reservoir" containing finitely many "arm-types," each characterized by a distinct mean…
While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…
We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…
The Colonel Blotto game is a renowned resource allocation problem with a long-standing literature in game theory (almost 100 years). However, its scope of application is still restricted by the lack of studies on the incomplete-information…
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…
We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…
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 sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…
We study a stylized social learning dynamics where self-interested agents collectively follow a simple multi-armed bandit protocol. Each agent controls an ``episode": a short sequence of consecutive decisions. Motivating applications…
User dissatisfaction due to buffering pauses during streaming is a significant cost to the system, which we model as a non-decreasing function of the frequency of buffering pause. Minimization of total user dissatisfaction in a…
We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters.…
Mobile social network applications constitute an important platform for traffic information sharing, helping users collect and share sensor information about the driving conditions they experience on the traveled path in real time. In this…
We propose a new problem setting to study the sequential interactions between a recommender system and a user. Instead of assuming the user is omniscient, static, and explicit, as the classical practice does, we sketch a more realistic user…
Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it…
This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…
This paper studies a dynamic discrete-time queuing model where at every period players get a new job and must send all their jobs to a queue that has a limited capacity. Players have an incentive to send their jobs as late as possible;…
Recommender systems have been investigated for many years, with the aim of generating the most accurate recommendations possible. However, available data about new users is often insufficient, leading to inaccurate recommendations; an issue…
Bandit algorithms solve diverse sequential decision-making problems, but are often too sample-inefficient for from-scratch personalization. To substantially reduce exploration times, latent bandit algorithms exploit cross-instance structure…